| Publication | Date of Publication | Type |
|---|
Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
An approximation scheme for impulse control with random reaction periods
Operations Research Letters | 2019-02-22 | Paper |
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
Annals of Operations Research | 2018-06-13 | Paper |
The Kumaraswamy transmuted Pareto distribution
Journal of Statistical Distributions and Applications | 2018-01-18 | Paper |
Least squares estimators for stochastic differential equations driven by small Lévy noises
Stochastic Processes and their Applications | 2017-05-18 | Paper |
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
European Journal of Operational Research | 2016-10-07 | Paper |
A discontinuous mispricing model under asymmetric information
European Journal of Operational Research | 2016-10-06 | Paper |
A jump model for fads in asset prices under asymmetric information
European Journal of Operational Research | 2016-06-23 | Paper |
| Parameter estimation for Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy motions | 2016-01-04 | Paper |
A note on \(\gamma\)-radonifying and summing operators
Banach Center Publications | 2015-07-28 | Paper |
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
Electronic Journal of Statistics | 2013-05-29 | Paper |
Impulse control with random reaction periods: a central bank intervention problem
Operations Research Letters | 2013-03-05 | Paper |
Invariant measures for stochastic evolution equations in M-type 2 Banach spaces
Journal of Evolution Equations | 2012-06-02 | Paper |
Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions
Acta Mathematica Scientia. Series B. (English Edition) | 2010-07-08 | Paper |
Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
Statistics & Probability Letters | 2009-10-09 | Paper |
Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
Stochastic Processes and their Applications | 2009-07-29 | Paper |
On extending classical filtering equations
Statistics & Probability Letters | 2008-12-10 | Paper |
| Analyzing network traffic for malicious activity | 2007-10-24 | Paper |
| On the essential self-adjointness of perturbed Ornstein-Uhlenbeck operators on Hilbert spaces. | 2006-04-04 | Paper |
| scientific article; zbMATH DE number 5017100 (Why is no real title available?) | 2006-04-04 | Paper |
Markov chain approximations to filtering equations for reflecting diffusion processes.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
A NOTE ON THE ESSENTIAL SELF-ADJOINTNESS OF ORNSTEIN–UHLENBECK OPERATORS PERTURBED BY A DISSIPATIVE DRIFT AND A POTENTIAL
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2005-09-09 | Paper |
Convergence of Markov chain approximations to stochastic reaction-diffusion equations
The Annals of Applied Probability | 2003-05-06 | Paper |
Nonlinear filtering for diffusions in random environments
Journal of Theoretical Probability | 2003-04-27 | Paper |
On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise
Stochastic Analysis and Applications | 2003-03-25 | Paper |
Kolmogorov equations in Hilbert spaces with application to essential self-adjointness of symmetric diffusion operators
Osaka Journal of Mathematics | 2001-03-02 | Paper |
An approximation criterion for essential self-adjointness of Dirichlet operators on certain Banach spaces
Potential Analysis | 2001-02-18 | Paper |
Kato's inequality and essential self-adjointness of dirichlet operators on certain banach spaces
Stochastic Analysis and Applications | 2000-11-08 | Paper |
| scientific article; zbMATH DE number 1045654 (Why is no real title available?) | 2000-10-17 | Paper |
Necessary and sufficient conditions for the symmetrizability of dierential operators over innite dimensional state spaces
Forum Mathematicum | 2000-02-27 | Paper |
| scientific article; zbMATH DE number 1069310 (Why is no real title available?) | 1998-04-23 | Paper |
| scientific article; zbMATH DE number 733931 (Why is no real title available?) | 1995-06-18 | Paper |
The pathwise uniqueness of solution of non-Markovian stochastic differential equations with jumps in plane
Chinese Science Bulletin | 1995-03-19 | Paper |
| scientific article; zbMATH DE number 468839 (Why is no real title available?) | 1994-01-10 | Paper |
