Publication | Date of Publication | Type |
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On approximation of the Dirichlet problem for divergence form operators by Robin problems | 2023-09-27 | Paper |
Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators | 2023-03-22 | Paper |
Backward stochastic differential equations with mean reflection and two constraints | 2022-04-08 | Paper |
SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation | 2022-03-07 | Paper |
Mean reflected stochastic differential equations with two constraints | 2021-11-02 | Paper |
Backward stochastic differential equations with two barriers and generalized reflection | 2020-06-09 | Paper |
Reflected backward stochastic differential equations with two optional barriers | 2020-01-21 | Paper |
Reflected BSDEs with regulated trajectories | 2019-06-04 | Paper |
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles | 2018-07-20 | Paper |
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation | 2017-10-10 | Paper |
Multivalued monotone stochastic differential equations with jumps | 2017-04-18 | Paper |
SDEs with constraints driven by processes with bounded p-variation | 2016-02-24 | Paper |
Càdlàg Skorokhod problem driven by a maximal monotone operator | 2015-05-27 | Paper |
Sweeping processes with stochastic perturbations generated by a fractional Brownian motion | 2015-05-06 | Paper |
Weak and strong discrete-time approximation of fractional SDEs | 2015-02-25 | Paper |
On Wong-Zakai type approximations of reflected diffusions | 2015-02-03 | Paper |
Reflected BSDEs in time-dependent convex regions | 2015-01-30 | Paper |
On reflected Stratonovich stochastic differential equations | 2015-01-30 | Paper |
Stochastic differential equations with time-dependent reflecting barriers | 2014-04-25 | Paper |
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps | 2014-02-04 | Paper |
Weak and strong approximations of reflected diffusions via penalization methods | 2013-03-06 | Paper |
\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition | 2012-10-26 | Paper |
Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data | 2012-06-22 | Paper |
Stochastic differential equations with jump reflection at time-dependent barriers | 2010-08-18 | Paper |
On weak approximations of integrals with respect to fractional Brownian motion | 2009-03-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q5294256 | 2007-07-24 | Paper |
Computational Science - ICCS 2004 | 2005-12-23 | Paper |
Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion | 2005-11-25 | Paper |
Euler's approximations of solutions of SDEs with reflecting boundary. | 2004-11-26 | Paper |
Penalization methods for reflecting stochastic differential equations with jumps | 2004-02-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4787898 | 2003-06-02 | Paper |
On non-continuous Dirichlet processes | 2003-04-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q2725614 | 2002-06-10 | Paper |
On the -distance between semimartingales reflecting in different domains> | 2001-10-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4494512 | 2001-02-28 | Paper |
On the convergence of Dirichlet processes | 2001-01-22 | Paper |
Extended convergence of dirichlet processes | 1999-03-22 | Paper |
On stability and existence of solutions of SDEs with reflection at the boundary | 1999-01-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4875705 | 1996-06-11 | Paper |
Some remarks on approximation of solutions of SDE's with reflecting boundary conditions | 1995-11-06 | Paper |
On weak solutions of one-dimensional SDEs with time-dependent coefficients | 1995-06-18 | Paper |
On approximation of solutions of multidimensional SDE's with reflecting boundary conditions | 1994-11-17 | Paper |
On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions | 1993-09-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q3979063 | 1992-06-26 | Paper |
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3210650 | 1991-01-01 | Paper |
On weak convergence of solutions of one-dimensional stochastic differential equations | 1990-01-01 | Paper |
Stability of strong solutions of stochastic differential equations | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3031727 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3469968 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3757071 | 1987-01-01 | Paper |
Extended convergence to continuous in probability processes with independent increments | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3759615 | 1986-01-01 | Paper |
Limit theorems for random sums of dependent d-dimensional random vectors | 1982-01-01 | Paper |