| Publication | Date of Publication | Type |
|---|
| Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter | 2024-04-16 | Paper |
| Young equations with singularities | 2023-11-09 | Paper |
| Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization | 2022-03-18 | Paper |
| Regularity results for nonlinear Young equations and applications | 2022-03-15 | Paper |
| Partial smoothing of delay transition semigroups acting on special functions | 2022-03-09 | Paper |
| Fokker-Planck equations with terminal condition and related McKean probabilistic representation | 2022-01-12 | Paper |
| Semilinear Kolmogorov equations on the space of continuous functions via BSDEs | 2021-06-04 | Paper |
| Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces | 2021-04-23 | Paper |
| Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise | 2020-11-18 | Paper |
| Ergodic BSDEs with Multiplicative and Degenerate Noise | 2020-07-30 | Paper |
| Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise | 2020-04-29 | Paper |
| Ergodic maximum principle for stochastic systems | 2019-06-19 | Paper |
| Stochastic maximum principle for optimal control of partial differential equations driven by white noise | 2018-11-07 | Paper |
| Singular limit of BSDEs and Optimal control of two scale stochastic systems in infinite dimensional spaces | 2018-03-15 | Paper |
| Linear-quadratic optimal control under non-Markovian switching | 2018-03-14 | Paper |
| Reflected BSDEs, optimal control and stopping for infinite-dimensional systems | 2017-11-23 | Paper |
| On coupled systems of Kolmogorov equations with applications to stochastic differential games | 2017-06-28 | Paper |
| Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces | 2015-03-27 | Paper |
| Stochastic maximum principle for optimal control of SPDEs | 2014-03-24 | Paper |
| Stochastic maximum principle for optimal control of SPDEs | 2012-10-16 | Paper |
| Ergodic BSDEs under weak dissipative assumptions | 2011-07-08 | Paper |
| Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations | 2011-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574222 | 2010-07-09 | Paper |
| Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces | 2010-06-10 | Paper |
| Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces | 2009-03-10 | Paper |
| Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients | 2008-09-22 | Paper |
| BSDE on an infinite horizon and elliptic PDEs in infinite dimension | 2008-03-05 | Paper |
| On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth | 2007-07-25 | Paper |
| Wong-Zakai approximations of stochastic evolution equations | 2007-03-20 | Paper |
| Optimal control of a stochastic heat equation with boundary-noise and boundary-control | 2007-03-02 | Paper |
| Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations | 2006-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375696 | 2006-03-16 | Paper |
| On the Backward Stochastic Riccati Equation in Infinite Dimensions | 2005-09-15 | Paper |
| Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations | 2005-02-28 | Paper |
| Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. | 2004-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543001 | 2004-02-23 | Paper |
| Carleman estimates and controllability of linear stochastic heat equations | 2003-08-18 | Paper |
| The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces | 2003-06-26 | Paper |
| Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control | 2003-05-06 | Paper |
| Trotter's formula for transition semigroups | 2002-06-18 | Paper |
| A note on the stabilizability of stochastic heat equations with multiplicative noise. | 2002-05-22 | Paper |
| Null controllability of an infinite dimensional SDE with state- and control-dependent noise | 2002-03-03 | Paper |
| Invariant measures for stochastic heat equations | 2002-02-18 | Paper |
| Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula | 2002-02-14 | Paper |
| Strict positivity for stochastic heat equations | 1999-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4220509 | 1998-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4398698 | 1998-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352459 | 1998-02-18 | Paper |
| Existence, uniqueness and space regularity of the adapted solutions of a backward spde | 1997-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4336695 | 1997-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315512 | 1995-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4313482 | 1995-09-14 | Paper |
| Hautus condition for the pathwise stabilizability of an infinite dimensional stochastic system | 1995-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139176 | 1995-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142719 | 1993-12-20 | Paper |
| Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise | 1993-01-16 | Paper |
| Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces | N/A | Paper |
| Space Regularity of Evolution Equations Driven by Rough Paths | N/A | Paper |
