| Publication | Date of Publication | Type |
|---|
| Theory of quantum information with memory | 2022-08-16 | Paper |
Recurrence and Transience of Quantum Markov Semigroups
Stochastic Analysis and Applications | 2015-03-23 | Paper |
| Quantum Stochastics | 2015-02-04 | Paper |
A survey on invariance and ergodicity of quantum Markov semigroups
Stochastic Analysis and Applications | 2014-06-13 | Paper |
Viscosity solution of optimal stopping problem for stochastic systems with bounded memory
Stochastic Analysis and Applications | 2012-12-13 | Paper |
Discrete approximations of controlled stochastic systems with memory: a survey
Stochastic Analysis and Applications | 2012-08-27 | Paper |
A stochastic portfolio optimization model with bounded memory
Mathematics of Operations Research | 2012-05-24 | Paper |
An approximation scheme for Black-Scholes equations with delays
Journal of Systems Science and Complexity | 2010-11-03 | Paper |
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients
SIAM Journal on Control and Optimization | 2010-04-28 | Paper |
Spectral approximation of infinite-dimensional Black-Scholes equations with memory
Journal of Applied Mathematics and Stochastic Analysis | 2010-04-26 | Paper |
Finite difference approximation for stochastic optimal stopping problems with delays
Journal of Industrial and Management Optimization | 2009-03-30 | Paper |
Finite Difference Approximations for Stochastic Control Systems with Delay
Stochastic Analysis and Applications | 2008-06-12 | Paper |
Infinite-dimensional Black-Scholes equation with hereditary structure
Applied Mathematics and Optimization | 2008-04-03 | Paper |
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II
Journal of Applied Mathematics and Stochastic Analysis | 2008-03-28 | Paper |
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.
Journal of Applied Mathematics and Stochastic Analysis | 2008-03-28 | Paper |
Stochastic control of hereditary systems and applications.
Stochastic Modelling and Applied Probability | 2008-03-19 | Paper |
Optimal control of stochastic functional differential equations with a bounded memory
Stochastics | 2008-03-18 | Paper |
The European option with hereditary price structures
Applied Mathematics and Computation | 1999-01-01 | Paper |
Large deviation for Navier-Stokes equations with small stochastic perturbation
Applied Mathematics and Computation | 1996-12-02 | Paper |
| scientific article; zbMATH DE number 879959 (Why is no real title available?) | 1996-05-21 | Paper |
Weak infinitesimal generator for a stochastic partial differential equation with time delay
Journal of Applied Mathematics and Stochastic Analysis | 1995-09-20 | Paper |
On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces
Applied Mathematics and Computation | 1995-06-12 | Paper |
Nonlinear filtering for image restoration
Applied Mathematics and Computation | 1989-01-01 | Paper |
Martingale dynamics and optimal routing in a network
Applied Mathematics and Computation | 1988-01-01 | Paper |
Discrete approximation of nonlinear filtering for stochastic delay equations
Stochastic Analysis and Applications | 1987-01-01 | Paper |
Maximum throughput versus minimum queue: a Martingale approach
Mathematical Modelling | 1986-01-01 | Paper |
Stability of interconnected stochastic delay systems
Applied Mathematics and Computation | 1985-01-01 | Paper |
On razumikhin-type stability conditions for stochastic functional differential equations
Mathematical Modelling | 1984-01-01 | Paper |
Optimal selection with randomly fading memory
Mathematical Modelling | 1984-01-01 | Paper |
On a limit theorem for variation of brownian motion in banach spaces
Stochastic Analysis and Applications | 1983-01-01 | Paper |
Equilibrium measure and Brownian escape process
Journal of Statistical Physics | 1982-01-01 | Paper |
Square variation of Brownian paths in Banach spaces
International Journal of Mathematics and Mathematical Sciences | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3619116 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3624314 (Why is no real title available?) | 1979-01-01 | Paper |
On delayed averages of Brownian motion in Banach spaces
Journal of Multivariate Analysis | 1979-01-01 | Paper |
A note on local asymptotic behavior for Brownian motion in Banach spaces
International Journal of Mathematics and Mathematical Sciences | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3610498 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3566705 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3553502 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3495998 (Why is no real title available?) | 1974-01-01 | Paper |
