A note on pricing interest rate derivatives when forward LIBOR rates are lognormal. - Beniamin Goldys (Finance Stochastics, 1997)

An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise. - Giorgio Fabbri; Beniamin Goldys (SIAM J. Control. Optim., 2009)

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions. - Salvatore Federico; Ben Goldys; Fausto Gozzi (SIAM J. Control. Optim., 2010)

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. - Salvatore Federico; Ben Goldys; Fausto Gozzi (SIAM J. Control. Optim., 2011)

Multidimensional Stochastic Burgers Equation. - Zdzislaw Brzezniak; Ben Goldys; Misha Neklyudov (SIAM J. Math. Anal., 2014)

Multiperiod mean-standard-deviation time consistent portfolio selection. - Hugh Bannister; Beniamin Goldys; Spiridon I. Penev; Wei Wu (Autom., 2016)

Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator. - Jérôme Droniou; Beniamin Goldys; Kim-Ngan Le (CoRR, 2020)

Numerical method and Error estimate for stochastic Landau-Lifshitz-Bloch equation. - Beniamin Goldys; Chunxi Jiao; Kim-Ngan Le (CoRR, 2022)

Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games. - Beniamin Goldys; James Yang; Zhou Zhou 004 (SIAM J. Control. Optim., 2022)

A mixed finite element method for a class of fourth-order stochastic evolution equations with multiplicative noise. - Beniamin Goldys; Agus L. Soenjaya; Thanh Tran (CoRR, 2025)