| Publication | Date of Publication | Type |
|---|
| Multidimensional Stein method and quantitative asymptotic independence | 2025-01-16 | Paper |
| Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries | 2024-12-10 | Paper |
| Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise | 2024-11-18 | Paper |
| Multidimensional Stein's method for gamma approximation | 2024-11-08 | Paper |
| Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos | 2024-06-17 | Paper |
| The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems | 2024-05-06 | Paper |
| Asymptotic normality for a modified quadratic variation of the Hermite process | 2024-03-26 | Paper |
| The overdamped generalized Langevin equation with Hermite noise | 2023-10-12 | Paper |
| High order asymptotic expansion for Wiener functionals | 2023-09-15 | Paper |
| High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation | 2023-09-01 | Paper |
| Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation | 2023-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6168060 | 2023-07-10 | Paper |
| Berry-Essén theorem for random determinants | 2023-07-04 | Paper |
| Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process | 2023-07-03 | Paper |
| Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion | 2023-07-03 | Paper |
| Multidimensional Stein's method for Gamma approximation | 2023-05-09 | Paper |
| Multidimensional Stein method and quantitative asymptotic independence | 2023-02-20 | Paper |
| Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise | 2023-02-01 | Paper |
| Stochastic Partial Differential Equations with Additive Gaussian Noise | 2022-11-23 | Paper |
| Spatial average for the solution to the heat equation with Rosenblatt noise | 2022-10-28 | Paper |
| Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation | 2022-10-06 | Paper |
| Absolute continuity of the solution to the stochastic Burgers equation | 2022-09-02 | Paper |
| Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise | 2022-05-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5074651 | 2022-05-09 | Paper |
| Quantitative normal approximations for the stochastic fractional heat equation | 2022-04-14 | Paper |
| Chaos expansion of uniformly distributed random variables and application to number theory | 2021-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5009819 | 2021-08-06 | Paper |
| Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space | 2021-07-13 | Paper |
| Limiting behavior of large correlated Wishart matrices with chaotic entries | 2021-07-09 | Paper |
| Pathwise analysis and parameter estimation for the stochastic Burgers equation | 2021-07-08 | Paper |
| Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise | 2021-03-09 | Paper |
| Integration-by-parts characterizations of Gaussian processes | 2021-02-17 | Paper |
| On the ARCH model with stationary liquidity | 2021-02-10 | Paper |
| Parameter identification for the Hermite Ornstein-Uhlenbeck process | 2020-08-25 | Paper |
| Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion | 2020-08-25 | Paper |
| Hurst index estimation in stochastic differential equations driven by fractional Brownian motion | 2020-08-06 | Paper |
| Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind | 2020-06-02 | Paper |
| On the distribution and q-variation of the solution to the heat equation with fractional Laplacian | 2020-05-13 | Paper |
| Estimation of the drift parameter for the fractional stochastic heat equation via power variation | 2020-05-12 | Paper |
| The linear stochastic heat equation with Hermite noise | 2020-04-15 | Paper |
| Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean | 2020-04-07 | Paper |
| Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus | 2020-02-28 | Paper |
| Hermite Ornstein--Uhlenbeck processes mixed with a Gamma distribution | 2020-02-26 | Paper |
| Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos | 2019-09-19 | Paper |
| Existence and Besov regularity of the density for a class of SDEs with Volterra noise | 2019-09-13 | Paper |
| Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index | 2019-08-21 | Paper |
| Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs | 2019-08-21 | Paper |
| Density for solutions to stochastic differential equations with unbounded drift | 2019-08-15 | Paper |
| Behavior of the Hermite sheet with respect to the Hurst index | 2019-06-28 | Paper |
| Existence and smoothness of the density for the stochastic continuity equation | 2019-06-17 | Paper |
| Rosenblatt Laplace motion | 2019-03-18 | Paper |
| Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise | 2018-11-01 | Paper |
| Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise | 2018-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4685235 | 2018-10-05 | Paper |
| On generalized ARCH model with stationary liquidity | 2018-06-22 | Paper |
| Stochastic heat equation with fractional Laplacian and fractional noise: existence of the solution and analysis of its density | 2018-05-25 | Paper |
