| Publication | Date of Publication | Type |
|---|
| Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully super-linear growth drifts in space and interaction | 2024-10-30 | Paper |
| An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients | 2024-08-21 | Paper |
| High Order Splitting Methods for SDEs Satisfying a Commutativity Condition | 2024-03-05 | Paper |
| Malliavin differentiability of McKean-Vlasov SDEs with locally Lipschitz coefficients | 2023-10-20 | Paper |
| Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent | 2023-10-20 | Paper |
| Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows | 2023-10-13 | Paper |
| An iterative method for Helmholtz boundary value problems arising in wave propagation | 2023-08-22 | Paper |
| Importance sampling for McKean-Vlasov SDEs | 2023-06-27 | Paper |
| Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems | 2023-02-10 | Paper |
| Regression-type analysis for multivariate extreme values | 2022-11-08 | Paper |
| Many-Server Queueing Systems with Heterogeneous Strategic Servers in Heavy Traffic | 2022-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5039933 | 2022-10-10 | Paper |
| An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example | 2022-09-30 | Paper |
| Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction | 2022-08-26 | Paper |
| Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players | 2022-08-22 | Paper |
| An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients | 2022-08-22 | Paper |
| A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations | 2022-05-23 | Paper |
| Simulation of McKean–Vlasov SDEs with super-linear growth | 2022-01-27 | Paper |
| On the relation between Stratonovich and Ito integrals with functional integrands of conditional measure flows | 2021-11-05 | Paper |
| Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems | 2021-05-24 | Paper |
| A flexible split-step scheme for solving McKean-Vlasov Stochastic Differential Equations | 2021-05-20 | Paper |
| Regression-type analysis for block maxima on block maxima | 2021-02-18 | Paper |
| The Skorokhod embedding problem for inhomogeneous diffusions | 2021-02-15 | Paper |
| Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by L\'evy noise | 2020-10-16 | Paper |
| Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure | 2020-09-08 | Paper |
| Forward utilities and Mean-field games under relative performance concerns | 2020-05-16 | Paper |
| Rough functional quantization and the support of McKean-Vlasov equations | 2019-11-05 | Paper |
| Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law | 2019-05-22 | Paper |
| Differentiability of SDEs with drifts of super-linear growth | 2019-02-14 | Paper |
| Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth | 2018-11-07 | Paper |
| On the Hausdorff dimension of a 2-dimensional Weierstrass curve | 2018-06-25 | Paper |
| Hybrid PDE solver for data-driven problems and modern branching | 2018-02-05 | Paper |
| Equilibrium Pricing Under Relative Performance Concerns | 2017-07-20 | Paper |
| Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth | 2016-07-22 | Paper |
| Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs | 2015-10-20 | Paper |
| Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs | 2015-10-12 | Paper |
| A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE | 2013-11-20 | Paper |
| QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS | 2013-05-28 | Paper |
| A financial market with interacting investors: does an equilibrium exist? | 2013-01-20 | Paper |
| On securitization, market completion and equilibrium risk transfer | 2013-01-20 | Paper |
| FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity | 2011-08-04 | Paper |
| Results on Numerics for FBSDE with Drivers of Quadratic Growth | 2011-05-31 | Paper |
| Corrigendum to ``Path regularity and explicit convergence rate for BSDE with truncated quadratic growth | 2010-11-19 | Paper |
| PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS | 2010-04-22 | Paper |
| Path regularity and explicit convergence rate for BSDE with truncated quadratic growth | 2010-03-01 | Paper |
| Classical and variational differentiability of BSDEs with quadratic growth | 2007-11-23 | Paper |
| Improved weak convergence for the long time simulation of Mean-field Langevin equations | N/A | Paper |
