| Publication | Date of Publication | Type |
|---|
Stochastic Analysis of Fade Duration Using Wiener Chaos Expansion and Malliavin Calculus: Optimal Importance Sampling via Adaptive SGD
(available as arXiv preprint) | 2026-06-28 | Paper |
Bayesian estimation of discretely observed diffusion processes using Wiener chaos expansion
Results in Applied Mathematics | 2026-01-06 | Paper |
Statistical inference for a stochastic partial differential equation related to an ecological niche
Mathematical Methods in the Applied Sciences | 2025-03-05 | Paper |
Maximum likelihood estimation for a stochastic SEIR system with a COVID-19 application
International Journal of Computer Mathematics | 2025-01-14 | Paper |
Statistical inference for a stochastic generalized logistic differential equation
Communications in Nonlinear Science and Numerical Simulation | 2024-09-12 | Paper |
Inference for a discretized stochastic logistic differential equation and its application to biological growth
Journal of Applied Statistics | 2023-07-03 | Paper |
Statistical inference for a stochastic wave equation with Malliavin–Stein method
Stochastic Analysis and Applications | 2023-05-15 | Paper |
| Statistical inference for a stochastic partial differential equation related to an ecological niche | 2023-01-19 | Paper |
A support theorem for \(3d\)-stochastic wave equations in Hölder norm with some general noises
Stochastics | 2022-07-06 | Paper |
| Maximum likelihood estimation for a stochastic SEIR system for COVID-19 | 2021-11-23 | Paper |
A central limit theorem for the stochastic wave equation with fractional noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
A central limit theorem for the stochastic wave equation with fractional noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
Drift estimation for discretely sampled SPDEs
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
| Modelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process | 2019-01-03 | Paper |
| A proof of a support theorem for stochastic wave equations in H older norm with some general noises | 2018-07-05 | Paper |
A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2016-10-24 | Paper |
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case
Bernoulli | 2016-05-12 | Paper |
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case
Bernoulli | 2016-05-12 | Paper |
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
Bernoulli | 2014-11-11 | Paper |
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
Bernoulli | 2014-11-11 | Paper |
Simulating diffusion bridges using the Wiener chaos expansion
(available as arXiv preprint) | N/A | Paper |
Statistical inference for a stochastic generalized logistic differential equation
(available as arXiv preprint) | N/A | Paper |
