Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations论文
SIAM Journal on Control and Optimization2013引用: 338
Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control论文
Automatica2013引用: 243
Random attractors for non-autonomous stochasticwave equations with multiplicative noise论文
Discrete and Continuous Dynamical Systems2013引用: 233
Differentiable Measures and the Malliavin Calculus论文
Mathematical surveys and monographs2010引用: 233
Hybrid Switching Diffusions: Properties and Applications论文
2010引用: 406
Asymptotic Methods in the Theory of Stochastic Differential Equations论文
Translations of mathematical monographs2009引用: 595
Well-posedness of the transport equation by stochastic perturbation论文
Inventiones mathematicae2009引用: 408
Introduction to Empirical Processes and Semiparametric Inference论文
Springer series in statistics2007引用: 1.1K
Differential Equations Driven by Rough Paths论文
Lecture notes in mathematics2007引用: 256
A Concise Course on Stochastic Partial Differential Equations论文
Lecture notes in mathematics2007引用: 880
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs论文
Communications on Pure and Applied Mathematics2006引用: 243
Maximum Likelihood Estimation of Latent Affine Processes论文
Review of Financial Studies2006引用: 281
An introduction to stochastic partial differential equations论文
Lecture notes in mathematics2006引用: 2.4K
On the Poisson equation and diffusion approximation 3论文
The Annals of Probability2005引用: 225
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models论文
SIAM Journal on Numerical Analysis2005引用: 432
Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations论文
SIAM Journal on Numerical Analysis2005引用: 215
Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation论文
Applied Mathematics & Optimization2004引用: 219
Strong solutions to the stochastic quantization equations论文
The Annals of Probability2003引用: 295
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case论文
Stochastic Processes and their Applications2002引用: 277
Discrete-time Stochastic Systems论文
Advanced textbooks in control and signal processing2002引用: 260
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