| Publication | Date of Publication | Type |
|---|
Convergence of solutions of discrete reflected backward SDE's and simulations
Acta Mathematicae Applicatae Sinica. English Series | 2008-05-26 | Paper |
Natural decomposition of processes and weak Dirichlet processes
(available as arXiv preprint) | 2007-07-24 | Paper |
On the robustness of backward stochastic differential equations.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Stability of Doob-Meyer decomposition under extended convergence
Acta Mathematicae Applicatae Sinica. English Series | 2004-09-22 | Paper |
| scientific article; zbMATH DE number 1867094 (Why is no real title available?) | 2003-05-25 | Paper |
On non-continuous Dirichlet processes
Journal of Theoretical Probability | 2003-04-27 | Paper |
On asymptotic errors in discretization of processes
The Annals of Probability | 2003-01-01 | Paper |
Filtration-consistent nonlinear expectations and related g-expectations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-12-01 | Paper |
A general converse comparison theorem for backward stochastic differential equations
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-10-07 | Paper |
Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration''
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Some examples and counterexamples of convergence of -algebras and filtrations
Lithuanian Mathematical Journal | 2002-07-31 | Paper |
| scientific article; zbMATH DE number 1619467 (Why is no real title available?) | 2002-06-10 | Paper |
| Convergence of submartingales to an increasing process under discretization of filtrations | 2002-04-21 | Paper |
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
Statistics & Probability Letters | 2002-04-02 | Paper |
Donsker-type theorem for BSDEs
Electronic Communications in Probability | 2001-07-09 | Paper |
Donsker-type theorem for BSDEs
Electronic Communications in Probability | 2001-07-09 | Paper |
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
Electronic Communications in Probability | 2000-12-14 | Paper |
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
Electronic Communications in Probability | 2000-12-14 | Paper |
Stability in D of martingales and backward equations under discretization of filtration
Stochastic Processes and their Applications | 1999-11-18 | Paper |
| scientific article; zbMATH DE number 826260 (Why is no real title available?) | 1995-12-14 | Paper |
Rate of convergence in the functional limit theorem for likelihood ratio processes
Mathematical Methods of Statistics | 1995-11-06 | Paper |
| scientific article; zbMATH DE number 679800 (Why is no real title available?) | 1995-03-12 | Paper |
| scientific article; zbMATH DE number 679800 (Why is no real title available?) | 1995-03-12 | Paper |
| scientific article; zbMATH DE number 679800 (Why is no real title available?) | 1995-03-12 | Paper |
| scientific article; zbMATH DE number 695951 (Why is no real title available?) | 1994-12-19 | Paper |
| scientific article; zbMATH DE number 512563 (Why is no real title available?) | 1994-11-29 | Paper |
| scientific article; zbMATH DE number 19574 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19574 (Why is no real title available?) | 1992-06-26 | Paper |
Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4068819 (Why is no real title available?) | 1987-01-01 | Paper |
Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4038881 (Why is no real title available?) | 1985-01-01 | Paper |
On tightness and stopping times
Stochastic Processes and their Applications | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3820836 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3820836 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3796893 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3796893 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3761111 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3761111 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3776572 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3776572 (Why is no real title available?) | 1982-01-01 | Paper |
Existence of weak solutions for stochastic differential equations with driving semimartingales
Stochastics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3718249 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3718249 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3738653 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3675050 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3675050 (Why is no real title available?) | 1980-01-01 | Paper |
Espaces de semi martingales et changement de probabilit�
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3671421 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3671421 (Why is no real title available?) | 1979-01-01 | Paper |
Sur l'int�grabilit� uniforme des martingales exponentielles
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3597625 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3597625 (Why is no real title available?) | 1978-01-01 | Paper |
Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3574682 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3574682 (Why is no real title available?) | 1976-01-01 | Paper |
