Null controllability of an infinite dimensional SDE with state- and control-dependent noise. - Mihai Sîrbu; Gianmario Tessitore (Syst. Control. Lett., 2001)

Perpetual Convertible Bonds. - Mihai Sîrbu; Igor Pikovsky; Steven E. Shreve (SIAM J. Control. Optim., 2004)

A Two-Person Game for Pricing Convertible Bonds. - Mihai Sîrbu; Steven E. Shreve (SIAM J. Control. Optim., 2006)

In which financial markets do mutual fund theorems hold true? - Walter Schachermayer; Mihai Sîrbu; Erik Taflin (Finance Stochastics, 2009)

Probabilistic Perron's method and verification without smoothness using viscosity comparison: the linear case - Erhan Bayraktar; Mihai Sîrbu (CoRR, 2011)

Optimal Investment with High-watermark Performance Fee. - Karel Janecek; Mihai Sîrbu (SIAM J. Control. Optim., 2012)

Stochastic Perron's Method for Hamilton-Jacobi-Bellman Equations. - Erhan Bayraktar; Mihai Sîrbu (SIAM J. Control. Optim., 2013)

Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs. - Jin Hyuk Choi; Mihai Sîrbu; Gordan Zitkovic (SIAM J. Control. Optim., 2013)

Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games. - Mihai Sîrbu (SIAM J. Control. Optim., 2014)

On Martingale Problems with Continuous-Time Mixing and Values of Zero-Sum Games without the Isaacs Condition. - Mihai Sîrbu (SIAM J. Control. Optim., 2014)

Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control. - Mihai Sîrbu (SIAM J. Control. Optim., 2015)

Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians. - Daniel Hernández-Hernández; Mihai Sîrbu (SIAM J. Control. Optim., 2018)

Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model. - Karel Janecek; Zheng Li; Mihai Sîrbu (SIAM J. Financial Math., 2020)