Dasha Loukianova

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Person:326853

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zbMath Open loukianova.dashaMaRDI QIDQ326853

List of research outcomes

PublicationDate of PublicationType
Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling2024-01-15Paper
Limit of the environment viewed from Sinaï's walk2024-01-12Paper
Strong conditional propagation of chaos for systems of interacting particles with stable jumps2023-06-21Paper
White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps2022-07-28Paper
Mean field limits for interacting Hawkes processes in a diffusive regime2022-02-01Paper
Conditional propagation of chaos for mean field systems of interacting neurons2021-07-21Paper
Approximation of the invariant distribution for a class of ergodic jump diffusions2020-12-15Paper
Jump filtering and efficient drift estimation for Lévy-driven SDEs2018-09-14Paper
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support2016-10-12Paper
Hidden Markov model for parameter estimation of a random walk in a Markov environment2016-02-12Paper
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment2015-03-13Paper
Spectral condition, hitting times and Nash inequality2014-12-05Paper
Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment2014-10-15Paper
Parametric estimation of a one-dimensional ballistic random walk in a Markov environment2014-07-18Paper
Polynomial deviation bounds for recurrent Harris processes having general state space2014-04-10Paper
Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment2014-02-06Paper
Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process2013-04-25Paper
Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space2012-04-26Paper
Spectral gaps and exponential integrability of hitting times for linear diffusions2011-10-11Paper
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times2011-05-19Paper
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes2009-07-15Paper
Poincar\'e inequality and exponential integrability of hitting times for linear diffusions2009-07-04Paper
On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions2008-08-13Paper
Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions2007-01-09Paper

Research outcomes over time


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