Person:6090804

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Exponential growth BSDE driven by a marked point process Probability, Uncertainty and Quantitative Risk	2026-02-20	Paper
Mean reflected BSDE driven by a marked point process and application in insurance risk management European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations	2024-08-02	Paper
Gas-kinetic scheme for partially ionized plasma in hydrodynamic regime Journal of Computational Physics	2024-05-06	Paper
Quadratic BSDEs with mean reflection driven by G-brownian motion Stochastics and Dynamics	2023-11-20	Paper
Reflected BSDE driven by a marked point process with a convex/concave generator	2023-10-31	Paper
Quadratic exponential BSDEs driven by a marked point process	2023-10-23	Paper
Mean reflected BSDE driven by a marked point process and application in insurance risk management	2023-10-23	Paper
Mean-field reflected BSDEs driven by a marked point process (available as arXiv preprint)	N/A	Paper
Particle systems for mean reflected BSDEs with jumps (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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