Invariant measures for stochastic functional differential equationsButkovsky, Oleg; Scheutzow, Michael · Electronic Journal of Probability · 2017

Regularization by noise and flows of solutions for a stochastic heat equationButkovsky, Oleg; Mytnik, Leonid · The Annals of Probability · 2019

A theory of bond portfoliosEkeland, Ivar; Taflin, Erik · The Annals of Applied Probability · 2005

The Pricing of the American OptionRavi Myneni · The Annals of Applied Probability · 1992

Stability of Generalized Jackson NetworksS. P. Meyn and D. Down · The Annals of Applied Probability · 1994

Optimal arbitrage under model uncertaintyFernholz, Daniel; Karatzas, Ioannis · The Annals of Applied Probability · 2011

Backward-Forward Stochastic Differential EquationsAntonelli, Fabio · The Annals of Applied Probability · 1993

Asymptotics of robust utility maximizationKnispel, Thomas · The Annals of Applied Probability · 2012

Utility maximization in incomplete marketsHu, Ying; Imkeller, Peter; Müller, Matthias · The Annals of Applied Probability · 2005

Propagation of chaos in neural fieldsTouboul, Jonathan · The Annals of Applied Probability · 2014