Optimal regularity for the porous medium equation
McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions
Large Deviations for McKean Vlasov Equations in path space
Pricing on Security Markets allowing for an Arbitrage
Reflected BSDEs and non-linear optimal stopping: beyond right-continuity
Reflected BSDEs driven by G-Brownian motion and their applications
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Caputo-type fractional derivatives and Feller processes on bounded domains
Tamed Unadjusted Langevin Algorithm
Invariant measures for stochastic differential equations and their time discretizations
On weak solutions of stochastic differential equations with sharp irregular drifts
Recent advances in analytic and probabilistic methods for solving frac- tional PDEs
Random matrixtheory and its applications to entanglement studies
Stationary solutions to stochastic compressible Navier-Stokes system
Mean field limit of interacting filaments for 3D Euler equations
Conservative stochastic 2-dimensional Cahn-Hilliard equation
Regularity for a class of Semilinear SPDEs on bounded domains
Towards a Wagner-Platen expansion approach for numerical schemes of SDEs with superlinear coefficients
Negative definite symbols as Hamilton functions
Extension Technique for Trace Processes: a stochastic approach
Particle-hole duality in the continuum and determinantal point processes
Stochastic dynamics of complex systems: mesoscopic description and beyond
Canonical diffusions on the pattern spaces of aperiodic Delone sets
Nonlocal operators with singular anisotropic kernels
