Leila Setayeshgar

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Importance sampling for rainbow option pricing Stochastic Systems	2026-08-05	Paper
Uniform large deviations for a class of stochastic reaction-diffusion equations on the real line with super-linear drifts driven by multiplicative space-time white noise ALEA. Latin American Journal of Probability and Mathematical Statistics	2026-05-29	Paper
Large deviations for a stochastic Burgers' equation Communications on Stochastic Analysis	2025-09-25	Paper
Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations in any space dimension ALEA. Latin American Journal of Probability and Mathematical Statistics	2025-03-25	Paper
Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension Potential Analysis	2023-01-31	Paper
Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet SN Partial Differential Equations and Applications	2022-12-20	Paper
Large deviations for a class of parabolic semilinear stochastic partial differential equations in any space dimension (available as arXiv preprint)	2020-03-06	Paper
Large deviations for a class of semilinear stochastic partial differential equations Statistics & Probability Letters	2016-12-15	Paper
Large deviations for a class of semilinear stochastic partial differential equations Statistics & Probability Letters	2016-12-15	Paper
Efficient importance sampling schemes for a feed-forward network ACM Transactions on Modeling and Computer Simulation	2016-10-24	Paper
The large deviation principle for a stochastic Korteweg-de Vries equation with additive noise Markov Processes and Related Fields	2016-06-10	Paper
Large deviations for a feed-forward network Advances in Applied Probability	2011-07-22	Paper

Research outcomes over time

This page was built for person: Leila Setayeshgar