| The multifractal random walk as pathwise stochastic integral: construction and simulation | 2018-04-20 | Paper |
| ARCH model and fractional Brownian motion | 2018-02-15 | Paper |
| Generalized Anderson model with time-space multiplicative fractional noise | 2018-01-30 | Paper |
| Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions | 2017-09-21 | Paper |
| Multifractal Random Walks With Fractional Brownian Motion via Malliavin Calculus | 2017-05-16 | Paper |
| SPDE with generalized drift and fractional-type noise | 2017-04-03 | Paper |
| The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals | 2017-03-22 | Paper |
| Sample paths of the solution to the fractional-colored stochastic heat equation | 2017-01-10 | Paper |
| On the Lamperti transform of the fractional Brownian sheet | 2017-01-09 | Paper |
| The transport equation and zero quadratic variation processes | 2016-12-07 | Paper |
| Analysis of the density of the solution to a semilinear SPDE with fractional noise | 2016-11-25 | Paper |
| Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution | 2016-05-18 | Paper |
| Parameter estimation in the ARCH model with weighted liquidity | 2016-05-18 | Paper |
| Central limit theorem for the solution to the heat equation with moving time | 2016-04-01 | Paper |
| Limits of bifractional Brownian noises | 2016-03-04 | Paper |
| Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes | 2016-03-04 | Paper |
| Multidimensional Selberg theorem and fluctuations of the zeta zeros via Malliavin calculus | 2016-01-11 | Paper |
| On the law of the solution to a stochastic heat equation with fractional noise in time | 2015-10-01 | Paper |
| The density of the solution to the stochastic transport equation with fractional noise | 2015-06-30 | Paper |
| Recent developments on stochastic heat equation with additive fractional-colored noise | 2015-05-27 | Paper |
| Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes | 2015-02-17 | Paper |
| Covariance measure and stochastic heat equation with fractional noise | 2015-01-22 | Paper |
| Wiener integrals with respect to the Hermite random field and applications to the wave equation | 2015-01-15 | Paper |
| Additive functionals of the solution to fractional stochastic heat equation | 2015-01-09 | Paper |
| Spatial variations for the solution to the heat equation with additive time-space white noise | 2014-11-03 | Paper |
| Fractional 2D-stochastic currents | 2014-11-03 | Paper |
| Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet | 2014-09-26 | Paper |
| Quadratic variations for the fractional-colored stochastic heat equation | 2014-09-24 | Paper |
| Hitting times for the stochastic wave equation with fractional colored noise | 2014-09-19 | Paper |
| Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process | 2014-09-08 | Paper |
| Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders | 2014-08-28 | Paper |
| 2D-stochastic currents over the Wiener sheet | 2014-06-27 | Paper |
| Chaos expansion and asymptotic behavior of the Pareto distribution | 2014-06-12 | Paper |
| EGARCH Model with Weighted Liquidity | 2014-05-19 | Paper |
| High order chaotic limits of wavelet scalograms under long-range dependence | 2014-01-23 | Paper |
| Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process | 2014-01-08 | Paper |
| Handbook of probability | 2014-01-08 | Paper |
| On the distribution of the Rosenblatt process | 2013-12-09 | Paper |
| The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals | 2013-12-09 | Paper |
| Erratum to: ``The stochastic heat equation with fractional-colored noise: existence of the solution | 2013-12-03 | Paper |
| Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise | 2013-11-29 | Paper |
| Malliavin Calculus and Self Normalized Sums | 2013-11-28 | Paper |
| Gamma-mixed Ornstein-Uhlenbeck sheet | 2013-11-07 | Paper |
| Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process | 2013-10-18 | Paper |
| Analysis of Variations for Self-similar Processes | 2013-07-18 | Paper |
| Estimation of the long memory parameter in stochastic volatility models by quadratic variations | 2013-06-06 | Paper |
| Variations and Hurst index estimation for a Rosenblatt process using longer filters | 2013-05-27 | Paper |
| Kernel Density Estimation and Local Time | 2012-09-21 | Paper |
| Selfsimilar processes with stationary increments in the second Wiener chaos | 2012-08-28 | Paper |
| Hermite variations of the fractional Brownian sheet | 2012-08-27 | Paper |
| Asymptotic theory for fractional regression models via Malliavin calculus | 2012-06-26 | Paper |
| Stein's method for invariant measures of diffusions via Malliavin calculus | 2012-06-01 | Paper |
| Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes | 2012-05-04 | Paper |
| Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory | 2012-05-04 | Paper |
| A strong convergence to the Rosenblatt process | 2012-05-04 | Paper |
| Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise | 2012-01-10 | Paper |
