| Publication | Date of Publication | Type |
|---|
Optimal control for a nonlinear Schrödinger problem perturbed by multiplicative fractional noise
Optimization | 2024-11-04 | Paper |
Optimal control of stochastic variational inequalities
| 2024-04-16 | Paper |
Obituary for Prof. Dr. habil. Alfred Göpfert
Optimization | 2024-01-15 | Paper |
An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion
Stochastics and Dynamics | 2023-02-01 | Paper |
Inverse problem of estimating the stochastic flexural rigidity in fourth-order models
| 2022-02-01 | Paper |
Stochastic Schrödinger equations
Infinite Dimensional and Finite Dimensional Stochastic Equations and Applications in Physics | 2020-12-02 | Paper |
Stochastic Itô-Volterra backward equations in Banach spaces
Infinite Dimensional and Finite Dimensional Stochastic Equations and Applications in Physics | 2020-12-02 | Paper |
Parameter estimations for linear parabolic fractional SPDEs with jumps
Studia Universitatis Babes-Bolyai Matematica | 2019-10-25 | Paper |
Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes
Discrete and Continuous Dynamical Systems. Series B | 2016-12-07 | Paper |
Stochastic control of individual's health investments
Discrete and Continuous Dynamical Systems | 2016-03-22 | Paper |
Fractional white noise calculus in infinite dimensions
Random Operators and Stochastic Equations | 2014-09-17 | Paper |
Approximation of Stochastic Nonlinear Equations of Schrödinger Type by the Splitting Method
Stochastic Analysis and Applications | 2013-04-26 | Paper |
A \(Q\)-fractional version of Itō's formula
Studia Universitatis Babeș-Bolyai. Mathematica | 2012-06-13 | Paper |
Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion
Studia Universitatis Babeș-Bolyai. Mathematica | 2012-06-13 | Paper |
An infinite-dimensional fractional linear quadratic regulator problem
Stochastic Analysis and Applications | 2012-04-18 | Paper |
Stochastic nonlinear equations of Schrödinger type
Stochastic Analysis and Applications | 2011-08-10 | Paper |
Regularity of backward stochastic Volterra integral equations in Hilbert spaces
Stochastic Analysis and Applications | 2011-03-08 | Paper |
Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market
Stochastic Analysis and Applications | 2009-03-03 | Paper |
A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION
Stochastics and Dynamics | 2008-12-11 | Paper |
scientific article; zbMATH DE number 5356340 (Why is no real title available?)
| 2008-10-23 | Paper |
A quasilinear stochastic partial differential equation driven by fractional white noise
Monte Carlo Methods and Applications | 2008-02-21 | Paper |
Dynamic Portfolio Optimization with Bounded Shortfall Risks
Stochastic Analysis and Applications | 2005-09-15 | Paper |
An ε-Optimal Portfolio with Stochastic Volatility
| 2005-07-05 | Paper |
scientific article; zbMATH DE number 2108936 (Why is no real title available?)
| 2004-10-19 | Paper |
A fractional stochastic evolution equation driven by fractional Brownian motion
Monte Carlo Methods and Applications | 2004-05-18 | Paper |
A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems
Optimization | 2003-10-12 | Paper |
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
An Algorithm for Infinite Dimensional Stochastic Control Problems
| 2003-02-23 | Paper |
Fractional diffusion and fractional heat equation
Advances in Applied Probability | 2002-05-29 | Paper |
A parallel version of a quasigradient methoid In stochastic control theory∗
Optimization | 2001-12-03 | Paper |
Proximal point algorithm for an approximated stochastic optimal control problem
Monte Carlo Methods and Applications | 2001-10-21 | Paper |
The Wiener-Hopf integral equation for fractional Riesz-Bessel motion
The ANZIAM Journal | 2001-06-17 | Paper |
Parabolic regularzation of a first order stochastic partial differential equation
Stochastic Analysis and Applications | 2001-06-13 | Paper |
Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators
Random Operators and Stochastic Equations | 2000-10-11 | Paper |
Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input
Monte Carlo Methods and Applications | 2000-08-21 | Paper |
A parabolic stochastic differential equation with fractional Brownian motion input
Statistics \& Probability Letters | 2000-06-07 | Paper |
A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System
Monte Carlo Methods and Applications | 1999-10-15 | Paper |
Approximation of stochastic differential equations with modified fractional Brownian motion
Zeitschrift für Analysis und ihre Anwendungen | 1999-10-03 | Paper |
An identification problem for partially observed infinite dimensional linear stochastic systems
Optimization | 1999-02-16 | Paper |
Time-discretised Galerkin approximations of parabolic stochastic PDE's
Bulletin of the Australian Mathematical Society | 1998-01-28 | Paper |
Approximation of the stochastic Navier-Stokes equation
Computational and Applied Mathematics | 1997-04-24 | Paper |
scientific article; zbMATH DE number 799239 (Why is no real title available?)
| 1995-12-12 | Paper |
scientific article; zbMATH DE number 797738 (Why is no real title available?)
| 1995-09-18 | Paper |
A stochastic nonlinear evolution equation
Zeitschrift für Analysis und ihre Anwendungen | 1993-10-13 | Paper |
ε-optimal control of random parabolic differential equations by an elliptic approximation
Optimization | 1992-06-25 | Paper |
scientific article; zbMATH DE number 4190850 (Why is no real title available?)
| 1991-01-01 | Paper |
scientific article; zbMATH DE number 4145810 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4078419 (Why is no real title available?)
| 1987-01-01 | Paper |
Über ein gesteuertes zweiparametrisches stochastisches differenzensystem
Statistics | 1987-01-01 | Paper |
ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung
Mathematische Nachrichten | 1987-01-01 | Paper |
Approximation einer parabolischen Itogleichung. (Approximation of a parabolic Ito equation)
Zeitschrift für Analysis und ihre Anwendungen | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3999813 (Why is no real title available?)
| 1985-01-01 | Paper |
Parabolische Regularisierung einer hyperbolischen Itogleichung
Zeitschrift für Analysis und ihre Anwendungen | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3900658 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3858104 (Why is no real title available?)
| 1983-01-01 | Paper |
Eine I<scp>TO</scp>‐Formel für H<scp>ILBERT</scp>raum‐wertige zufällige Felder
Mathematische Nachrichten | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3727335 (Why is no real title available?)
| 1981-01-01 | Paper |
Steuerung zufälliger Felder auf der Grundlage eines Satzes vom Girsanov-Typ
ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik | 1981-01-01 | Paper |
Zur näherungsweisen ermittlung optimaler stochastischer steuerimgen durch diskretisierung
Series Statistics | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3624313 (Why is no real title available?)
| 1978-01-01 | Paper |
