| Publication | Date of Publication | Type |
|---|
SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
Stochastic Processes and their Applications | 2021-02-18 | Paper |
SPDEs with fractional noise in space: continuity in law with respect to the Hurst index
Bernoulli | 2019-12-05 | Paper |
SPDEs with fractional noise in space: continuity in law with respect to the Hurst index
Bernoulli | 2019-12-05 | Paper |
Intermittency for the hyperbolic Anderson model with rough noise in space
Stochastic Processes and their Applications | 2017-06-22 | Paper |
SPDEs with rough noise in space: Hölder continuity of the solution
Statistics & Probability Letters | 2016-10-31 | Paper |
SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
Electronic Journal of Probability | 2015-08-07 | Paper |
On the norming constants for normal maxima
Journal of Mathematical Analysis and Applications | 2014-10-07 | Paper |
The Stratonovich heat equation: a continuity result and weak approximations
Electronic Journal of Probability | 2014-01-17 | Paper |
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
The Annals of Probability | 2013-10-17 | Paper |
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
The Annals of Probability | 2013-10-17 | Paper |
| Mandelbrot and randomness | 2013-05-22 | Paper |
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Electronic Journal of Probability | 2011-09-09 | Paper |
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Electronic Journal of Probability | 2011-09-09 | Paper |
Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
The Annals of Probability | 2010-11-18 | Paper |
Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion
Stochastic Processes and their Applications | 2010-08-18 | Paper |
Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion
Statistics & Probability Letters | 2010-04-01 | Paper |
The Wiener integral with respect to second order processes with stationary increments
Journal of Mathematical Analysis and Applications | 2010-03-29 | Paper |
On the convergence to the multiple Wiener-Itô integral
Bulletin des Sciences Mathématiques | 2009-05-12 | Paper |
Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
Journal of Theoretical Probability | 2007-08-20 | Paper |
Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
Stochastic Processes and their Applications | 2007-08-20 | Paper |
On the Wiener integral with respect to the fractional Brownian motion on an interval
Journal of Mathematical Analysis and Applications | 2007-05-04 | Paper |
On a multiple Stratonovich-type integral for some Gaussian processes
Journal of Theoretical Probability | 2006-10-31 | Paper |
Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Convergence in law to the multiple fractional integral.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Weak convergence to the multiple Stratonovich integral.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
Statistics & Probability Letters | 2004-02-14 | Paper |
Estimation of the density of hypoelliptic diffusion processes with application to an extended Itô's formula
Journal of Theoretical Probability | 2002-04-07 | Paper |
On a ogawa–type integral with application to the fractional brownian motion
Stochastic Analysis and Applications | 2002-03-14 | Paper |
Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
Statistics & Probability Letters | 2001-11-07 | Paper |
Weak approximation for a class of Gaussian processes
Journal of Applied Probability | 2001-09-11 | Paper |
Weak approximation of the Brownian sheet from a Poisson process in the plane
Bernoulli | 2001-07-25 | Paper |
A Hu-Meyer Formula For Generalized Multiple Anticipating Integrals
Stochastics and Stochastic Reports | 2000-11-06 | Paper |
An extension of Itô's formula for elliptic diffusion processes
Stochastic Processes and their Applications | 1999-01-14 | Paper |
| scientific article; zbMATH DE number 780879 (Why is no real title available?) | 1996-01-15 | Paper |
Integrator properties of the skorohod integral
Stochastics and Stochastic Reports | 1993-02-04 | Paper |
| scientific article; zbMATH DE number 4184536 (Why is no real title available?) | 1990-01-01 | Paper |
On compact Itô's formulas for martingales of \(m_ c^ 4\)
Publicacions Matemàtiques | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4067957 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4067957 (Why is no real title available?) | 1988-01-01 | Paper |