| Maximum-likelihood estimators and random walks in long memory models | 2011-12-21 | Paper |
| On the structure of Gaussian random variables | 2011-12-06 | Paper |
| Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus | 2011-10-21 | Paper |
| Cramér theorem for gamma random variables | 2011-09-09 | Paper |
| Asymptotic Cramér’s Theorem and Analysis on Wiener Space | 2011-03-30 | Paper |
| Central and non-central limit theorems for weighted power variations of fractional Brownian motion | 2011-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077802 | 2011-02-22 | Paper |
| Drift parameter estimation in fractional diffusions driven by perturbed random walks | 2011-02-11 | Paper |
| Parameter estimation for stochastic equations with additive fractional Brownian sheet | 2011-02-05 | Paper |
| The stochastic wave equation with fractional noise: a random field approach | 2010-11-25 | Paper |
| A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter | 2010-11-25 | Paper |
| Stochastic heat equation with multiplicative fractional-colored noise | 2010-10-13 | Paper |
| Occupation densities for certain processes related to fractional Brownian motion | 2010-08-19 | Paper |
| Approximation of the finite dimensional distributions of multiple fractional integrals | 2010-07-20 | Paper |
| Variations and estimators for self-similarity parameters via Malliavin calculus | 2010-05-17 | Paper |
| Analysis of the Rosenblatt process | 2010-03-15 | Paper |
| Brownian and fractional Brownian stochastic currents via Malliavin calculus | 2010-01-11 | Paper |
| Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion | 2009-11-20 | Paper |
| Anticipating integrals and martingales on the Poisson space | 2009-08-08 | Paper |
| Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model | 2009-06-17 | Paper |
| Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses | 2009-06-10 | Paper |
| On the convergence to the multiple Wiener-Itô integral | 2009-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3623876 | 2009-04-27 | Paper |
| The law of a stochastic integral with two independent fractional Brownian motions | 2009-04-21 | Paper |
| MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS | 2008-05-20 | Paper |
| Sample path properties of bifractional Brownian motion | 2008-02-06 | Paper |
| Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem | 2007-10-24 | Paper |
| Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters | 2007-10-22 | Paper |
| Statistical aspects of the fractional stochastic calculus | 2007-09-04 | Paper |
| Wiener integrals, Malliavin calculus and covariance measure structure | 2007-08-20 | Paper |
| Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator | 2007-03-08 | Paper |
| On the equivalence of multiparameter Gaussian processes | 2007-02-14 | Paper |
| Itô formula for the infinite-dimensional fractional Brownian motion | 2006-09-06 | Paper |
| Some linear fractional stochastic equations | 2006-09-04 | Paper |
| Martingale structure of Skorohod integral processes | 2006-08-03 | Paper |
| On bifractional Brownian motion | 2006-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5201186 | 2006-04-12 | Paper |
| Convergence in law to the multiple fractional integral. | 2005-11-29 | Paper |
| Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters | 2005-05-23 | Paper |
| The Euler scheme for a class of anticipating stochastic differential equations | 2005-05-20 | Paper |
| Itô-Skorohod stochastic equations and applications to finance | 2005-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4662408 | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4662410 | 2005-03-30 | Paper |
| Martingale-type stochastic calculus for anticipating integral processes | 2005-03-30 | Paper |
| Itô formula and local time for the fractional {B}rownian sheet | 2005-03-08 | Paper |
| Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation | 2005-01-26 | Paper |
| Weak convergence to the fractional Brownian sheet in Besov spaces | 2004-09-22 | Paper |
| Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes. | 2004-02-14 | Paper |
| Stochastic evolution equations with fractional Brownian motion | 2003-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416488 | 2003-08-03 | Paper |
| Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case | 2003-05-05 | Paper |
| Anticipating stratonovich integral with respect to the Azema's martingales | 2003-01-01 | Paper |
| The indefinite Skorohod integral as integrator on the Poisson space | 2002-12-15 | Paper |
| Itô type stochastic calculus for some anticipating processes driven by a Skorokhod integral process | 2001-09-11 | Paper |
| Skorokhod and pathwise stochastic calculus with respect to an \(L^2\) process | 2001-07-11 | Paper |
| Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process | N/A | Paper |
| Modified wavelet variation for the Hermite processes | N/A | Paper |
| The spatial average of solutions to SPDEs is asymptotically independent of the solution | N/A | Paper |
