| Publication | Date of Publication | Type |
|---|
Non-central limit theorem for the oscillation of the Rosenblatt process.
Czechoslovak Mathematical Journal | 2026-02-20 | Paper |
Quartic variation of the solution to the semilinear stochastic heat equation: limit behavior and asymptotic independence with respect to the data
Journal of Mathematical Analysis and Applications | 2026-02-13 | Paper |
Temporal quadratic and higher order variation for the nonlinear stochastic heat equation and applications to parameter estimation
Annali di Matematica Pura ed Applicata. Serie Quarta | 2025-12-02 | Paper |
The spatial average of solutions to SPDEs is asymptotically independent of the solution
Bulletin des Sciences Mathématiques | 2025-10-22 | Paper |
Noncentral limit theorem for large Wishart matrices with Hermite entries
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process of the second kind
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Nonparametric regression with non-Gaussian long memory
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Multidimensional Stein-Malliavin calculus for the multivariate Gaussian distribution
Electronic Journal of Probability | 2025-09-11 | Paper |
Quadratic variation for the solution of the nonlinear stochastic wave equation
Stochastics and Dynamics | 2025-07-29 | Paper |
Modified wavelet variation for the Hermite processes
Electronic Journal of Statistics | 2025-05-23 | Paper |
Multidimensional Stein method and quantitative asymptotic independence
Transactions of the American Mathematical Society | 2025-01-16 | Paper |
Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries
Random Matrices: Theory and Applications | 2024-12-10 | Paper |
Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise
Statistical Papers | 2024-11-18 | Paper |
Multidimensional Stein's method for gamma approximation
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-11-08 | Paper |
Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos
Journal of Theoretical Probability | 2024-06-17 | Paper |
The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems
Stochastic Processes and their Applications | 2024-05-06 | Paper |
Asymptotic normality for a modified quadratic variation of the Hermite process
Bernoulli | 2024-03-26 | Paper |
Asymptotic normality for a modified quadratic variation of the Hermite process
Bernoulli | 2024-03-26 | Paper |
The overdamped generalized Langevin equation with Hermite noise
Fractional Calculus \ Applied Analysis | 2023-10-12 | Paper |
High order asymptotic expansion for Wiener functionals
Stochastic Processes and their Applications | 2023-09-15 | Paper |
High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation
Brazilian Journal of Probability and Statistics | 2023-09-01 | Paper |
Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation
Japanese Journal of Statistics and Data Science | 2023-07-25 | Paper |
| scientific article; zbMATH DE number 7709546 (Why is no real title available?) | 2023-07-10 | Paper |
Berry-Essén theorem for random determinants
Statistics & Probability Letters | 2023-07-04 | Paper |
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process
Stochastics | 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
Stochastics and Dynamics | 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
Stochastic Analysis and Applications | 2022-10-28 | Paper |
Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation
Scandinavian Journal of Statistics | 2022-10-06 | Paper |
Absolute continuity of the solution to the stochastic Burgers equation
Chaos, Solitons and Fractals | 2022-09-02 | Paper |
Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
Theory of Probability and Mathematical Statistics | 2022-05-31 | Paper |
| Vibrations of a finite string under a fractional Gaussian random noise | 2022-05-09 | Paper |
Quantitative normal approximations for the stochastic fractional heat equation
Stochastic and Partial Differential Equations. Analysis and Computations | 2022-04-14 | Paper |
Chaos expansion of uniformly distributed random variables and application to number theory
Modern Stochastics. Theory and Applications | 2021-11-05 | Paper |
| scientific article; zbMATH DE number 7379432 (Why is no real title available?) | 2021-08-06 | Paper |
Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
ESAIM: Probability and Statistics | 2021-07-13 | Paper |
Limiting behavior of large correlated Wishart matrices with chaotic entries
Bernoulli | 2021-07-09 | Paper |
Pathwise analysis and parameter estimation for the stochastic Burgers equation
Bulletin des Sciences Mathématiques | 2021-07-08 | Paper |
Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise
Stochastics and Dynamics | 2021-03-09 | Paper |
Integration-by-parts characterizations of Gaussian processes
Collectanea Mathematica | 2021-02-17 | Paper |
On the ARCH model with stationary liquidity
Metrika | 2021-02-10 | Paper |
Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion
Statistical Inference for Stochastic Processes | 2020-08-25 | Paper |
Parameter identification for the Hermite Ornstein-Uhlenbeck process
Statistical Inference for Stochastic Processes | 2020-08-25 | Paper |
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion
Journal of Theoretical Probability | 2020-08-06 | Paper |
Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
Applied Mathematics and Optimization | 2020-06-02 | Paper |
On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
Probability and Mathematical Statistics | 2020-05-13 | Paper |
Estimation of the drift parameter for the fractional stochastic heat equation via power variation
Modern Stochastics. Theory and Applications | 2020-05-12 | Paper |
The linear stochastic heat equation with Hermite noise
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2020-04-15 | Paper |
Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution
