Adrian Zalinescu

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Person:389002

Available identifiers

zbMath Open zalinescu.adrianMaRDI QIDQ389002

List of research outcomes

PublicationDate of PublicationType
Time-delayed generalized BSDEs2024-03-04Paper
Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations2023-09-07Paper
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance2020-02-24Paper
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions2018-05-31Paper
Backward Stochastic Variational Inequalities with Locally Bounded Generators2016-05-18Paper
Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay2015-08-07Paper
Stochastic variational inequalities with jumps2014-02-06Paper
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs2014-01-17Paper
Second order Hamilton-Jacobi-Bellman equations with an unbounded operator2012-07-16Paper
Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes2011-05-13Paper
Viscosity solutions for systems of parabolic variational inequalities2010-11-12Paper
Weak solutions and optimal control for multivalued stochastic differential equations2009-10-19Paper
A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient2008-07-09Paper
https://portal.mardi4nfdi.de/entity/Q54935462006-10-23Paper
Second order Hamilton-Jacobi-Bellman inequalities2003-06-02Paper

Research outcomes over time


Doctoral students

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