Adrian Zalinescu

Available identifiers

zbMath Open zalinescu.adrianMaRDI QIDQ389002

List of research outcomes

Publication	Date of Publication	Type
Time-delayed generalized BSDEs	2024-03-04	Paper
Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations	2023-09-07	Paper
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance	2020-02-24	Paper
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions	2018-05-31	Paper
Backward stochastic variational inequalities with locally bounded generators	2016-05-18	Paper
Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay	2015-08-07	Paper
Stochastic variational inequalities with jumps	2014-02-06	Paper
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs	2014-01-17	Paper
Second order Hamilton-Jacobi-Bellman equations with an unbounded operator	2012-07-16	Paper
Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes	2011-05-13	Paper
Viscosity solutions for systems of parabolic variational inequalities	2010-11-12	Paper
Weak solutions and optimal control for multivalued stochastic differential equations	2009-10-19	Paper
A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient	2008-07-09	Paper
On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes	2006-10-23	Paper
Second order Hamilton-Jacobi-Bellman inequalities	2003-06-02	Paper

Research outcomes over time

This page was built for person: Adrian Zalinescu