| Publication | Date of Publication | Type |
|---|
Strong limit of processes constructed from a renewal process
Open Mathematics | 2024-09-26 | Paper |
Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion
| 2023-02-07 | Paper |
Strong limit of processes constructed from a renewal proces
| 2022-12-10 | Paper |
A stochastic epidemic model of COVID-19 disease
AIMS Mathematics | 2022-04-27 | Paper |
Rate of convergence of uniform transport processes to a Brownian sheet
Open Mathematics | 2021-11-29 | Paper |
Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
| 2021-11-11 | Paper |
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
Publicacions Matemàtiques | 2021-10-01 | Paper |
Convergence of delay equations driven by a Hölder continuous function of order \(1/3<\beta<1/2\)
| 2020-09-07 | Paper |
Strong approximations of Brownian sheet by uniform transport processes
Collectanea Mathematica | 2020-04-22 | Paper |
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
| 2020-02-14 | Paper |
Coinfection in a stochastic model for bacteriophage systems
Discrete and Continuous Dynamical Systems. Series B | 2019-10-10 | Paper |
On a stochastic epidemic SEIHR model and its diffusion approximation
Test | 2018-02-01 | Paper |
Stochastic epidemic SEIRS models with a constant latency period
Mediterranean Journal of Mathematics | 2017-11-08 | Paper |
The complex Brownian motion as a strong limit of processes constructed from a Poisson process
Journal of Mathematical Analysis and Applications | 2016-07-29 | Paper |
A model of continuous time polymer on the lattice
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Approximations of a complex Brownian motion by processes constructed from a Lévy process
Mediterranean Journal of Mathematics | 2016-02-29 | Paper |
Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
Potential Analysis | 2014-07-31 | Paper |
Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
Journal of Evolution Equations | 2013-09-20 | Paper |
A \(d\)-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process
Lithuanian Mathematical Journal | 2013-08-08 | Paper |
An analysis of a stochastic model for bacteriophage systems
Mathematical Biosciences | 2013-01-30 | Paper |
Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
Stochastics and Dynamics | 2012-12-07 | Paper |
Convergence of delay differential equations driven by fractional Brownian motion
Journal of Evolution Equations | 2012-06-02 | Paper |
Delay equations with non-negativity constraints driven by a H\"older continuous function of order \beta in (1/3,1/2)
| 2012-05-17 | Paper |
Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion
Bernoulli | 2012-03-29 | Paper |
Weak approximation of fractional SDEs: the Donsker setting
Electronic Communications in Probability | 2011-09-09 | Paper |
The Sherrington Kirkpatrick model with ferromagnetic interaction
Rocky Mountain Journal of Mathematics | 2010-12-21 | Paper |
Integration with respect to local time and Itô's formula for smooth nondegenerate martingales
Publicacions Matemàtiques | 2010-02-05 | Paper |
Weak approximation of a fractional SDE
Stochastic Processes and their Applications | 2010-01-15 | Paper |
Iterated logarithm law for anticipating stochastic differential equations
Journal of Theoretical Probability | 2008-08-21 | Paper |
On Itô's formula for elliptic diffusion processes
Bernoulli | 2008-02-06 | Paper |
A diluted version of the perceptron model
Stochastic Processes and their Applications | 2007-12-17 | Paper |
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
Bernoulli | 2006-11-06 | Paper |
Asymptotic behavior of the magnetization for the perceptron model.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-05-18 | Paper |
On the Brownian-directed polymer in a Gaussian random environment
Journal of Functional Analysis | 2005-06-01 | Paper |
The \(p\)-spin interaction model with external field
Potential Analysis | 2005-01-17 | Paper |
scientific article; zbMATH DE number 2127960 (Why is no real title available?)
| 2005-01-14 | Paper |
On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Probabilistic models for vortex filaments based on fractional Brownian motion.
The Annals of Probability | 2004-07-01 | Paper |
Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
Stochastic Analysis and Applications | 2003-10-28 | Paper |
Onsager-Machlup functional for stochastic evolution equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-04-27 | Paper |
scientific article; zbMATH DE number 1867933 (Why is no real title available?)
| 2003-02-12 | Paper |
Asymptotic evaluation of the Poisson measures for tubes around jump curves
Applicationes Mathematicae | 2002-08-27 | Paper |
Stochastic volterra equations in the plane: smoothness of the law
Stochastic Analysis and Applications | 2002-08-14 | Paper |
Large deviations for stochastic Volterra equations in the plane
Potential Analysis | 2002-04-02 | Paper |
Sharp large deviation estimates for the stochastic heat equation
Potential Analysis | 2002-01-22 | Paper |
scientific article; zbMATH DE number 1595039 (Why is no real title available?)
| 2001-12-10 | Paper |
Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
Statistics \& Probability Letters | 2001-11-07 | Paper |
Stochastic delay equations with hereditary drift: Estimates of the density
Journal of Functional Analysis | 2001-10-06 | Paper |
Sharp large deviation estimates for a certain class of sets on the Wiener space
Bulletin des Sciences Mathématiques | 2001-09-02 | Paper |
Large deviations for stochastic Volterra equations
Bernoulli | 2001-04-22 | Paper |
Sharp Laplace Asymptotics For a Parabolic SPDE
Stochastics and Stochastic Reports | 2001-03-18 | Paper |
On stochastic partial differential equations with polynomial nonlinearities
Stochastics and Stochastic Reports | 2000-09-24 | Paper |
scientific article; zbMATH DE number 1121870 (Why is no real title available?)
| 1998-02-25 | Paper |
The law of the solution to a nonlinear hyperbolic SPDE
Journal of Theoretical Probability | 1997-12-18 | Paper |
Anticipating stochastic differential equations: Regularity of the law
Journal of Functional Analysis | 1997-12-07 | Paper |
scientific article; zbMATH DE number 780716 (Why is no real title available?)
| 1995-12-18 | Paper |
