Alexander Fromm

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
A transformation method to study the solvability of fully coupled FBSDEs Stochastics	2022-07-08	Paper
Utility maximization via decoupling fields The Annals of Applied Probability	2021-11-04	Paper
Utility maximization via decoupling fields The Annals of Applied Probability	2021-11-04	Paper
The Skorokhod embedding problem for inhomogeneous diffusions Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2021-02-15	Paper
The Skorokhod embedding problem for inhomogeneous diffusions Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2021-02-15	Paper
Optimal position targeting via decoupling fields The Annals of Applied Probability	2020-08-17	Paper
Optimal control of diffusion coefficients via decoupling fields SIAM Journal on Control and Optimization	2018-08-16	Paper
The method of decoupling fields generalized to higher spatial derivatives	2018-04-29	Paper
An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift Electronic Journal of Probability	2016-02-02	Paper
Existence, Uniqueness and Regularity of Decoupling Fields to Multidimensional Fully Coupled FBSDEs	2013-10-01	Paper
Existence and stability of measure solutions for BSDE with generators of quadratic growth (available as arXiv preprint)	2013-06-12	Paper

Research outcomes over time

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