| Publication | Date of Publication | Type |
|---|
Strong limit of processes constructed from a renewal process
Open Mathematics | 2024-09-26 | 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 |
Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
(available as arXiv preprint) | 2021-11-11 | 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 |
Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
Stochastic Processes and their Applications | 2020-09-02 | 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
(available as arXiv preprint) | 2020-02-14 | Paper |
Coinfection in a stochastic model for bacteriophage systems
Discrete and Continuous Dynamical Systems. Series B | 2019-10-10 | 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 |
An extension of bifractional Brownian motion
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 |
| scientific article; zbMATH DE number 6423126 (Why is no real title available?) | 2015-04-07 | 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 |
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Electronic Journal of Probability | 2011-09-09 | Paper |
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Electronic Journal of Probability | 2011-09-09 | Paper |
Weak approximation of fractional SDEs: the Donsker setting
Electronic Communications in Probability | 2011-09-09 | Paper |
Weak approximation of fractional SDEs: the Donsker setting
Electronic Communications in Probability | 2011-09-09 | Paper |
Approximation of the finite dimensional distributions of multiple fractional integrals
Journal of Mathematical Analysis and Applications | 2010-07-20 | Paper |
Weak convergence towards two independent Gaussian processes from a unique Poisson process
Collectanea Mathematica | 2010-05-25 | Paper |
Integration with respect to local time and Itô's formula for smooth nondegenerate martingales
Publicacions Matemàtiques | 2010-02-05 | 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 |
| Statistical models to study subtoxic concentrations for some standard mutagens in three colon cancer cell lines | 2009-11-16 | Paper |
| Statistical models to study subtoxic concentrations for some standard mutagens in three colon cancer cell lines | 2009-11-16 | Paper |
On the convergence to the multiple Wiener-Itô integral
Bulletin des Sciences Mathématiques | 2009-05-12 | Paper |
The law of a stochastic integral with two independent fractional Brownian motions
Boletín de la Sociedad Matemática Mexicana. Third Series | 2009-04-21 | Paper |
On Itô's formula for elliptic diffusion processes
Bernoulli | 2008-02-06 | Paper |
On Itô's formula for elliptic diffusion processes
Bernoulli | 2008-02-06 | Paper |
Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
Revista Matemática Iberoamericana | 2006-06-21 | Paper |
Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Convergence in law to the multiple fractional integral.
Stochastic Processes and their Applications | 2005-11-29 | 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?)
(available as arXiv preprint) | 2005-01-14 | Paper |
Weak convergence to the multiple Stratonovich integral.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
Statistics & Probability Letters | 2004-02-14 | 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 |
Onsager-Machlup functional for stochastic evolution equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-04-27 | Paper |
Asymptotic evaluation of the Poisson measures for tubes around jump curves
Applicationes Mathematicae | 2002-08-27 | Paper |
Estimation of the density of hypoelliptic diffusion processes with application to an extended Itô's formula
Journal of Theoretical Probability | 2002-04-07 | Paper |
Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
Statistics & Probability Letters | 2001-11-07 | Paper |
Weak approximation of the Brownian sheet from a Poisson process in the plane
Bernoulli | 2001-07-25 | Paper |
| scientific article; zbMATH DE number 1595034 (Why is no real title available?) | 2001-05-06 | Paper |
An extension of Itô's formula for elliptic diffusion processes
Stochastic Processes and their Applications | 1999-01-14 | Paper |
