| Publication | Date of Publication | Type |
|---|
| A generalisation of the Burkholder-Davis-Gundy inequalities | 2022-10-31 | Paper |
| Minimising the expected commute time | 2022-06-20 | Paper |
| A generalisation of the Burkholder-Davis-Gundy inequalities | 2020-09-30 | Paper |
| Martingale approach to control for general jump processes | 2019-12-31 | Paper |
| On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope | 2019-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4628624 | 2019-03-14 | Paper |
| Game-theoretic approach to risk-sensitive benchmarked asset management | 2019-03-12 | Paper |
| On the regularity of American options with regime-switching uncertainty | 2018-02-13 | Paper |
| Evaluation of the Rate of Convergence in the PIA | 2017-09-19 | Paper |
| Coupling and a generalised Policy Iteration Algorithm in continuous time | 2017-07-25 | Paper |
| On the policy improvement algorithm in continuous time | 2017-04-11 | Paper |
| Markov chain approximations to scale functions of Lévy processes | 2015-08-21 | Paper |
| Coupling and tracking of regime-switching martingales | 2015-08-07 | Paper |
| On the informational structure in optimal dynamic stochastic control | 2015-03-09 | Paper |
| Monotonicity of the value function for a two-dimensional optimal stopping problem | 2014-08-06 | Paper |
| Markov chain approximations for transition densities of Lévy processes | 2014-02-14 | Paper |
| Mirror and synchronous couplings of geometric Brownian motions | 2014-02-07 | Paper |
| A simple proof of Kramkov's result on uniform supermartingale decompositions | 2012-12-13 | Paper |
| Minimizing the time to a decision | 2012-01-04 | Paper |
| Markov Chains Conditioned Never to Wait Too Long at the Origin | 2009-10-08 | Paper |
| No arbitrage and closure results for trading cones with transaction costs | 2009-08-08 | Paper |
| The Noisy Veto-Voter Model: A Recursive Distributional Equation on [0, 1] | 2008-11-13 | Paper |
| Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube | 2008-11-13 | Paper |
| On the density of properly maximal claims in financial markets with transaction costs | 2007-10-22 | Paper |
| On representing claims for coherent risk measures | 2007-08-03 | Paper |
| Random orderings of the integers and card shuffling | 2007-06-08 | Paper |
| Optimal stopping with applications: an editorial prelude | 2007-03-30 | Paper |
| Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time | 2006-06-19 | Paper |
| Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level | 2006-06-19 | Paper |
| On decomposing risk in a financial-intermediate market and reserving | 2006-03-02 | Paper |
| THE HAUSDORFF DIMENSION OF SOME SNOWFLAKE-LIKE RECURSIVE CONSTRUCTIONS | 2005-11-03 | Paper |
| The equivalent martingale measure conditions in a general model for interest rates | 2005-09-29 | Paper |
| Comparison for measure valued processes with interactions | 2004-06-10 | Paper |
| Avoiding the origin: A finite-fuel stochastic control problem | 2003-05-06 | Paper |
| Examples of convergence and non-convergence of Markov chains conditioned not to die | 2003-02-13 | Paper |
| Keeping a satellite aloft: two finite fuel stochastic control models | 2002-06-27 | Paper |
| On strong forms of weak convergence | 1998-03-29 | Paper |
| Non-explosivity of limits of conditioned birth and death processes | 1997-11-02 | Paper |
| Optimal Stopping and the American Put | 1997-08-31 | Paper |
| A Martingale Representation Result and an Application to Incomplete Financial Markets | 1997-08-31 | Paper |
| OPTIMAL INVESTMENT OF A LIFE INTEREST | 1997-07-20 | Paper |
| Weak convergence of conditioned processes on a countable state space | 1996-05-28 | Paper |
| Weak convergence of conditioned birth and death processes | 1994-09-20 | Paper |
| Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes | 1994-05-25 | Paper |
| Local times, optimal stopping and semimartingales | 1993-06-29 | Paper |
| Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region | 1993-01-16 | Paper |
| Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\) | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975567 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750033 | 1990-01-01 | Paper |
| Doob's inequalities revisited: A maximal \(H^ 1\)-embedding | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3029910 | 1987-01-01 | Paper |
| Inequalities for a Pair of Processes Stopped at a Random Time | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3759629 | 1986-01-01 | Paper |
| optimal consump0tion of an investment† | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694339 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036404 | 1983-01-01 | Paper |
| A finite fuei stochastic control problem | 1983-01-01 | Paper |
