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 Lasso estimator for the drift function in diffusion models | 2022-09-13 | Paper |
| Linear filtering with fractional noises: large time and small noise asymptotics SIAM Journal on Control and Optimization | 2022-06-01 | Paper |
| On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model Electronic Journal of Statistics | 2021-01-19 | Paper |
| On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model Electronic Journal of Statistics | 2021-01-19 | Paper |
| Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting Probability, Uncertainty and Quantitative Risk | 2020-05-04 | Paper |
| On the eigenproblem for Gaussian bridges Bernoulli | 2020-04-27 | Paper |
| On the eigenproblem for Gaussian bridges Bernoulli | 2020-04-27 | Paper |
| Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Research outcomes over time
This page was built for person: Dmytro Marushkevych
