| Publication | Date of Publication | Type |
|---|
Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions
Random Operators and Stochastic Equations | 2024-06-12 | Paper |
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
Stochastics and Dynamics | 2024-05-17 | Paper |
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
Modern Stochastics. Theory and Applications | 2024-04-30 | Paper |
Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions
Journal of Integral Equations and Applications | 2024-01-23 | Paper |
Generalized backward stochastic differential equations with jumps in a general filtration
Random Operators and Stochastic Equations | 2023-09-18 | Paper |
Irregular barrier reflected BSDEs driven by a Lévy process
Stochastic Analysis and Applications | 2023-07-25 | Paper |
Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions
Modern Stochastics. Theory and Applications | 2023-06-22 | Paper |
| BSDEs with two RCLL reflecting barriers driven by a Lévy process | 2023-03-15 | Paper |
On generalized reflected BSDEs with Rcll obstacle
Stochastics and Quality Control | 2022-10-06 | Paper |
Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier
Journal of Integral Equations and Applications | 2022-08-29 | Paper |
Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
BSDEs driven by normal martingale
Applicable Analysis | 2022-04-21 | Paper |
Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process
Random Operators and Stochastic Equations | 2021-11-05 | Paper |
| BSDEs with jumps and two completely separated irregular barriers in a general filtration | 2021-05-25 | Paper |
Predictable solution for reflected BSDEs when the obstacle is not right-continuous
Random Operators and Stochastic Equations | 2021-03-31 | Paper |
BSDE with rcll reflecting barrier driven by a Lévy process
Random Operators and Stochastic Equations | 2020-04-07 | Paper |
Predictable representation for time inhomogeneous Lévy processes and BSDEs
Afrika Matematika | 2019-09-04 | Paper |
BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
Random Operators and Stochastic Equations | 2019-05-21 | Paper |
Double barrier reflected BSDEs with stochastic Lipschitz coefficient
Modern Stochastics. Theory and Applications | 2018-02-15 | Paper |
Backward stochastic differential equations associated with Lévy processes and partial integro-differential equations
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Converse comparison theorems for backward doubly stochastic differential equations
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Doubly reflected BSDEs driven by a Lévy process
Nonlinear Analysis. Real World Applications | 2012-06-10 | Paper |
Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
Journal of Computational and Applied Mathematics | 2010-01-15 | Paper |
Reflected BSDE driven by a Lévy process
Journal of Theoretical Probability | 2009-09-25 | Paper |
Generalized BSDE with two reflecting barriers
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
Discrete time approximation of BSDEs driven by a Lévy process
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
Studying anticipation on financial markets via BSDEs with random terminal time
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
BSDEs driven by Lévy process with enlarged filtration and applications in finance
Statistics & Probability Letters | 2009-01-21 | Paper |
BSDE driven by a simple Lévy process with continuous coefficient
Statistics & Probability Letters | 2008-09-12 | Paper |
Generalized BSDE driven by a Lévy process
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | Paper |
Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers
Stochastic Analysis and Applications | 2008-02-21 | Paper |
Approximation scheme for solutions of backward stochastic differential equations via the representation theorem
Annales Mathématiques Blaise Pascal | 2008-02-05 | Paper |
Approximation scheme for solutions of backward stochastic differential equations via the representation theorem
Annales Mathématiques Blaise Pascal | 2008-02-05 | Paper |
