| Publication | Date of Publication | Type |
|---|
Probabilistic Cauchy functional equations
Electronic Communications in Probability | 2024-12-20 | Paper |
On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
Journal of Theoretical Probability | 2024-04-02 | Paper |
scientific article; zbMATH DE number 7662449 (Why is no real title available?)
| 2023-03-13 | Paper |
On algebraic Stein operators for Gaussian polynomials
Bernoulli | 2022-12-19 | Paper |
The class of polynomial Stein operators for the Gaussian distribution: a noncommutative algebra perspective
| 2022-12-14 | Paper |
Optimal variance-Gamma approximation on the second Wiener chaos
Journal of Functional Analysis | 2022-03-22 | Paper |
How does tempering affect the local and global properties of fractional Brownian motion?
Journal of Theoretical Probability | 2022-03-17 | Paper |
Multi-dimensional normal approximation of heavy-tailed moving averages
Stochastic Processes and their Applications | 2022-02-11 | Paper |
Malliavin-Stein method: a survey of some recent developments
Modern Stochastics. Theory and Applications | 2021-11-05 | Paper |
An asymptotic approach to proving sufficiency of Stein characterisations
| 2021-09-17 | Paper |
Integration-by-parts characterizations of Gaussian processes
Collectanea Mathematica | 2021-02-17 | Paper |
Stein characterizations for linear combinations of gamma random variables
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
Optimal gamma approximation on Wiener space
| 2020-01-22 | Paper |
On algebraic Stein operators for Gaussian polynomials
| 2019-12-10 | Paper |
On a new Sheffer class of polynomials related to normal product distribution
Theory of Probability and Mathematical Statistics | 2019-08-21 | Paper |
A bound on the Wasserstein-2 distance between linear combinations of independent random variables
Stochastic Processes and their Applications | 2019-06-28 | Paper |
Almost sure limit theorems on Wiener chaos: the non-central case
Electronic Communications in Probability | 2019-05-16 | Paper |
On the Rate of Convergence to a Gamma Distribution on Wiener Space
| 2018-06-11 | Paper |
New moments criteria for convergence towards normal product/tetilla laws
| 2017-08-25 | Paper |
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2016-09-08 | Paper |
Generalization of the Nualart-Peccati criterion
The Annals of Probability | 2016-05-12 | Paper |
Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach
Lecture Notes in Mathematics | 2016-04-13 | Paper |
Stein's method on the second Wiener chaos : 2-Wasserstein distance
| 2016-01-13 | Paper |
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
Statistical Inference for Stochastic Processes | 2015-10-05 | Paper |
Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the second kind
Statistics | 2015-07-20 | Paper |
Rate of convergence for discretization of integrals with respect to fractional Brownian motion
Journal of Theoretical Probability | 2015-05-26 | Paper |
Optimal Berry-Esseen bounds on the Poisson space
| 2015-05-11 | Paper |
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
Statistics \& Probability Letters | 2014-11-03 | Paper |
A general approach to small deviation via concentration of measures
| 2014-07-14 | Paper |
Fourth moment theorems for Markov diffusion generators
Journal of Functional Analysis | 2014-06-03 | Paper |
Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion
Statistical Inference for Stochastic Processes | 2013-08-02 | Paper |
When does fractional Brownian motion not behave as a continuous function with bounded variation?
Statistics \& Probability Letters | 2010-09-01 | Paper |
On hedging European options in geometric fractional Brownian motion market model
Statistics & Decisions | 2010-07-30 | Paper |
On the fractional Black-Scholes market with transaction costs
| N/A | Paper |
