Preprints

• Backward stochastic partial differential equations with jump   (with Oksendal and Proske)

• Stochastic differential equations with non-Lipschtiz coefficients.   (with Shizan Fang)

• Perturbed Skorohod equations and perturbed reflected diffusion processes   (with Ron Doney)

• Ito-Ventzell formula and forward stochastic differential equations driven by compensated Poisson measures   (with Bernt Oksendal)

• The Stable Manifold Theorem For SPDEs   (with S. Mohammed and H. Zhao)

• Large deviations for perturbed reflected SDEs   (with Lijun Bo)

• Large deviations for SDEs on $S^d$   (with Q.Wang)

• Stochastic Calculus for Dirichlet Processes   (with Z. Chen, P. Fitzsimmons and K. Kuwae)

• Stochastic evolution of jump type: existence, uniqueness of slutions and large deviation principles   (with M. Rockner)

• Perturbation of symmetric Markov processes   (with Z. Chen, P. Fitzsimmons and K. Kuwae)

• Global flows of stochastic diferential equations   (with S.Fang and P. Imkeller)

• Large deviations for stochastic non linear beam equations  

• Optimal control of SPDEs with delay and time-advanced backward SPDEs