| Mean-field backward stochastic differential equations and applications | 2 | 0.64 | 2022 |
| Singular Control Optimal Stopping of Memory Mean-Field Processes | 0 | 0.34 | 2019 |
| Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps. | 0 | 0.34 | 2018 |
| Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. | 2 | 0.47 | 2015 |
| Forward---Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty | 8 | 0.73 | 2014 |
| Infinite horizon optimal control of forward-backward stochastic differential equations with delay. | 9 | 0.81 | 2014 |
| Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information | 1 | 0.38 | 2014 |
| Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection. | 0 | 0.34 | 2014 |
| A Maximum Principle for Infinite Horizon Delay Equations. | 4 | 0.67 | 2013 |
| Maximum principles for jump diffusion processes with infinite horizon. | 5 | 0.66 | 2013 |
| Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes. | 1 | 0.36 | 2012 |
| An anticipative linear filtering equation | 0 | 0.34 | 2011 |
| Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps | 15 | 1.96 | 2009 |
| Partial Information Linear Quadratic Control for Jump Diffusions | 5 | 0.99 | 2008 |
| Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs | 27 | 3.30 | 2002 |
| White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance | 3 | 1.67 | 2000 |
| Optimal time to invest when the price processes are geometric Brownian motions | 7 | 1.84 | 1998 |
