| Publication | Date of Publication | Type |
|---|
Path dynamics of time-changed Lévy processes: a martingale approach
Journal of Theoretical Probability | 2024-11-05 | Paper |
Correction to: ``Path dynamics of time-changed Lévy processes: a martingale approach
Journal of Theoretical Probability | 2024-11-05 | Paper |
Anomalous random flights and time-fractional run-and-tumble equations
Journal of Statistical Physics | 2024-11-01 | Paper |
scientific article; zbMATH DE number 7731059 (Why is no real title available?)
| 2023-08-23 | Paper |
Stochastic solutions for time-fractional heat equations with complex spatial variables
Fractional Calculus \ Applied Analysis | 2022-12-21 | Paper |
Telegraph random evolutions on a circle
Stochastic Processes and their Applications | 2021-11-02 | Paper |
Regularized bridge-type estimation with multiple penalties
Annals of the Institute of Statistical Mathematics | 2021-09-28 | Paper |
Parallel decomposition of persistence modules through interval bases
| 2021-06-22 | Paper |
Random flights connecting porous medium and Euler–Poisson–Darboux equations
Journal of Mathematical Physics | 2020-07-16 | Paper |
On the notion of weak isometry for finite metric spaces
| 2020-05-06 | Paper |
Homological Scaffold via Minimal Homology Bases
| 2020-04-24 | Paper |
Alternative probabilistic representations of Barenblatt-type solutions
Modern Stochastics. Theory and Applications | 2020-04-01 | Paper |
Stochastic models associated to a nonlocal porous medium equation
Modern Stochastics. Theory and Applications | 2019-10-08 | Paper |
Empirical \(L^2\)-distance test statistics for ergodic diffusions
Statistical Inference for Stochastic Processes | 2019-07-26 | Paper |
On penalized estimation for dynamical systems with small noise
Electronic Journal of Statistics | 2018-05-28 | Paper |
A note on isotropic random flights moving in mixed Poisson environments
Statistics & Probability Letters | 2017-12-22 | Paper |
On the set of optimal homeomorphisms for the natural pseudo-distance associated with the Lie group \(S^{1}\)
Topology and its Applications | 2017-09-04 | Paper |
Transport processes with random jump rate
Statistics & Probability Letters | 2016-09-13 | Paper |
Reflecting random flights
Journal of Statistical Physics | 2015-10-21 | Paper |
Large deviations for a damped telegraph process
EAA Series | 2015-10-15 | Paper |
On the asymptotic behavior of the hyperbolic Brownian motion
Journal of Statistical Physics | 2014-07-10 | Paper |
A family of random walks with generalized Dirichlet steps
Journal of Mathematical Physics | 2014-05-07 | Paper |
On a family of test statistics for discretely observed diffusion processes
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
Lithuanian Mathematical Journal | 2013-12-05 | Paper |
Asymptotic results for random flights
| 2013-08-01 | Paper |
Large deviation principles for telegraph processes
Statistics & Probability Letters | 2012-10-17 | Paper |
Adaptive LASSO-type estimation for multivariate diffusion processes
Econometric Theory | 2012-08-30 | Paper |
On random flights with non-uniformly distributed directions
Journal of Statistical Physics | 2012-06-07 | Paper |
Flying randomly in \(\mathbb R^d\) with Dirichlet displacements
Stochastic Processes and their Applications | 2012-03-05 | Paper |
Least-squares change-point estimation for the telegraph process observed at discrete times
Statistics | 2011-12-21 | Paper |
Stochastic velocity motions and processes with random time
Advances in Applied Probability | 2011-02-09 | Paper |
Parametric estimation for the standard and geometric telegraph process observed at discrete times
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Efficient estimators with sample observations generated by independent planar random flights
Applied Mathematics Letters | 2011-01-18 | Paper |
Divergences test statistics for discretely observed diffusion processes
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Clustering of discretely observed diffusion processes
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Adaptive LASSO-type estimation for ergodic diffusion processes
| 2010-02-05 | Paper |
Parametric estimation for planar random flights
Statistics & Probability Letters | 2009-10-13 | Paper |
On Rényi information for ergodic diffusion processes
Information Sciences | 2009-03-24 | Paper |
Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
Random flights in higher spaces
Journal of Theoretical Probability | 2008-02-18 | Paper |
Random motions at finite velocity in a non-Euclidean space
Advances in Applied Probability | 2007-09-03 | Paper |
A Darling-Siegert formula relating some Bessel integrals and random walks
Statistics & Probability Letters | 2007-07-16 | Paper |
Parametric estimation for planar random flights observed at discrete times
| 2007-03-29 | Paper |
Some results on random flights
| 2007-02-13 | Paper |
Motions with finite velocity analyzed with order statistics and differential equations
| 2006-09-19 | Paper |
Anomalous random flights and time-fractional run-and-tumble equations
| N/A | Paper |
