Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
Robust utility maximization in a discontinuous filtration
Robust Utility Maximization in Non-dominated Models with 2BSDEs
Sobolev solution for semilinear PDE with obstacle under monotonicity condition
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