Publication | Date of Publication | Type |
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Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus | 2023-07-26 | Paper |
\(g\)-expectation of distributions | 2022-11-16 | Paper |
Superhedging under ratio constraint | 2018-08-13 | Paper |
Reflected backward stochastic differential equations with resistance | 2018-06-29 | Paper |
Exact solutions of fractional Schrödinger-like equation with a nonlocal term | 2015-07-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q5398969 | 2014-02-28 | Paper |
Exact solutions for unsteady unidirectional flows of a generalized second-order fluid through a rectangular conduit | 2013-08-20 | Paper |
Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations | 2013-07-04 | Paper |
Constrained BSDEs, viscosity solutions of variational inequalities and their applications | 2013-03-21 | Paper |
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers | 2011-12-21 | Paper |
Reflected BSDE with a constraint and its applications in an incomplete market | 2011-09-02 | Paper |
Skorohod Equation and Reflected Backward Stochastic Differential Equations | 2011-03-10 | Paper |
Stokes' first problem for a viscoelastic fluid with the generalized Oldroyd-B model | 2010-12-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3054551 | 2010-11-05 | Paper |
A model for reversible reaction in a subdiffusive regime | 2010-08-17 | Paper |
Unsteady flow of viscoelastic fluid with fractional Maxwell model in a channel | 2010-08-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q3574225 | 2010-07-09 | Paper |
An exact solution for flow past an accelerated horizontal plate in a rotating fluid with the generalized Oldroyd-B model | 2010-01-13 | Paper |
The fractional diffusion model with an absorption term and modified Fick's law for non-local transport processes | 2010-01-12 | Paper |
The fractional finite Hankel transform and its applications in fractal space | 2009-12-14 | Paper |
An asymptotic analytical solution to the problem of two moving boundaries with fractional diffusion in one-dimensional drug release devices | 2009-11-24 | Paper |
Sobolev solution for semilinear PDE with obstacle under monotonicity condition | 2009-11-20 | Paper |
Green's function of time fractional diffusion equation and its applications in fractional quantum mechanics | 2009-08-20 | Paper |
Axial couette flow of two kinds of fractional viscoelastic fluids in an annulus | 2009-08-20 | Paper |
Homotopy perturbation method to time-fractional diffusion equation with a moving boundary condition | 2009-03-10 | Paper |
Comparison theorems for forward backward SDEs | 2009-03-02 | Paper |
Applications of continuity and discontinuity of a fractional derivative of the wave functions to fractional quantum mechanics | 2009-01-23 | Paper |
Some exact solutions to Stefan problems with fractional differential equations | 2009-01-15 | Paper |
Some solutions to the space fractional Schrödinger equation using momentum representation method | 2008-10-14 | Paper |
Space-time fractional Schrödinger equation with time-independent potentials | 2008-06-17 | Paper |
Backward stochastic differential equations with reflection and weak assumptions on the coefficients | 2008-06-10 | Paper |
Convergence of solutions of discrete reflected backward SDE's and simulations | 2008-05-26 | Paper |
Scale-invariant solutions to partial differential equations of fractional order with a moving boundary condition | 2008-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5452978 | 2008-04-04 | Paper |
Reflected backward SDEs with two barriers under monotonicity and general increasing conditions | 2008-02-18 | Paper |
Construction and Uniqueness for reflected BSDE under linear increasing condition | 2008-01-24 | Paper |
Solution of system of fractional differential equations by Adomian decomposition method | 2007-12-07 | Paper |
Reflected backward stochastic differential equations with two RCLL barriers | 2007-11-30 | Paper |
Reflected BSDE with quadratic growth and unbounded terminal value | 2007-11-05 | Paper |
Analytical solutions to the moving boundary problems with space–time-fractional derivatives in drug release devices | 2007-10-22 | Paper |
Some physical applications of fractional Schrödinger equation | 2007-05-16 | Paper |
Generalized fractional Schrödinger equation with space-time fractional derivatives | 2007-05-16 | Paper |
Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition | 2006-11-28 | Paper |
Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$ | 2006-11-28 | Paper |
Intermediate processes and critical phenomena: theory, method and progress of fractional operators and their applications to modern mechanics | 2006-10-11 | Paper |
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier | 2005-12-05 | Paper |
The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles | 2005-08-04 | Paper |
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions | 2005-05-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4654469 | 2005-03-04 | Paper |
Concentration distribution of fractional anomalous diffusion caused by an instantaneous point source | 2005-01-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4822178 | 2004-10-25 | Paper |
An exact solution to the moving boundary problem with fractional anomalous diffusion in drug release devices | 2004-02-12 | Paper |
The impulsive motion of flat plate in a generalized second-grade fluid. | 2003-01-08 | Paper |
Theoretical analysis of the velocity field, stress field and vortex sheet of generalized second order fluid with fractional anomalous diffusion. | 2002-08-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3152742 | 2002-01-01 | Paper |
The problem of fluid-dynamics in semicircular canal. | 2000-11-16 | Paper |
An analytical solution for the model of drug distribution and absorption in small intestine | 1993-01-16 | Paper |
A model of steady state distribution of reactive drug for intramuscular injection | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3807919 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3737286 | 1986-01-01 | Paper |