| Publication | Date of Publication | Type |
|---|
Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
Random Operators and Stochastic Equations | 2025-11-01 | Paper |
Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
Journal of Systems Science and Complexity | 2021-04-08 | Paper |
Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps
Random Operators and Stochastic Equations | 2021-03-31 | Paper |
Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
Springer Proceedings in Mathematics & Statistics | 2018-11-30 | Paper |
Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps
Springer Proceedings in Mathematics & Statistics | 2018-11-30 | Paper |
| On stochastic evolution equations with respect to martingales | 2018-05-18 | Paper |
Sufficient conditions of optimality for backward stochastic evolution equations
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Stochastic maximum principle for Hilbert space valued forward-backward doubly SDEs with Poisson jumps
IFIP Advances in Information and Communication Technology | 2015-10-06 | Paper |
Maximum principle for optimal control of stochastic partial differential equations
Bulletin of the Malaysian Mathematical Sciences Society. Second Series | 2014-08-25 | Paper |
Maximum principle for optimal control of stochastic partial differential equations
Bulletin of the Malaysian Mathematical Sciences Society. Second Series | 2014-08-25 | Paper |
Necessary conditions for optimality for stochastic evolution equations
Abstract and Applied Analysis | 2014-06-23 | Paper |
Sufficient conditions for optimality for stochastic evolution equations
Statistics & Probability Letters | 2014-02-11 | Paper |
BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
Erratum. BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
| Maximum principle for optimal control of infinite dimensional stochastic differential equations | 2012-11-16 | Paper |
Representation of infinite dimensional martingales
Random Operators and Stochastic Equations | 2011-11-26 | Paper |
Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
Applied Mathematics and Optimization | 2011-05-25 | Paper |
Infinite-dimensional degree theory and stochastic analysis
Journal of Fixed Point Theory and Applications | 2011-02-18 | Paper |
| Maximum principle for controlled stochastic evolution equations | 2011-02-14 | Paper |
Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications
Stochastics | 2010-03-18 | Paper |
Time-dependent backward stochastic evolution equations
Bulletin of the Malaysian Mathematical Sciences Society. Second Series | 2008-04-03 | Paper |
| scientific article; zbMATH DE number 5217702 (Why is no real title available?) | 2007-12-04 | Paper |
Backward stochastic partial differential equations in infinite dimensions
Random Operators and Stochastic Equations | 2007-05-29 | Paper |
Strong, mild and weak solutions of backward stochastic evolution equations
Random Operators and Stochastic Equations | 2007-05-29 | Paper |
Backward stochastic differential equations in infinite dimensions and applications
Arab Journal of Mathematical Sciences | 2006-01-18 | Paper |
Martingale representation theorem in infinite dimensions
Arab Journal of Mathematical Sciences | 2005-02-21 | Paper |
