| Publication | Date of Publication | Type |
|---|
| Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations | 2023-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5044125 | 2022-10-24 | Paper |
| Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition | 2022-10-04 | Paper |
| Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient | 2022-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5085895 | 2022-06-30 | Paper |
| Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients | 2022-03-18 | Paper |
| Errata to: ``Transportation cost inequality for backward stochastic differential equations | 2022-01-24 | Paper |
| Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition | 2022-01-13 | Paper |
| Quadratic transportation inequalities for SDEs with measurable drift | 2021-06-10 | Paper |
| Stability of McKean–Vlasov stochastic differential equations and applications | 2020-04-07 | Paper |
| Transportation cost inequality for backward stochastic differential equations | 2019-09-25 | Paper |
| Solving Unbounded Quadratic BSDEs by a Domination Method | 2019-03-27 | Paper |
| BSDEs driven by $|z|^2/y$ and applications to PDEs and decision theory | 2018-10-12 | Paper |
| One dimensional BSDEs with logarithmic growth application to PDEs | 2018-09-04 | Paper |
| On the relaxed mean-field stochastic control problem | 2018-05-23 | Paper |
| Existence and optimality conditions for relaxed mean-field stochastic control problems | 2017-10-06 | Paper |
| Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results | 2017-10-05 | Paper |
| Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media | 2017-03-20 | Paper |
| Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations | 2017-01-10 | Paper |
| Backward doubly SDEs and SPDEs with superlinear growth generators | 2017-01-10 | Paper |
| A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients | 2016-04-27 | Paper |
| Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator | 2015-11-18 | Paper |
| Backward doubly stochastic differential equations with a superlinear growth generator | 2015-02-09 | Paper |
| Existence of optimal controls for systems governed by mean-field stochastic differential equations | 2015-01-14 | Paper |
| Quadratic BSDEs with $\mathbb{L}^2$--terminal data Existence results, Krylov's estimate and It\^o--Krylov's formula | 2014-02-26 | Paper |
| Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs | 2014-01-17 | Paper |
| Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233] | 2013-09-26 | Paper |
| Solvability of some quadratic BSDEs without exponential moments | 2013-06-24 | Paper |
| Optimality conditions for partial information stochastic control problems driven by Lévy processes | 2012-12-13 | Paper |
| On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control† | 2012-11-09 | Paper |
| Stochastic optimal control and BSDEs with logarithmic growth | 2012-09-19 | Paper |
| Existence and optimality conditions in stochastic control of linear BSDEs | 2011-11-26 | Paper |
| Existence of optimal controls for systems driven by FBSDEs | 2011-05-31 | Paper |
| Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs | 2010-07-20 | Paper |
| p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities | 2010-07-14 | Paper |
| Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs | 2010-06-17 | Paper |
| Homogenization of semilinear PDEs with discontinuous averaged coefficients | 2009-11-20 | Paper |
| One barrier reflected backward doubly stochastic differential equations with continuous generator | 2009-11-05 | Paper |
| Weak solutions and a Yamada–Watanabe theorem for FBSDEs | 2009-08-08 | Paper |
| Stability and genericity for SPDE's driven by spatially correlated noise | 2009-07-10 | Paper |
| Optimality necessary conditions in singular stochastic control problems with nonsmooth data | 2009-06-10 | Paper |
| On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients | 2008-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3420668 | 2007-02-02 | Paper |
| Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient | 2005-08-05 | Paper |
| Prevalence of backward stochastic differential equations with unique solution | 2005-05-09 | Paper |
| Backward stochastic differential equations with stochastic monotone coefficients | 2005-04-26 | Paper |
| Quasi-linear parabolic SPDEs with continuous coefficients | 2005-03-21 | Paper |
| Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient | 2004-11-11 | Paper |
| A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients | 2004-02-08 | Paper |
| BSDE associated with Lévy processes and application to PDIE | 2004-01-03 | Paper |
| Some properties of solutions of stochastic differential equations driven by semi-martingales | 2003-08-07 | Paper |
| Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient | 2003-05-27 | Paper |
| Backward stochastic differential equations with locally Lipschitz coefficient | 2003-05-05 | Paper |
| Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient | 2003-02-25 | Paper |
| Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient | 2002-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725610 | 2002-03-14 | Paper |
| Some generic properties in backward stochastic differential equations with continuous coefficient | 2001-07-12 | Paper |
| Flows of homeomorphisms of stochastic differential equations with measurable drift | 2000-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213420 | 1999-04-19 | Paper |
| Some generic properties of stochastic differential equations | 1998-08-09 | Paper |
| The maximum principle for optimal control of diffusions with non-smooth coefficients | 1998-07-12 | Paper |
| Some LP local estimates related to the solutions of stochastic differential equations and application to stochastic flows | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468399 | 1990-01-01 | Paper |
