| Publication | Date of Publication | Type |
|---|
On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach
Applied Mathematics and Optimization | 2025-01-20 | Paper |
Toward evaluation of disseminated effects of medications for opioid use disorder within provider-based clusters using routinely-collected health data
Statistics in Medicine | 2024-10-29 | Paper |
Modeling and maximum likelihood based inference of interval-censored data with unknown upper limits and time-dependent covariates
Statistics in Medicine | 2024-10-28 | Paper |
On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions
Journal of Mathematical Analysis and Applications | 2019-07-30 | Paper |
Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients
Potential Analysis | 2019-07-17 | Paper |
On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach
Chinese Annals of Mathematics. Series B | 2019-03-21 | Paper |
Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2017-04-06 | Paper |
On approximate continuity and the support of reflected stochastic differential equations
The Annals of Probability | 2016-07-14 | Paper |
Penalization of Reflected SDEs and Neumann Problems of HJB Equations
| 2016-04-07 | Paper |
General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
Journal of Theoretical Probability | 2015-09-15 | Paper |
On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
Science China. Mathematics | 2014-12-02 | Paper |
Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales
Stochastics and Dynamics | 2014-11-18 | Paper |
On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients
Stochastics | 2014-08-14 | Paper |
The optimal control problem associated with multi-valued stochastic differential equations with jumps
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2014-01-14 | Paper |
Penalization schemes for multi-valued stochastic differential equations
Statistics & Probability Letters | 2013-05-13 | Paper |
On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
Acta Mathematica Sinica, English Series | 2013-03-28 | Paper |
Multi-valued stochastic differential equations driven by Poisson point processes
Stochastic Analysis with Financial Applications | 2012-09-07 | Paper |
WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
Stochastics and Dynamics | 2012-04-24 | Paper |
On regularity of invariant measures of multivalued stochastic differential equations
Stochastic Processes and their Applications | 2012-01-04 | Paper |
Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
Kyoto Journal of Mathematics | 2011-10-21 | Paper |
Coupling methods for multivalued stochastic differential equations and applications to Harnack's inequality
| 2010-11-05 | Paper |
Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
Bulletin des Sciences Mathématiques | 2010-06-22 | Paper |
