![[höher]](/style/images/multi_up.png)
Eine Ebene höherGruppiert nach:
Dokumententyp
| Veröffentlichungsdatum
Anzahl der Publikationen: 9
Hochschulschrift
Kalinin, Alexander 
ORCID: https://orcid.org/0000-0003-4069-1953
(2017):
Markovian integral equations and path-dependent partial differential equations.
Dissertation,
ORCID: https://orcid.org/0000-0003-4069-1953
(2017):
Markovian integral equations and path-dependent partial differential equations.
Dissertation,
Zeitschriftenartikel
Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2. November 2024):
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach.
In: Stochastics and Dynamics
ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2. November 2024):
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach.
In: Stochastics and Dynamics
Brigo, Damiano; Graceffa, Federico und Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953
(2024):
Mild to Classical Solutions for XVA Equations under Stochastic Volatility.
In: SIAM Journal on Financial Mathematics, Bd. 15, Nr. 1: S. 215-254
ORCID: https://orcid.org/0000-0003-4069-1953
(2024):
Mild to Classical Solutions for XVA Equations under Stochastic Volatility.
In: SIAM Journal on Financial Mathematics, Bd. 15, Nr. 1: S. 215-254
Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2024):
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments.
In: Journal of Theoretical Probability [Forthcoming]
ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2024):
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments.
In: Journal of Theoretical Probability [Forthcoming]
Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953
(2021):
Support characterization for regular path-dependent stochastic Volterra integral equations.
In: Electronic Journal of Probability, Bd. 26, 29
ORCID: https://orcid.org/0000-0003-4069-1953
(2021):
Support characterization for regular path-dependent stochastic Volterra integral equations.
In: Electronic Journal of Probability, Bd. 26, 29
Cont, Rama ORCID: https://orcid.org/0000-0003-1164-6053 und Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953
(2020):
On the support of solutions to stochastic differential equations with path-dependent coefficients.
In: Stochastic Processes and their Applications, Bd. 130, Nr. 5: S. 2639-2674
ORCID: https://orcid.org/0000-0003-1164-6053 und Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953
(2020):
On the support of solutions to stochastic differential equations with path-dependent coefficients.
In: Stochastic Processes and their Applications, Bd. 130, Nr. 5: S. 2639-2674
Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953
(2020):
Markovian integral equations.
In: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Bd. 56, Nr. 1: S. 155-174
ORCID: https://orcid.org/0000-0003-4069-1953
(2020):
Markovian integral equations.
In: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Bd. 56, Nr. 1: S. 155-174
Paper
Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953
(Juli 2023):
The oriented derivative.
ORCID: https://orcid.org/0000-0003-4069-1953
(Juli 2023):
The oriented derivative.
Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953 und Schied, Alexander
(2018):
Mild and viscosity solutions to semilinear parabolic path-dependent PDEs.
ORCID: https://orcid.org/0000-0003-4069-1953 und Schied, Alexander
(2018):
Mild and viscosity solutions to semilinear parabolic path-dependent PDEs.