| Publication | Date of Publication | Type |
|---|
Efficient pricing and calibration of high-dimensional basket options
International Journal of Computer Mathematics | 2024-10-28 | Paper |
| Swap rate à la stock: Bermudan swaptions made easy | 2024-09-06 | Paper |
| The market model of CDO spreads | 2015-12-11 | Paper |
Optimal stopping in Hilbert spaces and pricing of American options
Mathematical Methods of Operations Research | 2002-09-03 | Paper |
Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
Stochastic Processes and their Applications | 2002-08-29 | Paper |
On invariant measures for diffusions on Banach spaces
Potential Analysis | 1998-08-30 | Paper |
| scientific article; zbMATH DE number 919871 (Why is no real title available?) | 1997-03-18 | Paper |
| scientific article; zbMATH DE number 969940 (Why is no real title available?) | 1997-01-23 | Paper |
The Market Model of Interest Rate Dynamics
Mathematical Finance | 1997-01-01 | Paper |
Stochastic burgers equation with correlated noise
Stochastics and Stochastic Reports | 1996-10-15 | Paper |
Martingale and stationary solutions for stochastic Navier-Stokes equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-01-25 | Paper |
On weak solutions of stochastic equations in Hilbert spaces
Stochastics and Stochastic Reports | 1995-11-06 | Paper |
| scientific article; zbMATH DE number 701804 (Why is no real title available?) | 1995-09-27 | Paper |
Stochastic equations in Hilbert space with application to Navier-Stokes equations in any dimension
Journal of Functional Analysis | 1994-12-20 | Paper |
On uniqueness in law of solutions to stochastic evolution equations in hilbert spaces
Stochastic Analysis and Applications | 1994-11-01 | Paper |
| scientific article; zbMATH DE number 503106 (Why is no real title available?) | 1994-10-10 | Paper |
Impulsive control of piecewise-deterministic processes with long run average cost
Stochastics and Stochastic Reports | 1994-10-10 | Paper |
A note on nonlinear stochastic equations in Hilbert spaces
Statistics & Probability Letters | 1994-04-26 | Paper |
On the Existence of Optimal controls of Hilbert Space-Valued Diffusions
SIAM Journal on Control and Optimization | 1994-03-27 | Paper |
| scientific article; zbMATH DE number 437449 (Why is no real title available?) | 1993-12-12 | Paper |
| scientific article; zbMATH DE number 175875 (Why is no real title available?) | 1993-05-18 | Paper |
| scientific article; zbMATH DE number 147106 (Why is no real title available?) | 1993-04-01 | Paper |
Invariant measures for semilinear stochastic equations
Stochastic Analysis and Applications | 1993-01-16 | Paper |
Optimality conditions for impulsive control of piecewise-deterministic processes
MCSS. Mathematics of Control, Signals, and Systems | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 63372 (Why is no real title available?) | 1992-09-27 | Paper |
Continuous quantum jumps and infinite-dimensional stochastic equations
Journal of Mathematical Physics | 1992-06-28 | Paper |
On first-order quasi-variational inequalities with integral terms
Applied Mathematics and Optimization | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4192175 (Why is no real title available?) | 1991-01-01 | Paper |
On the compactness method in general ergodic impulsive control of markov processes
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
On value functions for impulsive control of piecewise-deterministic processes
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
| A note on impulsive control of Feller processes with costly information | 1990-01-01 | Paper |
Ergodic impulsive control of Feller processes with costly information
Systems & Control Letters | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4203141 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4130300 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4098412 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4006133 (Why is no real title available?) | 1987-01-01 | Paper |
On a reliability problem by stochastic control methods
Systems & Control Letters | 1982-01-01 | Paper |
