| Publication | Date of Publication | Type |
|---|
Rudin's extension theorems and exponential convexity for matrix- and function-valued positive semidefinite functions
Computational and Applied Mathematics | 2024-11-12 | Paper |
Stochastic transmission in epidemiological models
Journal of Mathematical Biology | 2024-02-20 | Paper |
Matrix bispectrality and noncommutative algebras: beyond the prolate spheroidals
L'Enseignement Mathématique. 2e Série | 2023-08-09 | Paper |
Conditional quantiles: an operator-theoretical approach
Bernoulli | 2023-06-02 | Paper |
Recovering the fragmentation rate in the growth-fragmentation equation
Inverse Problems | 2022-12-20 | Paper |
The role of self-loops and link removal in evolutionary games on networks
Mathematical Biosciences and Engineering | 2022-08-03 | Paper |
Matrix bispectrality of full rank one algebras
Physica D | 2022-06-27 | Paper |
| scientific article; zbMATH DE number 7483778 (Why is no real title available?) | 2022-03-03 | Paper |
| Noncommutative Bispectral Algebras and their Presentations | 2022-02-15 | Paper |
Matrix Bispectrality of Full Rank One Algebras
(available as arXiv preprint) | 2021-08-16 | Paper |
The calibration of stochastic local-volatility models: an inverse problem perspective
Computers & Mathematics with Applications | 2020-10-02 | Paper |
A splitting strategy for the calibration of jump-diffusion models
Finance and Stochastics | 2020-08-03 | Paper |
A policy iteration algorithm for nonzero-sum stochastic impulse games
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Quantifying the survival uncertainty of Wolbachia-infected mosquitoes in a spatial model
Mathematical Biosciences and Engineering | 2019-02-01 | Paper |
A pairs trading strategy based on linear state space models and the Kalman filter
Quantitative Finance | 2018-11-13 | Paper |
Estimation of the HIV-1 infection rate and the basic reproductive ratio
Computational and Applied Mathematics | 2018-11-05 | Paper |
A liquidation risk adjustment for value at risk and expected shortfall
International Journal of Theoretical and Applied Finance | 2018-06-07 | Paper |
Goodness-of-fit test for stochastic volatility models
From Statistics to Mathematical Finance | 2018-03-29 | Paper |
A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations
SIAM Journal on Numerical Analysis | 2018-01-17 | Paper |
Data driven recovery of local volatility surfaces
Inverse Problems and Imaging | 2017-08-09 | Paper |
Nash and social welfare impact in an international trade model
Journal of Dynamics and Games | 2017-04-06 | Paper |
Convex regularization of local volatility estimation
International Journal of Theoretical and Applied Finance | 2017-03-30 | Paper |
Online local volatility calibration by convex regularization
Applicable Analysis and Discrete Mathematics | 2017-03-14 | Paper |
Locally linearized methods for the simulation of stochastic oscillators driven by random forces
BIT | 2017-03-02 | Paper |
Effective rough boundary parametrization for reaction-diffusion systems
Applicable Analysis and Discrete Mathematics | 2016-06-27 | Paper |
On the choice of the Tikhonov regularization parameter and the discretization level: a discrepancy-based strategy
Inverse Problems and Imaging | 2016-03-16 | Paper |
A singularly perturbed HIV model with treatment and antigenic variation
Mathematical Biosciences and Engineering | 2015-06-05 | Paper |
The tangential cone condition for the iterative calibration of local volatility surfaces
IMA Journal of Applied Mathematics | 2015-02-26 | Paper |
Multiscale stochastic volatility model for derivatives on futures
International Journal of Theoretical and Applied Finance | 2015-01-21 | Paper |
Strategic investment decisions under fast mean-reversion stochastic volatility
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
On the dynamics of certain models describing the HIV infection
Dynamics, Games and Science I | 2012-09-05 | Paper |
Convex regularization of local volatility models from option prices: convergence analysis and rates
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-04 | Paper |
A structured population model of cell differentiation
SIAM Journal on Applied Mathematics | 2012-03-16 | Paper |
Global stability for a class of virus models with cytotoxic T Lymphocyte immune response and antigenic variation
Bulletin of Mathematical Biology | 2011-11-04 | Paper |
Homogenization of multi-spieces reaction-diffusion systems in domains with rough boundaries
AIP Conference Proceedings | 2010-01-22 | Paper |
| On the Calibration of a Size-Structured Population Model from Experimental Data | 2009-09-02 | Paper |
Towards a generalization of Dupire's equation for several assets
Journal of Mathematical Analysis and Applications | 2009-05-19 | Paper |
Numerical solution of an inverse problem in size-structured population dynamics
Inverse Problems | 2009-05-05 | Paper |
Bi-Hamiltonian aspects of a matrix Harry Dym hierarchy
Journal of Mathematical Physics | 2009-01-23 | Paper |
