| Publication | Date of Publication | Type |
|---|
Solutions with positive components to quasilinear parabolic systems
Journal of Mathematical Analysis and Applications | 2024-04-02 | Paper |
Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression
Potential Analysis | 2023-10-13 | Paper |
Touchdown solutions in general MEMS models
Advances in Nonlinear Analysis | 2023-09-20 | Paper |
| Existence, multiplicity and classification results for solutions to $k$-Hessian equations with general weights | 2022-06-23 | Paper |
Singular solutions to \(k\)-Hessian equations with fast-growing nonlinearities
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2022-06-17 | Paper |
Burgers equation in the adhesion model
Applicable Analysis | 2022-03-22 | Paper |
Smoothness of densities for path-dependent SDEs under Hörmander's condition
Journal of Functional Analysis | 2021-10-22 | Paper |
Gaussian density estimates for solutions of fully coupled forward-backward SDEs
Mathematische Nachrichten | 2020-10-16 | Paper |
Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs
Stochastic Processes and their Applications | 2020-05-26 | Paper |
Gaussian density estimates for solutions of fully coupled forward-backward SDEs
(available as arXiv preprint) | 2018-07-30 | Paper |
Uniform approximation of the heat kernel on a manifold
Archiv der Mathematik | 2017-05-12 | Paper |
Differential forms on locally convex spaces and the Stokes formula
Russian Mathematics | 2016-10-21 | Paper |
| Classical solution to a multidimensional stochastic Burgers equation via forward-backward SDEs | 2016-02-19 | Paper |
| Path-dependent Itô formulas under \((p,q)\)-variations | 2016-02-04 | Paper |
| Path-dependent It\^o formulas under finite $(p,q)$-variation regularity | 2015-05-05 | Paper |
Forward-backward SDEs driven by Lévy processes and application to option pricing
(available as arXiv preprint) | 2014-09-19 | Paper |
A version of the Hörmander-Malliavin theorem in 2-smooth Banach spaces
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2014-05-08 | Paper |
| Hedging in a market with jumps - an FBSDE approach | 2013-09-09 | Paper |
| Backward stochastic differential equation approach to modeling of gene expression | 2013-08-29 | Paper |
On a Forward-backward Stochastic System Associated to the Burgers Equation
Stochastic Analysis with Financial Applications | 2012-09-07 | Paper |
Chernoff's theorem for backward propagators and applications to diffusions on manifolds
Operators and Matrices | 2012-06-11 | Paper |
Chernoff's theorem for backward propagators and applications to diffusions on manifolds
Operators and Matrices | 2012-06-11 | Paper |
| Solution to the Navier-Stokes equations with random initial data | 2011-06-20 | Paper |
Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
Stochastic Processes and their Applications | 2009-12-16 | Paper |
A MATHEMATICAL APPROACH TO JARZYNSKI'S IDENTITY IN NONEQUILIBRIUM STATISTICAL MECHANICS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2009-08-10 | Paper |
| Chernoff's theorem for evolution families | 2007-06-27 | Paper |
Construction of a Brownian sheet with values in a compact Riemannian manifold.
Mathematical Notes | 2005-06-21 | Paper |
Approximation of surface measures in a locally convex space
Mathematical Notes | 2003-06-15 | Paper |
