| Publication | Date of Publication | Type |
|---|
| Stochastic modeling for describing crystallization droplets in water emulsion | 2023-08-14 | Paper |
| Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process | 2023-02-10 | Paper |
| Quadratic BSDEs with jumps and related PIDEs | 2022-07-08 | Paper |
| Reflected BSDEs with jumps in time-dependent convex càdlàg domains | 2021-02-18 | Paper |
| A balance sheet optimal multi-modes switching problem | 2020-03-25 | Paper |
| Mean-field optimal multi-modes switching problem: A balance sheet | 2019-08-13 | Paper |
| Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics | 2018-11-30 | Paper |
| Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model | 2018-10-22 | Paper |
| Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes | 2018-09-06 | Paper |
| Characterization of submartingales of a new class (Σr) | 2018-05-03 | Paper |
| Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results | 2017-10-05 | Paper |
| \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration | 2017-04-18 | Paper |
| Martingale property for the Scott correlated stochastic volatility model | 2016-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3195634 | 2015-10-20 | Paper |
| Quadratic BSDEs with rough drivers and $L^2$--terminal condition | 2014-03-12 | Paper |
| Quadratic BSDEs with $\mathbb{L}^2$--terminal data Existence results, Krylov's estimate and It\^o--Krylov's formula | 2014-02-26 | Paper |
| Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233] | 2013-09-26 | Paper |
| Solvability of some quadratic BSDEs without exponential moments | 2013-06-24 | Paper |
| Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density | 2010-04-14 | Paper |
| Stability and genericity for SPDE's driven by spatially correlated noise | 2009-07-10 | Paper |
| Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters | 2007-10-22 | Paper |
| A Stroock formula for a certain class of Lévy processes and applications to finance | 2006-08-28 | Paper |
| Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters | 2005-05-23 | Paper |
| Quasi-linear parabolic SPDEs with continuous coefficients | 2005-03-21 | Paper |
| Chaotic expansion and smoothness of some functionals of the fractional Brownian motion | 2004-12-29 | Paper |
| Strassen's local law for diffusion processes under strong topologies | 2004-02-20 | Paper |
| BSDE associated with Lévy processes and application to PDIE | 2004-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4787896 | 2003-06-26 | Paper |
| Limit theorems for BSDE with local time applications to non-linear PDE | 2003-06-02 | Paper |
| Hedging options in market models modulated by the fractional Brownian motion | 2001-12-06 | Paper |
| Multivalued SPDEs driven by additive space-time white noise and additive white noise | 2001-09-16 | Paper |
| Large deviation estimates and functional law for diffusions in modulus spaces | 2001-07-11 | Paper |
| Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications | 2001-06-13 | Paper |
| Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space | 2001-01-17 | Paper |
| On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients | 1999-09-02 | Paper |
| Grandes deviations des diffusions sur les espaces de besov-orlicz et application | 1999-06-15 | Paper |
| Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection | 1999-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4355089 | 1998-10-01 | Paper |
| Large deviations for solutions of hyperbolic SPDE's in the Hölder norm | 1998-08-31 | Paper |
| On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients | 1998-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380612 | 1998-05-04 | Paper |
| Large deviations of diffusions on Besov-Orlicz spaces | 1998-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3122813 | 1998-01-07 | Paper |
