| Publication | Date of Publication | Type |
|---|
| Regularity and asymptotics of densities of inverse subordinators | 2025-01-08 | Paper |
| Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift | 2024-12-05 | Paper |
| Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model | 2024-08-01 | Paper |
| On the uniform ergodicity rate of a fractional Ehrenfest urn model | 2024-07-01 | Paper |
| A matrix Harnack inequality for semilinear heat equations | 2024-03-14 | Paper |
| Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach | 2024-01-23 | Paper |
| Mean-Field Sparse Optimal Control of Systems with Additive White Noise | 2023-11-13 | Paper |
| Stability of ground state eigenvalues of non-local Schrödinger operators with respect to potentials and applications | 2023-08-07 | Paper |
| Fractional deterministic and stochastic calculus | 2023-08-01 | Paper |
| Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach | 2023-04-27 | Paper |
| Foreign exchange options on Heston-CIR model under L\'{e}vy process framework | 2022-08-08 | Paper |
| On a stochastic neuronal model integrating correlated inputs | 2022-08-03 | Paper |
| The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process | 2022-08-03 | Paper |
| A sojourn-based approach to semi-Markov reinforcement learning | 2022-06-29 | Paper |
| Non-local solvable birth-death processes | 2022-05-04 | Paper |
| Non-local heat equation with moving boundary and curve-crossing of delayed Brownian motion | 2022-03-18 | Paper |
| Potentials for non-local Schrödinger operators with zero eigenvalues | 2022-03-04 | Paper |
| A spherical rearrangement proof of the stability of a Riesz-type inequality and an application to an isoperimetric type problem | 2022-01-31 | Paper |
| Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications | 2021-11-09 | Paper |
| Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach | 2021-10-08 | Paper |
| Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes | 2021-09-29 | Paper |
| Atomic decomposition of finite signed measures on compacts of \(\mathbb{R}^n\) | 2021-09-15 | Paper |
| On the transient behaviour of fractional \(M/M/\infty\) queues | 2021-08-30 | Paper |
| Bulk behaviour of ground states for relativistic Schr\"odinger operators with compactly supported potentials | 2021-07-24 | Paper |
| Time-non-local Pearson diffusions | 2021-06-22 | Paper |
| Abstract Cauchy problems for the generalized fractional calculus | 2021-06-14 | Paper |
| The orthotropic \(p\)-Laplace eigenvalue problem of Steklov type as \(p\rightarrow+\infty\) | 2021-06-14 | Paper |
| On the exit time from open sets of some semi-Markov processes | 2021-03-18 | Paper |
| Fractional immigration-death processes | 2021-02-25 | Paper |
| An optimal Gauss-Markov approximation for a process with stochastic drift and applications | 2021-02-18 | Paper |
| o-O structure of some rearrangement invariant Banach function spaces | 2020-11-05 | Paper |
| Time-changed fractional Ornstein-Uhlenbeck process | 2020-08-31 | Paper |
| Duality and distance formulas in Lipschitz-Hölder spaces | 2020-08-17 | Paper |
| Fractional Erlang queues | 2020-04-29 | Paper |
| A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution | 2020-04-21 | Paper |
| Orlicz spaces with a \(o\)-\(O\) type structure | 2020-01-03 | Paper |
| Duality and distance formulas in Lipschitz-H\"older spaces | 2019-12-11 | Paper |
| Fractional queues with catastrophes and their transient behaviour | 2018-12-18 | Paper |
| Regularity and asymptotics of densities of inverse subordinators | N/A | Paper |
| On the ergodicity of a three-factor CIR model | N/A | Paper |
| Time changed spherical Brownian motions with longitudinal drifts | N/A | Paper |
| Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift | N/A | Paper |