Iterative regularization methods for a discrete inverse problem in MRI
(available as arXiv preprint) | 2008-12-11 | Paper |
On the Inverse Problem for Scattering of Electromagnetic Radiation by a Periodic Structure
Studies in Applied Mathematics | 2008-09-01 | Paper |
ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS
International Journal of Theoretical and Applied Finance | 2008-05-20 | Paper |
Mathematical modelling and parameter estimation of the Serra da Mesa basin
Mathematical and Computer Modelling | 2008-05-05 | Paper |
Mathematical methods and modeling of biophysical phenomena
Mathematical and Computer Modelling | 2008-05-05 | Paper |
Inverse problems for semiconductors: models and methods
(available as arXiv preprint) | 2007-07-23 | Paper |
On the inverse problem for a size-structured population model
Inverse Problems | 2007-07-02 | Paper |
| The Hilbert 3/2 Structure and Weil-Petersson Metric on the Space of the Diffeomorphisms of the Circle Modulo Conformal Maps | 2007-05-22 | Paper |
On inverse doping profile problems for the stationary voltage–current map
(available as arXiv preprint) | 2006-07-13 | Paper |
Huygens' principle for hyperbolic operators and integrable hierarchies
Physica D | 2006-06-09 | Paper |
Huygens' principle, Dirac operators, and rational solutions of the AKNS hierarchy
Mathematical Physics, Analysis and Geometry | 2006-05-02 | Paper |
| scientific article; zbMATH DE number 2211751 (Why is no real title available?) | 2005-10-04 | Paper |
| scientific article; zbMATH DE number 2144575 (Why is no real title available?) | 2005-03-14 | Paper |
Three-dimensional reconstruction by Chahine s method from electron microscopic projections corrupted by instrumental aberrations
Inverse Problems | 2004-06-10 | Paper |
Tangent Graeffe iteration
Numerische Mathematik | 2002-09-29 | Paper |
On the geometry of Graeffe iteration
Journal of Complexity | 2002-09-29 | Paper |
Convexity for the diffuse tomography model
Inverse Problems | 2002-07-22 | Paper |
Bundle bispectrality for matrix differential equations.
Integral Equations and Operator Theory | 2002-03-11 | Paper |
On Huygens' Principle for Dirac Operators and Nonlinear Evolution Equations
Journal of Nonlinear Mathematical Physics | 2002-01-17 | Paper |
| On the Bi-Hamiltonian Theory for the Harry Dym Equation | 2001-12-17 | Paper |
Geodesic flows on diffeomorphisms of the circle, Grassmannians, and the geometry of the periodic KdV equation
Advances in Theoretical and Mathematical Physics | 2001-04-05 | Paper |
| scientific article; zbMATH DE number 1523099 (Why is no real title available?) | 2001-03-06 | Paper |
An elementary approach to the polynomial \(\tau\)-functions of the KP-hierarchy
Theoretical and Mathematical Physics | 2000-11-23 | Paper |
Rational solutions of the master symmetries of the KdV equation
Communications in Mathematical Physics | 2000-10-08 | Paper |
A bi-Hamiltonian theory for stationary KdV flows and their separability
Regular and Chaotic Dynamics | 2000-08-30 | Paper |
| scientific article; zbMATH DE number 1149962 (Why is no real title available?) | 2000-08-28 | Paper |
| scientific article; zbMATH DE number 1382007 (Why is no real title available?) | 2000-01-03 | Paper |
| scientific article; zbMATH DE number 1382091 (Why is no real title available?) | 2000-01-03 | Paper |
| scientific article; zbMATH DE number 1229673 (Why is no real title available?) | 1999-09-02 | Paper |
A fast and stable algorithm for splitting polynomials
Computers & Mathematics with Applications | 1999-06-03 | Paper |
On the geometry of Darboux transformations for the KP hierarchy and its connection with the discrete KP hierarchy
Communications in Mathematical Physics | 1998-02-25 | Paper |
Bi-Hamiltonian formalism and the Darboux - Crum method: I. From the KP to the mKP hierarchy
Inverse Problems | 1997-08-03 | Paper |
| scientific article; zbMATH DE number 418824 (Why is no real title available?) | 1993-09-22 | Paper |
On a zero curvature problem related to the ZS–AKNS operator
Journal of Mathematical Physics | 1993-04-01 | Paper |
On the polynomial \(\tau\)-functions for the KP hierarchy and the bispectral property
Letters in Mathematical Physics | 1992-09-27 | Paper |
Diffuse tomography: computational aspects of the isotropic case
Inverse Problems | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 67102 (Why is no real title available?) | 1992-09-27 | Paper |
Rational solutions of nonlinear evolution equations, vertex operators, and bispectrality
Journal of Differential Equations | 1992-08-13 | Paper |
Differential equations in the spectral parameter, Darboux transformations and a hierarchy of master symmetries for KdV
Communications in Mathematical Physics | 1992-06-27 | Paper |
Differential equations in the spectral parameter for matrix differential operators
Physica D | 1990-01-01 | Paper |
Recovering the Fragmentation Rate in the Growth-Fragmentation Equation
(available as arXiv preprint) | N/A | Paper |
