| Publication | Date of Publication | Type |
|---|
| Existence result for the BSDE with superquadratic growth | 2023-11-17 | Paper |
| On the uniqueness result for the BSDE with deterministic coefficient | 2023-11-08 | Paper |
| Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs | 2023-07-13 | Paper |
| Optimal strategic pandemic control: human mobility and travel restriction | 2022-11-02 | Paper |
| Empirical likelihood for mean difference between two samples with missing data | 2022-10-18 | Paper |
| Large Deviation Principle for Backward Stochastic Differential Equations with a stochastic Lipschitz condition on $z$ | 2022-09-20 | Paper |
| A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy | 2022-07-07 | Paper |
| Detection of jumps in financial time series | 2022-06-21 | Paper |
| The sparse group lasso for high-dimensional integrative linear discriminant analysis with application to alzheimer's disease prediction | 2022-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5017739 | 2021-12-17 | Paper |
| Maximum principles for backward doubly stochastic systems with jumps and applications | 2021-12-17 | Paper |
| Mean-field backward stochastic differential equations driven by fractional Brownian motion | 2021-08-10 | Paper |
| Mean-Field Backward Doubly Stochastic Differential Equations and Applications | 2021-07-01 | Paper |
| Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games | 2021-06-24 | Paper |
| Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs | 2021-05-11 | Paper |
| Nonzero-sum differential game of backward doubly stochastic systems with delay and applications | 2021-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4983969 | 2021-04-26 | Paper |
| Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations | 2020-10-07 | Paper |
| Backward doubly stochastic Volterra integral equations and their applications | 2020-06-16 | Paper |
| Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs | 2020-02-26 | Paper |
| Solvability of anticipated backward stochastic Volterra integral equations | 2020-01-20 | Paper |
| Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem | 2019-11-28 | Paper |
| Backward doubly stochastic Volterra integral equations and applications to optimal control problems | 2019-06-25 | Paper |
| Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs | 2019-05-10 | Paper |
| Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations | 2019-02-14 | Paper |
| Optimal Control of Backward Doubly Stochastic Systems With Partial Information | 2017-05-16 | Paper |
| Maximum principle for a stochastic delayed system involving terminal state constraints | 2017-05-12 | Paper |
| Anticipative backward stochastic differential equations driven by fractional Brownian motion | 2017-01-16 | Paper |
| Functional It\^o formula for fractional Brownian motion | 2016-06-04 | Paper |
| Solving the double barrier reflected BSDEs via penalization method | 2016-04-22 | Paper |
| Linear quadratic stochastic integral games and related topics | 2016-01-13 | Paper |
| \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction | 2015-12-28 | Paper |
| Multidimensional BSDEs with uniformly continuous coefficients: the general result | 2015-08-26 | Paper |
| Optimal control problems of forward-backward stochastic Volterra integral equations | 2015-07-30 | Paper |
| Anticipating backward stochastic Volterra integral equations | 2015-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5498366 | 2015-02-11 | Paper |
| A class of backward doubly stochastic differential equations with discontinuous coefficients | 2014-12-09 | Paper |
| Mean-field backward stochastic Volterra integral equations | 2013-11-12 | Paper |
| Partially observed optimal controls of forward-backward doubly stochastic systems | 2013-08-13 | Paper |
| A class of time inconsistent risk measures and backward stochastic Volterra integral equations | 2013-05-23 | Paper |
| SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS | 2013-04-29 | Paper |
| Sublinear expectation linear regression | 2013-04-12 | Paper |
| Forward-backward doubly stochastic differential equations and related stochastic partial differential equations | 2013-01-28 | Paper |
| Maximum principle for forward-backward doubly stochastic control systems and applications | 2011-12-19 | Paper |
| Razumikhin-Type Theorems of Infinite Dimensional Stochastic Functional Differential Equations | 2011-06-01 | Paper |
| A general central limit theorem under sublinear expectations | 2011-02-25 | Paper |
| A Kneser-type theorem for backward doubly stochastic differential equations | 2011-01-17 | Paper |
| General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of SPDEs | 2010-09-30 | Paper |
| Symmetrical solutions of backward stochastic Volterra integral equations and their applications | 2010-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3572993 | 2010-07-08 | Paper |
| Zero-sum linear quadratic stochastic integral games and BSVIEs | 2010-05-28 | Paper |
| Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon | 2010-05-22 | Paper |
| Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations | 2010-05-22 | Paper |
| The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs | 2010-05-14 | Paper |
| Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Stochastic Partial Differential-Integral Equations | 2010-05-14 | Paper |
| A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance | 2010-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3403102 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319260 | 2009-07-22 | Paper |
| Solutions to general forward-backward doubly stochastic differential equations | 2009-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3610032 | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3611085 | 2009-03-06 | Paper |
| Reflected Solutions of Backward Doubly Stochastic Differential Equations | 2008-06-05 | Paper |
| Numerical Computations for Backward Doubly SDEs and SPDEs | 2008-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5452971 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3418817 | 2007-01-26 | Paper |
| Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications | 2005-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4462502 | 2004-05-18 | Paper |
| A type of time-symmetric forward-backward stochastic differential equations | 2003-09-15 | Paper |
| Singularly perturbed boundary value problems | 2003-03-17 | Paper |
| Infinite horizon forward-backward stochastic differential equations | 2002-08-29 | Paper |
