| Publication | Date of Publication | Type |
|---|
| On Lamperti transformation and AR(1) type characterisations of discrete random fields | 2024-11-06 | Paper |
| On the existence and regularity of local times | 2024-10-07 | Paper |
| On extreme quantile region estimation under heavy-tailed elliptical distributions | 2024-05-13 | Paper |
| On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands | 2024-04-02 | Paper |
| Long-range dependent completely correlated mixed fractional Brownian motion | 2024-03-04 | Paper |
| Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients | 2024-01-16 | Paper |
| Transfer principle for fractional Ornstein-Uhlenbeck processes | 2023-11-01 | Paper |
| Geometric characterization of the Eyring-Kramers formula | 2023-10-25 | Paper |
| Stochastic differential equations with discontinuous diffusion coefficients | 2023-10-12 | Paper |
| Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes | 2023-07-07 | Paper |
| Optimizing high-dimensional stochastic forestry \textit{via} reinforcement learning | 2023-07-03 | Paper |
| Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times | 2023-05-08 | Paper |
| Necessary and sufficient conditions for continuity of hypercontractive processes and fields | 2023-01-30 | Paper |
| On Lamperti transformation and characterisations of discrete random fields | 2023-01-04 | Paper |
| Note on asymptotic behavior of spatial sign autocovariance matrices | 2022-12-02 | Paper |
| On the existence and regularity of local times | 2022-11-02 | Paper |
| Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation | 2022-10-06 | Paper |
| Flexible transition probability model for assessing cost-effectiveness of breast cancer screening | 2022-09-02 | Paper |
| On optimal prediction of missing functional data with memory | 2022-08-21 | Paper |
| Sobolev regularity of occupation measures and paths, variability and compositions | 2022-06-27 | Paper |
| Quantitative normal approximations for the stochastic fractional heat equation | 2022-04-14 | Paper |
| Integrated shape-sensitive functional metrics | 2022-03-01 | Paper |
| Least-square estimators in linear regression models under negatively superadditive dependent random observations | 2022-01-25 | Paper |
| Modeling temporally uncorrelated components of complex-valued stationary processes | 2022-01-20 | Paper |
| Least square estimators in linear regression models under negatively superadditive dependent random observations | 2021-10-06 | Paper |
| On existence and uniqueness of the solution for stochastic partial differential equations | 2021-09-29 | Paper |
| Integrated shape-sensitive functional metrics | 2021-06-14 | Paper |
| Oscillating Gaussian processes | 2021-05-03 | Paper |
| A central limit theorem for the stochastic heat equation | 2021-02-18 | Paper |
| Integration-by-parts characterizations of Gaussian processes | 2021-02-17 | Paper |
| On the ARCH model with stationary liquidity | 2021-02-10 | Paper |
| Flexible integrated functional depths | 2020-12-07 | Paper |
| Gaussian fluctuations for the stochastic heat equation with colored noise | 2020-08-26 | Paper |
| Local times and sample path properties of the Rosenblatt process | 2020-05-08 | Paper |
| Volatility estimation in fractional Ornstein-Uhlenbeck models | 2020-04-22 | Paper |
| Latent Model Extreme Value Index Estimation | 2020-03-23 | Paper |
| Prediction law of mixed Gaussian Volterra processes | 2020-01-20 | Paper |
| Limit theorems for quadratic variations of the Lei-Nualart process | 2019-10-17 | Paper |
| Note on AR(1)-characterisation of stationary processes and model fitting | 2019-10-08 | Paper |
| Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes | 2019-09-19 | Paper |
| Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law | 2019-08-21 | Paper |
| Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences | 2019-06-11 | Paper |
| On the regularity of complex multiplicative chaos | 2019-05-28 | Paper |
| Stochastic differential equations with noise perturbations and Wong-Zakai approximation of fractional Brownian motion | 2019-05-19 | Paper |
| On generalized ARCH model with stationary liquidity | 2018-06-22 | Paper |
| CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS | 2018-04-11 | Paper |
| On model Fitting and estimation of strictly stationary processes | 2018-02-15 | Paper |
| Prediction law of fractional Brownian motion | 2017-12-22 | Paper |
| Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean | 2017-11-01 | Paper |
| On modeling weakly stationary processes | 2017-07-29 | Paper |
| A general non-existence result for linear BSDEs driven by Gaussian processes | 2017-03-20 | Paper |
| Stochastic analysis of Gaussian processes via Fredholm representation | 2017-02-07 | Paper |
| Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model | 2016-11-15 | Paper |
| Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions | 2016-11-15 | Paper |
| Pathwise integrals and Itô-Tanaka formula for Gaussian processes | 2016-06-27 | Paper |
| Representation of stationary and stationary increment processes via Langevin equation and self-similar processes | 2016-05-20 | Paper |
| Adapted integral representations of random variables | 2016-05-02 | Paper |
| Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise | 2016-03-01 | Paper |
| Integral representation of random variables with respect to Gaussian processes | 2016-02-22 | Paper |
| Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind | 2015-10-05 | Paper |
| Rate of convergence for discretization of integrals with respect to fractional Brownian motion | 2015-05-26 | Paper |
| Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences | 2015-02-04 | Paper |
| Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion | 2015-01-09 | Paper |
| Necessary and sufficient conditions for Hölder continuity of Gaussian processes | 2014-11-03 | Paper |
| Aspects of Stochastic Integration with Respect to Processes of Unbounded p-variation | 2014-07-22 | Paper |
| A general approach to small deviation via concentration of measures | 2014-07-14 | Paper |
| Note on multidimensional Breeden-Litzenberger representation for state price densities | 2014-05-30 | Paper |
| Multidimensional Breeden-Litzenberger representation for state price densities and static hedging | 2014-01-20 | Paper |
| Pathwise stochastic integrals and It\^o formula for multidimensional Gaussian processes | 2014-01-19 | Paper |
| Rate of convergence for discrete approximation of option prices | 2012-07-29 | Paper |
| Option prices with call prices | 2012-07-26 | Paper |
| 1D stochastic pressure equation with log-correlated Gaussian coefficients | N/A | Paper |
