| Publication | Date of Publication | Type |
|---|
| Local linear estimator for fractional diffusions | 2024-09-18 | Paper |
| Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion | 2024-09-02 | Paper |
| Stochastic maximum principle for control systems with time-varying delay | 2024-08-21 | Paper |
| Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations | 2024-07-29 | Paper |
| Hölder continuity of stochastic heat equation with rough Gaussian noise | 2024-07-09 | Paper |
| Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility | 2024-06-04 | Paper |
| Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes | 2024-06-03 | Paper |
| A deep learning method for pricing high-dimensional American-style options via state-space partition | 2024-05-25 | Paper |
| APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL | 2024-03-31 | Paper |
| Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise | 2024-03-04 | Paper |
| Stochastic maximum principle for moving average control system | 2024-01-19 | Paper |
| Nadaraya-Watson estimators for reflected stochastic processes | 2024-01-05 | Paper |
| Stochastic Maximum Principle for a generalized Volterra Control System | 2023-12-20 | Paper |
| Maximum Principle for Control System driven by Mixed Fractional Brownian Motion | 2023-12-19 | Paper |
| Similarity Between Two Stochastic Differential Systems | 2023-10-16 | Paper |
| Similarity Between Two Dynamical Systems | 2023-10-05 | Paper |
| A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions | 2023-07-12 | Paper |
| Calibrating fractional Vasicek model | 2023-07-11 | Paper |
| Periodic solutions of stochastic functional differential equations with jumps via viability | 2022-09-16 | Paper |
| Pricing double volatility barriers option under stochastic volatility | 2022-07-06 | Paper |
| Drift parameter estimation for nonlinear reflected stochastic differential equations | 2022-04-29 | Paper |
| OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL | 2021-10-26 | Paper |
| Asian option pricing under an uncertain volatility model | 2021-05-07 | Paper |
| CONTROLLABILITY OF THE KORTEWEG-DE VRIES-BURGERS EQUATION | 2020-09-14 | Paper |
| Maximum principle of discrete stochastic control system driven by both fractional noise and white noise | 2020-07-22 | Paper |
| Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions | 2019-10-29 | Paper |
| A closed-form pricing formula for variance swaps under MRG-Vasicek model | 2019-09-05 | Paper |
| Exit Problems as the Generalized Solutions of Dirichlet Problems | 2019-08-30 | Paper |
| Stochastic maximum principle for delayed backward doubly stochastic control systems | 2019-04-23 | Paper |
| The threshold of a stochastic SIQS epidemic model | 2018-11-01 | Paper |
| Asian Option Pricing under Uncertain Volatility Model | 2018-08-01 | Paper |
| Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions | 2018-06-07 | Paper |
| PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2984384 | 2017-05-17 | Paper |
| Periodic solutions of Fokker-Planck equations | 2017-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2991394 | 2016-08-10 | Paper |
| Existence of time-periodic weak solutions to the stochastic Navier-Stokes equations around a moving body | 2014-04-28 | Paper |
| Mild solution to parabolic Anderson model in Gaussian and Poisson potential | 2014-04-17 | Paper |
| Maximum principle for general controlled systems driven by fractional Brownian motions | 2013-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926264 | 2013-06-20 | Paper |
| Arnold's theorem on properly degenerate systems with the Rüssmann nondegeneracy | 2011-07-21 | Paper |
| Maximum principle for backward doubly stochastic control systems with applications | 2011-03-21 | Paper |
| Invariant tori in Hamiltonian systems with high order proper degeneracy | 2011-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071666 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052503 | 2010-11-05 | Paper |
| Difference equation for \(N\)-body type problem | 2010-11-05 | Paper |
| A homotopy method for solving fixed-point problems in a broader class of nonconvex sets | 2010-11-03 | Paper |
| Eigenvalue problem of doubly stochastic Hamiltonian systems with boundary conditions | 2010-02-12 | Paper |
| Boundary value problems for first order stochastic differential equations | 2008-08-06 | Paper |
| Degenerate lower-dimensional tori in Hamiltonian systems | 2006-08-16 | Paper |
| Persistence of lower-dimensional hyperbolic invariant tori for generalized Hamiltonian systems | 2006-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4812960 | 2004-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4469020 | 2004-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4454435 | 2004-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4406206 | 2004-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4808165 | 2003-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4406223 | 2003-06-25 | Paper |
| Non-existence criteria for Laurent polynomial first integrals | 2003-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4808146 | 2002-01-01 | Paper |
| Stochastic Maximum Principle for Control System with Time-varying delay | N/A | Paper |
| Maximum principle for optimal control of interacting particle system: stochastic flow model | N/A | Paper |
| Statistical inference for multi-regime threshold Ornstein-Uhlenbeck processes | N/A | Paper |
