| Publication | Date of Publication | Type |
|---|
On the random generation of Butcher trees
(available as arXiv preprint) | N/A | Paper |
Mixing rates for linear operators under infinitely divisible measures on Banach spaces
Studia Mathematica | 2026-07-01 | Paper |
Probabilistic representation and classical solutions of wave equations with complex polynomial nonlinearities
(available as arXiv preprint) | 2026-06-17 | Paper |
Graph connectivity with fixed endpoints in the random-connection model
Probability in the Engineering and Informational Sciences | 2026-02-26 | Paper |
Gaussian fluctuations of generalized U-statistics and subgraph counting in the binomial random-connection model
Stochastic Processes and their Applications | 2025-12-09 | Paper |
Understanding Markov chains. Examples and applications (to appear)
Springer Undergraduate Mathematics Series | 2025-12-08 | Paper |
Probabilistic representation of ODE solutions with quantitative estimates
Journal of Mathematical Analysis and Applications | 2025-12-04 | Paper |
Normal to Poisson phase transition for subgraph counting in the random-connection model
Electronic Journal of Probability | 2025-11-24 | Paper |
The Malliavin-Stein method for normal random walks with dependent increments
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Stochastic dynamics of determinantal processes by integration by parts
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Hedging in bond markets by the Clark-Ocone formula
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Semilinear fractional elliptic PDEs with gradient and nonlinearities on open balls: existence of solutions and probabilistic representation
Probability and Mathematical Statistics | 2025-04-02 | Paper |
Asymptotic analysis of k-hop connectivity in the 1D unit disk random graph model
Methodology and Computing in Applied Probability | 2025-01-07 | Paper |
Normal approximation of subgraph counts in the random-connection model
Bernoulli | 2024-08-20 | Paper |
Normal approximation of compound Hawkes functionals
Journal of Theoretical Probability | 2024-04-02 | Paper |
A deep branching solver for fully nonlinear partial differential equations
Journal of Computational Physics | 2024-03-14 | Paper |
Mixing of linear operators under infinitely divisible measures on Banach spaces
Journal of Mathematical Analysis and Applications | 2024-03-06 | Paper |
| Graph connectivity with fixed endpoints in the random-connection model | 2023-12-19 | Paper |
A <i>q</i> -binomial extension of the CRR asset pricing model
Stochastic Models | 2023-11-23 | Paper |
Combinatorics of Poisson Stochastic Integrals with Random Integrands
Stochastic Analysis for Poisson Point Processes | 2023-11-17 | Paper |
Determinantal Point Processes
Stochastic Analysis for Poisson Point Processes | 2023-11-17 | Paper |
Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees
Japan Journal of Industrial and Applied Mathematics | 2023-10-13 | Paper |
Numerical Solution of the Incompressible Navier-Stokes Equation by a Deep Branching Algorithm
Communications in Computational Physics | 2023-09-15 | Paper |
Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
Communications on Pure and Applied Analysis | 2023-08-22 | Paper |
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations
SN Partial Differential Equations and Applications | 2023-08-14 | Paper |
| Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation | 2023-06-19 | Paper |
A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders
Journal of Evolution Equations | 2023-03-15 | Paper |
| Normal approximation of subgraph counts in the random-connection model | 2023-01-28 | Paper |
Moments of Markovian growth–collapse processes
Advances in Applied Probability | 2022-12-13 | Paper |
| Wasserstein distance estimates for jump-diffusion processes | 2022-12-09 | Paper |
| Invariance of Poisson point processes by moment identities with statistical applications | 2022-12-01 | Paper |
Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
BIT | 2022-11-22 | Paper |
| Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants | 2022-10-27 | Paper |
\( G\)-expectation approach to stochastic ordering
Frontiers of Mathematical Finance | 2022-10-19 | Paper |
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
Stochastic and Partial Differential Equations. Analysis and Computations | 2022-07-26 | Paper |
Normal approximation for generalized \(U\)-statistics and weighted random graphs
Stochastics | 2022-07-08 | Paper |
Berry-Esseen bounds for functionals of independent random variables
Electronic Journal of Probability | 2022-06-27 | Paper |
| Asymptotic analysis of k-hop connectivity in the 1D unit disk random graph model | 2022-03-28 | Paper |
Characterization of stochastic equilibrium controls by the Malliavin calculus
Stochastics and Dynamics | 2022-03-18 | Paper |
A constructive approach to existence of equilibria in time-inconsistent stochastic control problems
SIAM Journal on Control and Optimization | 2022-03-18 | Paper |
Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus
Potential Analysis | 2022-01-26 | Paper |
A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders
(available as arXiv preprint) | 2022-01-11 | Paper |
Recursive computation of the Hawkes cumulants
Statistics & Probability Letters | 2021-11-12 | Paper |
Computation of coverage probabilities in a spherical germ-grain model
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Analytic bond pricing for short rate dynamics evolving on matrix Lie groups
Quantitative Finance | 2021-07-16 | Paper |
Stochastic ordering by \(g\)-expectations
Probability, Uncertainty and Quantitative Risk | 2021-07-06 | Paper |
Cardinality estimation for random stopping sets based on Poisson point processes
ESAIM: Probability and Statistics | 2021-06-01 | Paper |
| Connectivity of 1d random geometric graphs | 2021-05-17 | Paper |
Stochastic SIR Lévy jump model with heavy-tailed increments
Journal of Nonlinear Science | 2021-04-29 | Paper |
| Surface measures and related functional inequalities on configuration spaces | 2021-03-21 | Paper |
Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions
Biological Cybernetics | 2021-02-12 | Paper |
Second-order multi-object filtering with target interaction using determinantal point processes
MCSS. Mathematics of Control, Signals, and Systems | 2021-02-09 | Paper |
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing
Advanced Series on Statistical Science & Applied Probability | 2021-01-09 | Paper |
Integrability and regularity of the flow of stochastic differential equations with jumps
Theory of Probability & Its Applications | 2020-04-28 | Paper |
Cournot games with limited demand: from multiple equilibria to stochastic equilibrium
Applied Mathematics and Optimization | 2020-02-25 | Paper |
Bounds in total variation distance for discrete-time processes on the sequence space
Potential Analysis | 2020-02-20 | Paper |
Moments of k-hop counts in the random-connection model
Journal of Applied Probability | 2019-12-17 | Paper |
Functional inequalities for marked point processes
Electronic Journal of Probability | 2019-12-12 | Paper |
Functional inequalities for marked point processes
Electronic Journal of Probability | 2019-12-12 | Paper |
Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting
Bernoulli | 2019-12-05 | Paper |
Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting
Bernoulli | 2019-12-05 | Paper |
Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Third cumulant Stein approximation for Poisson stochastic integrals
Journal of Theoretical Probability | 2019-07-18 | Paper |
| scientific article; zbMATH DE number 7047643 (Why is no real title available?) | 2019-04-24 | Paper |
Risk-neutral hedging of interest rate derivatives
Risk and Decision Analysis | 2019-03-12 | Paper |
A stochastic newsvendor game with dynamic retail prices
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
Pricing CIR yield options by conditional moment matching
Asia-Pacific Financial Markets | 2018-12-03 | Paper |
Variance-GGC asset price models and their sensitivity analysis
Springer Proceedings in Mathematics & Statistics | 2018-11-30 | Paper |
Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions
(available as arXiv preprint) | 2018-10-30 | Paper |
| Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions | 2018-10-30 | Paper |
Understanding Markov chains. Examples and applications
Springer Undergraduate Mathematics Series | 2018-06-29 | Paper |
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
ASTIN Bulletin | 2018-06-05 | Paper |
Stein approximation for functionals of independent random sequences
Electronic Journal of Probability | 2018-05-15 | Paper |
Stein approximation for functionals of independent random sequences
Electronic Journal of Probability | 2018-05-15 | Paper |
Extended Mellin integral representations for the absolute value of the gamma function
Analysis (München) | 2018-04-13 | Paper |
Conditional Stein approximation for Itô and Skorohod integrals
Statistics & Probability Letters | 2017-10-06 | Paper |
Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales
Lecture Notes in Mathematics | 2017-06-22 | Paper |
Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals
Taiwanese Journal of Mathematics | 2017-03-09 | Paper |
Poisson sphere counting processes with random radii
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
De Rham-Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2016-08-08 | Paper |
Mixing of Poisson random measures under interacting transformations
Stochastics | 2016-05-04 | Paper |
Large deviations for Bernstein bridges
Stochastic Processes and their Applications | 2016-04-04 | Paper |
Clark-Ocone formula by the S-transform on the Poisson white noise space
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Covariance identities and mixing of random transformations on the Wiener space
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Conditionally Gaussian stochastic integrals
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2016-03-02 | Paper |
Laplace transform identities for the volume of stopping sets based on Poisson point processes
Advances in Applied Probability | 2016-02-12 | Paper |
| Convex comparison inequalities for exponential jump-diffusion processes | 2016-01-04 | Paper |
| Supermodular ordering of binomial, Poisson and Gaussian random vectors by tree-based correlations | 2015-12-30 | Paper |
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model
Applied Mathematics Letters | 2015-12-28 | Paper |
| Probability on Real Lie Algebras | 2015-12-21 | Paper |
Blowup estimates for a family of semilinear SPDEs with time-dependent coefficients
Differential Equations & Applications | 2015-12-04 | Paper |
Closed form modeling of evolutionary rates by exponential Brownian functionals
Journal of Mathematical Biology | 2015-11-20 | Paper |
Gaussian estimates for the solutions of some one-dimensional stochastic equations
Potential Analysis | 2015-09-02 | Paper |
| The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes | 2015-08-25 | Paper |
Stein approximation for Itô and Skorohod integrals by Edgeworth type expansions
Electronic Communications in Probability | 2015-08-17 | Paper |
Measure invariance on the Lie-Wiener path space
Springer Proceedings in Mathematics & Statistics | 2015-07-02 | Paper |
Stochastic deformation of integrable dynamical systems and random time symmetry
Journal of Mathematical Physics | 2015-05-27 | Paper |
Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
Journal of Theoretical Probability | 2015-05-26 | Paper |
Supermodular ordering of Poisson arrays
Statistics & Probability Letters | 2015-03-24 | Paper |
Infinite divisibility of interpolated gamma powers
Journal of Mathematical Analysis and Applications | 2015-02-24 | Paper |
Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation
(available as arXiv preprint) | 2015-01-26 | Paper |
| On the integral representations of $|\Gamma (z)|^2$ and its Fourier transform | 2014-10-19 | Paper |
Factorial moments of point processes
Stochastic Processes and their Applications | 2014-09-04 | Paper |
| scientific article; zbMATH DE number 6304887 (Why is no real title available?) | 2014-06-17 | Paper |
