Sara Mazzonetto

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the Itô-Alekseev-Gröbner formula for stochastic differential equations Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2024-09-02	Paper
Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations STATISTICA SINICA	2024-01-29	Paper
Maximum likelihood estimator for skew Brownian motion: the convergence rate	2023-02-06	Paper
A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2021-07-23	Paper
On an approximation of 2-D stochastic Navier-Stokes equations	2020-07-21	Paper
Existence, uniqueness, and numerical approximations for stochastic Burgers equations Stochastic Analysis and Applications	2020-07-21	Paper
Existence, uniqueness, and numerical approximations for stochastic Burgers equations Stochastic Analysis and Applications	2020-07-21	Paper
On moments and strong local H\"older regularity of solutions of stochastic differential equations and of their spatial derivative processes	2019-03-22	Paper
On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations	2018-12-24	Paper
Existence and uniqueness properties for solutions of a class of Banach space valued evolution equations	2018-12-17	Paper
Strong convergence for explicit space-time discrete numerical approximation for 2D stochastic Navier-Stokes equations	2018-09-06	Paper
Exact Simulation of Brownian Diffusions with Drift Admitting Jumps SIAM Journal on Scientific Computing	2017-05-31	Paper
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers Monte Carlo Methods and Applications	2016-03-08	Paper
Rates of convergence to the local time of Oscillating and Skew Brownian Motions (available as arXiv preprint)	N/A	Paper
Beyond the delta method (available as arXiv preprint)	N/A	Paper
Estimation of parameters and local times in a discretely observed threshold diffusion model (available as arXiv preprint)	N/A	Paper
Sticky-threshold diffusions, local time approximation and parameter estimation (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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