| Publication | Date of Publication | Type |
|---|
Pathwise regularization by noise for semilinear SPDEs driven by a multiplicative cylindrical Brownian motion
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2025-05-07 | Paper |
Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-07-12 | Paper |
Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-01-16 | Paper |
Distribution dependent SDEs driven by additive fractional Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2023-12-02 | Paper |
| Pathwise regularization by noise for semilinear SPDEs driven by a multiplicative cylindrical Brownian motion | 2023-11-01 | Paper |
| A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets | 2023-07-21 | Paper |
Dynamic spending and portfolio decisions with a soft social norm
Journal of Economic Dynamics and Control | 2023-07-06 | Paper |
Pathwise regularisation of singular interacting particle systems and their mean field limits
Stochastic Processes and their Applications | 2023-04-24 | Paper |
Volterra equations driven by rough signals 2: Higher-order expansions
Stochastics and Dynamics | 2023-04-13 | Paper |
Girsanov theorem for multifractional Brownian processes
Stochastics | 2022-12-08 | Paper |
Regularization of multiplicative SDEs through additive noise
The Annals of Applied Probability | 2022-10-31 | Paper |
Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
Journal of Theoretical Probability | 2022-09-29 | Paper |
Differential equations driven by variable order Hölder noise and the regularizing effect of delay
Stochastics | 2022-07-05 | Paper |
| Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation | 2022-06-10 | Paper |
Distribution dependent SDEs driven by additive continuous noise
Electronic Journal of Probability | 2022-03-30 | Paper |
\(C^{\infty}\)-regularization of ODEs perturbed by noise
Stochastics and Dynamics | 2022-01-12 | Paper |
An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-12-27 | Paper |
Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --
Electronic Journal of Probability | 2021-11-11 | Paper |
Log-Modulated Rough Stochastic Volatility Models
SIAM Journal on Financial Mathematics | 2021-11-05 | Paper |
Volterra equations driven by rough signals
Stochastic Processes and their Applications | 2021-11-03 | Paper |
Self-exciting multifractional processes
Journal of Applied Probability | 2021-03-03 | Paper |
Volterra equations driven by rough signals 2: higher order expansions
(available as arXiv preprint) | 2021-02-19 | Paper |
Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits
(available as arXiv preprint) | 2020-10-29 | Paper |
Regularization of multiplicative SDEs through additive noise
(available as arXiv preprint) | 2020-08-05 | Paper |
Regularity of Local times associated to Volterra-L\'evy processes and path-wise regularization of stochastic differential equations
(available as arXiv preprint) | 2020-07-02 | Paper |
