| Publication | Date of Publication | Type |
|---|
Stability of solutions of semilinear evolution equations with integro-differential operators
Journal of Evolution Equations | 2026-03-05 | Paper |
On approximation of the Dirichlet problem for divergence form operators by Robin problems
Archiv der Mathematik | 2023-09-27 | Paper |
| Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators | 2023-03-22 | Paper |
Backward stochastic differential equations with mean reflection and two constraints
Bulletin des Sciences Mathématiques | 2022-04-08 | Paper |
SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation
Stochastic Processes and their Applications | 2022-03-07 | Paper |
Mean reflected stochastic differential equations with two constraints
Stochastic Processes and their Applications | 2021-11-02 | Paper |
Backward stochastic differential equations with two barriers and generalized reflection
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Reflected backward stochastic differential equations with two optional barriers
Bulletin des Sciences Mathématiques | 2020-01-21 | Paper |
Reflected BSDEs with regulated trajectories
Stochastic Processes and their Applications | 2019-06-04 | Paper |
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
Applied Mathematics and Optimization | 2018-07-20 | Paper |
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation
Stochastic Processes and their Applications | 2017-10-10 | Paper |
Multivalued monotone stochastic differential equations with jumps
Stochastics and Dynamics | 2017-04-18 | Paper |
Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation
Probability and Mathematical Statistics | 2016-02-24 | Paper |
Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation
Probability and Mathematical Statistics | 2016-02-24 | Paper |
Càdlàg Skorokhod problem driven by a maximal monotone operator
Journal of Mathematical Analysis and Applications | 2015-05-27 | Paper |
| Sweeping processes with stochastic perturbations generated by a fractional Brownian motion | 2015-05-06 | Paper |
Weak and strong discrete-time approximation of fractional SDEs
Lithuanian Mathematical Journal | 2015-02-25 | Paper |
On Wong-Zakai type approximations of reflected diffusions
Electronic Journal of Probability | 2015-02-03 | Paper |
Reflected BSDEs in time-dependent convex regions
Stochastic Processes and their Applications | 2015-01-30 | Paper |
On reflected Stratonovich stochastic differential equations
Stochastic Processes and their Applications | 2015-01-30 | Paper |
Stochastic differential equations with time-dependent reflecting barriers
Stochastics | 2014-04-25 | Paper |
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
Bernoulli | 2014-02-04 | Paper |
Weak and strong approximations of reflected diffusions via penalization methods
Stochastic Processes and their Applications | 2013-03-06 | Paper |
\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition
Stochastic Processes and their Applications | 2012-10-26 | Paper |
Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data
Electronic Journal of Probability | 2012-06-22 | Paper |
Stochastic differential equations with jump reflection at time-dependent barriers
Stochastic Processes and their Applications | 2010-08-18 | Paper |
On weak approximations of integrals with respect to fractional Brownian motion
Statistics & Probability Letters | 2009-03-02 | Paper |
Natural decomposition of processes and weak Dirichlet processes
(available as arXiv preprint) | 2007-07-24 | Paper |
Computational Science - ICCS 2004
Lecture Notes in Computer Science | 2005-12-23 | Paper |
Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion
Statistics & Probability Letters | 2005-11-25 | Paper |
Euler's approximations of solutions of SDEs with reflecting boundary.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
Penalization methods for reflecting stochastic differential equations with jumps
Stochastics and Stochastic Reports | 2004-02-23 | Paper |
| scientific article; zbMATH DE number 1850754 (Why is no real title available?) | 2003-06-02 | Paper |
On non-continuous Dirichlet processes
Journal of Theoretical Probability | 2003-04-27 | Paper |
| scientific article; zbMATH DE number 1619467 (Why is no real title available?) | 2002-06-10 | Paper |
On the -distance between semimartingales reflecting in different domains>
Stochastics and Stochastics Reports | 2001-10-16 | Paper |
| scientific article; zbMATH DE number 1485100 (Why is no real title available?) | 2001-02-28 | Paper |
On the convergence of Dirichlet processes
Bernoulli | 2001-01-22 | Paper |
Extended convergence of dirichlet processes
Stochastics and Stochastic Reports | 1999-03-22 | Paper |
On stability and existence of solutions of SDEs with reflection at the boundary
Stochastic Processes and their Applications | 1999-01-14 | Paper |
| scientific article; zbMATH DE number 870183 (Why is no real title available?) | 1996-06-11 | Paper |
Some remarks on approximation of solutions of SDE's with reflecting boundary conditions
Mathematics and Computers in Simulation | 1995-11-06 | Paper |
On weak solutions of one-dimensional SDEs with time-dependent coefficients
Stochastics and Stochastic Reports | 1995-06-18 | Paper |
On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
Stochastic Processes and their Applications | 1994-11-17 | Paper |
On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1993-09-20 | Paper |
On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1993-09-20 | Paper |
| scientific article; zbMATH DE number 19574 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19574 (Why is no real title available?) | 1992-06-26 | Paper |
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
Stochastic Processes and their Applications | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4192800 (Why is no real title available?) | 1991-01-01 | Paper |
On weak convergence of solutions of one-dimensional stochastic differential equations
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
Stability of strong solutions of stochastic differential equations
Stochastic Processes and their Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4129758 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4137108 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4007355 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4007355 (Why is no real title available?) | 1987-01-01 | Paper |
Extended convergence to continuous in probability processes with independent increments
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4009435 (Why is no real title available?) | 1986-01-01 | Paper |
Limit theorems for random sums of dependent d-dimensional random vectors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
