| Publication | Date of Publication | Type |
|---|
A graph convolutional network approach for predicting network robustness
Advances in Complex Systems | 2025-01-24 | Paper |
Limiting distribution of dense orbits in a moduli space of rank \(m\) discrete subgroups in \((m+1)\)-space
IMRN. International Mathematics Research Notices | 2024-10-30 | Paper |
Dynamic discrete choice under rational inattention
Economic Theory | 2024-06-21 | Paper |
Limiting distribution of dense orbits in a moduli space of rank $m$ discrete subgroups in $(m+1)$-space
| 2023-07-22 | Paper |
Equidistribution of lattice orbits in the space of homothety classes of rank $2$ sublattices in $\mathbb R^3$
| 2023-05-06 | Paper |
Some measure-theoretical and dynamical properties of successive minima on the space of unimodular lattices
| 2022-12-29 | Paper |
Fractional dimension related to badly approximable matrices associated with higher successive minima
| 2022-12-29 | Paper |
Incomplete stochastic equilibria with exponential utilities close to Pareto optimality
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
The Annals of Applied Probability | 2022-10-31 | Paper |
scientific article; zbMATH DE number 7491993 (Why is no real title available?)
| 2022-03-17 | Paper |
Nonfragile observer-based guaranteed cost finite-time control of discrete-time positive impulsive switched systems
Open Mathematics | 2019-12-05 | Paper |
Finite-time control of uncertain fractional-order positive impulsive switched systems with mode-dependent average dwell time
Circuits, Systems, and Signal Processing | 2019-11-21 | Paper |
Guaranteed cost finite-time control of fractional-order nonlinear positive switched systems with \(D\)-perturbations via MDADT
Journal of Systems Science and Complexity | 2019-06-04 | Paper |
Guaranteed cost finite-time control of discrete-time positive impulsive switched systems
Complexity | 2019-02-18 | Paper |
Convex duality for Epstein-Zin stochastic differential utility
Mathematical Finance | 2018-11-02 | Paper |
A class of globally solvable Markovian quadratic BSDE systems and applications
The Annals of Probability | 2018-04-27 | Paper |
BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-03-05 | Paper |
Guaranteed cost finite-time control of positive switched nonlinear systems with \(D\)-perturbation
Open Mathematics | 2018-02-15 | Paper |
Asset pricing under optimal contracts
Journal of Economic Theory | 2018-01-11 | Paper |
Long-term optimal investment in matrix valued factor models
SIAM Journal on Financial Mathematics | 2017-07-20 | Paper |
Stability of the exponential utility maximization problem with respect to preferences
Mathematical Finance | 2017-03-13 | Paper |
Robust portfolios and weak incentives in long-run investments
Mathematical Finance | 2017-03-13 | Paper |
Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Finance and Stochastics | 2017-01-12 | Paper |
Large time behavior of solutions to semilinear equations with quadratic growth in the gradient
SIAM Journal on Control and Optimization | 2016-05-31 | Paper |
Incomplete stochastic equilibria for dynamic monetary utility
| 2015-05-27 | Paper |
Asymptotic Glosten-Milgrom equilibrium
SIAM Journal on Financial Mathematics | 2015-05-15 | Paper |
Abstract, classic, and explicit turnpikes
Finance and Stochastics | 2014-11-14 | Paper |
Point process bridges and weak convergence of insider trading models
Electronic Journal of Probability | 2014-01-17 | Paper |
Valuation equations for stochastic volatility models
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
Strict local martingale deflators and valuing American call-type options
Finance and Stochastics | 2012-11-15 | Paper |
Regularity of the optimal stopping problem for jump diffusions
SIAM Journal on Control and Optimization | 2012-09-12 | Paper |
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions
Stochastic Processes and their Applications | 2012-07-20 | Paper |
On backward stochastic differential equations and strict local martingales
Stochastic Processes and their Applications | 2012-06-19 | Paper |
scientific article; zbMATH DE number 5938765 (Why is no real title available?)
| 2011-08-16 | Paper |
Pricing Asian options for jump diffusion
Mathematical Finance | 2011-02-02 | Paper |
On the uniqueness of classical solutions of Cauchy problems
Proceedings of the American Mathematical Society | 2010-06-08 | Paper |
Analysis of the optimal exercise boundary of American options for jump diffusions
SIAM Journal on Mathematical Analysis | 2010-04-21 | Paper |
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Mathematical Methods of Operations Research | 2009-12-11 | Paper |
On Randers metrics with isotropic \(S\)-curvature
Acta Mathematica Sinica, English Series | 2008-09-09 | Paper |
ON EFFECTIVE F-THEORY ACTION IN TYPE IIA COMPACTIFICATIONS
International Journal of Modern Physics A | 2007-05-23 | Paper |
Extract intelligible and concise fuzzy rules from neural networks
Fuzzy Sets and Systems | 2003-04-02 | Paper |
