| Publication | Date of Publication | Type |
|---|
| A general maximum principle for optimal control of stochastic differential delay systems | 2025-01-14 | Paper |
| Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies | 2024-10-08 | Paper |
| Singular backward stochastic Volterra integral equations in infinite dimensional spaces | 2024-09-11 | Paper |
| Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations | 2024-06-26 | Paper |
| Spike Variations for Stochastic Volterra Integral Equations | 2024-01-02 | Paper |
| Singular backward stochastic Volterra integral equations in infinite dimensional spaces | 2023-12-07 | Paper |
| Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients | 2023-04-14 | Paper |
| A general maximum principle for optimal control of stochastic differential delay systems | 2023-02-07 | Paper |
| Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations | 2022-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5868988 | 2022-09-27 | Paper |
| Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems | 2022-08-23 | Paper |
| Linear-quadratic stochastic Volterra controls II: Optimal strategies and Riccati--Volterra equations | 2022-04-21 | Paper |
| Linear-quadratic stochastic Volterra controls I: Causal feedback strategies | 2022-04-18 | Paper |
| Optimal Feedback Controls of Stochastic Linear Quadratic Control Problems in Infinite Dimensions with Random Coefficients | 2022-02-21 | Paper |
| Mean-variance portfolio selection with non-negative state-dependent risk aversion | 2021-12-01 | Paper |
| Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems | 2021-09-22 | Paper |
| Mean-Field Backward Doubly Stochastic Differential Equations and Applications | 2021-07-01 | Paper |
| A class of stochastic Fredholm-algebraic equations and applications in finance | 2021-06-17 | Paper |
| On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems | 2020-08-28 | Paper |
| Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients | 2020-06-17 | Paper |
| Time inconsistent asset-liability management with partial information | 2020-06-15 | Paper |
| Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations | 2020-05-11 | Paper |
| Equilibrium controls in time inconsistent stochastic linear quadratic problems | 2020-04-14 | Paper |
| Characterization of optimal feedback for stochastic linear quadratic control problems | 2020-02-17 | Paper |
| Backward stochastic Volterra integral equations -- representation of adapted solutions | 2019-12-17 | Paper |
| Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I | 2019-10-18 | Paper |
| Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions | 2019-09-30 | Paper |
| Linear quadratic control problems of stochastic Volterra integral equations | 2019-05-17 | Paper |
| Mean-variance portfolio selection under a non-Markovian regime-switching model | 2019-01-24 | Paper |
| Necessary conditions in stochastic linear quadratic problems and their applications | 2018-10-18 | Paper |
| Mean-variance portfolio selection and variance hedging with random coefficients: closed-loop equilibrium strategy | 2018-02-04 | Paper |
| General maximum principles for optimal control problems of stochastic Volterra integral equations | 2018-02-04 | Paper |
| Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems | 2018-01-23 | Paper |
| Time-consistent mean-variance asset-liability management with random coefficients | 2017-11-23 | Paper |
| Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions | 2017-08-18 | Paper |
| Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems | 2017-05-03 | Paper |
| Linear quadratic stochastic integral games and related topics | 2016-01-13 | Paper |
| Optimal control problems of forward-backward stochastic Volterra integral equations | 2015-07-30 | Paper |
| Comparison theorems for some backward stochastic Volterra integral equations | 2015-03-24 | Paper |
| Mean-field backward stochastic Volterra integral equations | 2013-11-12 | Paper |
| A class of time inconsistent risk measures and backward stochastic Volterra integral equations | 2013-05-23 | Paper |
| SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS | 2013-04-29 | Paper |
| \(L^p\) solutions of backward stochastic Volterra integral equations | 2013-03-15 | Paper |
| Risk minimizing of derivatives via dynamic g-expectation and related topics | 2012-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2886314 | 2012-06-01 | Paper |
| Symmetrical solutions of backward stochastic Volterra integral equations and their applications | 2010-08-11 | Paper |
| Zero-sum linear quadratic stochastic integral games and BSVIEs | 2010-05-28 | Paper |
| A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance | 2010-04-12 | Paper |
| BSVIEs with stochastic Lipschitz coefficients and applications in finance | 2010-01-20 | Paper |
| Positive periodic solution for non-autonomous competition Lotka--Volterra patch system with time delay | 2005-11-14 | Paper |
