| Publication | Date of Publication | Type |
|---|
Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles
Potential Analysis | 2025-12-17 | Paper |
Numerical approximation of SDEs with fractional noise and distributional drift
Stochastic Processes and their Applications | 2025-02-05 | Paper |
Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
Journal of Theoretical Probability | 2025-01-10 | Paper |
Correction to: ``Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise''
Statistical Inference for Stochastic Processes | 2025-01-03 | Paper |
Estimation of several parameters in discretely-observed stochastic differential equations with additive fractional noise
Statistical Inference for Stochastic Processes | 2024-11-09 | Paper |
Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
Electronic Journal of Probability | 2024-10-16 | Paper |
Regularisation by fractional noise for one-dimensional differential equations with distributional drift
Electronic Journal of Probability | 2024-01-17 | Paper |
Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE | 2023-09-21 | Paper |
| Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise | 2023-06-28 | Paper |
| Numerical approximation of SDEs with fractional noise and distributional drift | 2023-02-22 | Paper |
| Long time Hurst regularity of fractional SDEs and their ergodic means | 2022-06-14 | Paper |
On the discrete-time simulation of the rough Heston model
(available as arXiv preprint) | 2021-07-16 | Paper |
On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals
SIAM Journal on Control and Optimization | 2020-11-03 | Paper |
Penalisation techniques for one-dimensional reflected rough differential equations
Bernoulli | 2020-10-07 | Paper |
Penalisation techniques for one-dimensional reflected rough differential equations
Bernoulli | 2020-10-07 | Paper |
Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift
Electronic Journal of Probability | 2020-07-29 | Paper |
Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift
Electronic Journal of Probability | 2020-07-29 | Paper |
| Quantitative approximation of the Keller-Segel and Burgers equations by moderately interacting particles | 2020-04-07 | Paper |
An integrate-and-fire model to generate spike trains with long-range dependence
Journal of Computational Neuroscience | 2018-12-04 | Paper |
Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives
(available as arXiv preprint) | 2018-03-08 | Paper |
Some singular sample path properties of a multiparameter fractional Brownian motion
Journal of Theoretical Probability | 2018-01-26 | Paper |
Local Hölder regularity for set-indexed processes
Israel Journal of Mathematics | 2017-01-11 | Paper |
Increment stationarity of \(L^2\)-indexed stochastic processes: spectral representation and characterization
Electronic Communications in Probability | 2016-05-23 | Paper |
Increment stationarity of \(L^2\)-indexed stochastic processes: spectral representation and characterization
Electronic Communications in Probability | 2016-05-23 | Paper |
| Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion | 2016-05-11 | Paper |
A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
Stochastic Processes and their Applications | 2015-02-27 | Paper |
