| Publication | Date of Publication | Type |
|---|
The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
Communications in Mathematical Physics | 2023-08-28 | Paper |
A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise
The Annals of Probability | 2023-07-18 | Paper |
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
Bernoulli | 2023-06-02 | Paper |
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
Bernoulli | 2023-06-02 | Paper |
Extremes of the stochastic heat equation with additive Lévy noise
Electronic Journal of Probability | 2022-10-04 | Paper |
Extremes of the stochastic heat equation with additive Lévy noise
Electronic Journal of Probability | 2022-10-04 | Paper |
| Rate-optimal estimation of mixed semimartingales | 2022-07-21 | Paper |
Extremes of the stochastic heat equation with additive L\'evy noise
(available as arXiv preprint) | 2022-03-11 | Paper |
| When Frictions are Fractional: Rough Noise in High-Frequency Data | 2021-06-30 | Paper |
High-frequency analysis of parabolic stochastic PDEs
The Annals of Statistics | 2020-08-28 | Paper |
High-frequency analysis of parabolic stochastic PDEs
The Annals of Statistics | 2020-08-28 | Paper |
Normal approximation of the solution to the stochastic heat equation with Lévy noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2020-08-26 | Paper |
The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise
The Annals of Probability | 2020-07-31 | Paper |
The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise
The Annals of Probability | 2020-07-31 | Paper |
Partial mean field limits in heterogeneous networks
Stochastic Processes and their Applications | 2019-12-17 | Paper |
Path properties of the solution to the stochastic heat equation with Lévy noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2019-10-09 | Paper |
Intermittency for the stochastic heat equation with Lévy noise
The Annals of Probability | 2019-10-08 | Paper |
Intermittency for the stochastic heat equation with Lévy noise
The Annals of Probability | 2019-10-08 | Paper |
Volterra-type Ornstein-Uhlenbeck processes in space and time
Stochastic Processes and their Applications | 2018-08-15 | Paper |
Contagion in financial systems: a Bayesian network approach
SIAM Journal on Financial Mathematics | 2018-04-16 | Paper |
Lévy-driven Volterra equations in space and time
Journal of Theoretical Probability | 2017-10-23 | Paper |
Stochastic PDEs with heavy-tailed noise
Stochastic Processes and their Applications | 2017-06-22 | Paper |
Simulation of stochastic Volterra equations driven by space-time Lévy noise
The Fascination of Probability, Statistics and their Applications | 2017-01-16 | Paper |
Integrability conditions for space-time stochastic integrals: theory and applications
Bernoulli | 2015-10-30 | Paper |
Integrability conditions for space-time stochastic integrals: theory and applications
Bernoulli | 2015-10-30 | Paper |
Superposition of COGARCH processes
Stochastic Processes and their Applications | 2015-02-27 | Paper |