Publicationes Mathematicae Debrecen | 2020-02-26 | Paper |
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Existence and Besov regularity of the density for a class of SDEs with Volterra noise
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2019-09-13 | Paper |
Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index
Theory of Probability and Mathematical Statistics | 2019-08-21 | Paper |
Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
Journal of Mathematical Analysis and Applications | 2019-08-21 | Paper |
Density for solutions to stochastic differential equations with unbounded drift
Brazilian Journal of Probability and Statistics | 2019-08-15 | Paper |
Density for solutions to stochastic differential equations with unbounded drift
Brazilian Journal of Probability and Statistics | 2019-08-15 | Paper |
Behavior of the Hermite sheet with respect to the Hurst index
Stochastic Processes and their Applications | 2019-06-28 | Paper |
Existence and smoothness of the density for the stochastic continuity equation
Results in Mathematics | 2019-06-17 | Paper |
Rosenblatt Laplace motion
Mediterranean Journal of Mathematics | 2019-03-18 | Paper |
Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
Electronic Journal of Statistics | 2018-11-01 | Paper |
Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
Stochastics and Dynamics | 2018-10-11 | Paper |
| Regularity of local times of Gaussian self-similar quasi-helices | 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
Acta Mathematica Scientia. Series B. (English Edition) | 2018-05-25 | Paper |
The multifractal random walk as pathwise stochastic integral: construction and simulation
Journal of Theoretical Probability | 2018-04-20 | Paper |
ARCH model and fractional Brownian motion
Statistics & Probability Letters | 2018-02-15 | Paper |
Generalized Anderson model with time-space multiplicative fractional noise
Results in Mathematics | 2018-01-30 | Paper |
Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions
Bernoulli | 2017-09-21 | Paper |
Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions
Bernoulli | 2017-09-21 | Paper |
Multifractal Random Walks With Fractional Brownian Motion via Malliavin Calculus
IEEE Transactions on Information Theory | 2017-05-16 | Paper |
SPDE with generalized drift and fractional-type noise
NoDEA. Nonlinear Differential Equations and Applications | 2017-04-03 | Paper |
The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals
The Annals of Probability | 2017-03-22 | Paper |
The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals
The Annals of Probability | 2017-03-22 | Paper |
Sample paths of the solution to the fractional-colored stochastic heat equation
Stochastics and Dynamics | 2017-01-10 | Paper |
On the Lamperti transform of the fractional Brownian sheet
Fractional Calculus \ Applied Analysis | 2017-01-09 | Paper |
The transport equation and zero quadratic variation processes
Discrete and Continuous Dynamical Systems. Series B | 2016-12-07 | Paper |
Analysis of the density of the solution to a semilinear SPDE with fractional noise
Stochastics | 2016-11-25 | Paper |
Parameter estimation in the ARCH model with weighted liquidity
Bulletin of the Transilvania University of Brașov. Series III. Mathematics, Informatics, Physics | 2016-05-18 | Paper |
Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution
Fractals | 2016-05-18 | Paper |
Central limit theorem for the solution to the heat equation with moving time
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2016-04-01 | Paper |
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Limits of bifractional Brownian noises
Communications on Stochastic Analysis | 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
Random Operators and Stochastic Equations | 2015-10-01 | Paper |
The density of the solution to the stochastic transport equation with fractional noise
Journal of Mathematical Analysis and Applications | 2015-06-30 | Paper |
Recent developments on stochastic heat equation with additive fractional-colored noise
Fractional Calculus \ Applied Analysis | 2015-05-27 | Paper |
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Covariance measure and stochastic heat equation with fractional noise
Fractional Calculus and Applied Analysis | 2015-01-22 | Paper |
Wiener integrals with respect to the Hermite random field and applications to the wave equation
Collectanea Mathematica | 2015-01-15 | Paper |
Additive functionals of the solution to fractional stochastic heat equation
The Journal of Fourier Analysis and Applications | 2015-01-09 | Paper |
Spatial variations for the solution to the heat equation with additive time-space white noise
Revue Roumaine de Mathématiques Pures et Appliquées | 2014-11-03 | Paper |
Fractional 2D-stochastic currents
Acta Mathematica Scientia. Series B. (English Edition) | 2014-11-03 | Paper |
Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
Quadratic variations for the fractional-colored stochastic heat equation
Electronic Journal of Probability | 2014-09-24 | Paper |
Hitting times for the stochastic wave equation with fractional colored noise
Revista Matemática Iberoamericana | 2014-09-19 | Paper |
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
Journal of Multivariate Analysis | 2014-09-08 | Paper |
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
Stochastic Processes and their Applications | 2014-08-28 | Paper |
2D-stochastic currents over the Wiener sheet
Journal of Theoretical Probability | 2014-06-27 | Paper |
Chaos expansion and asymptotic behavior of the Pareto distribution
Statistics & Probability Letters | 2014-06-12 | Paper |
EGARCH Model with Weighted Liquidity
Communications in Statistics. Simulation and Computation | 2014-05-19 | Paper |
High order chaotic limits of wavelet scalograms under long-range dependence
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2014-01-23 | Paper |
| Handbook of probability | 2014-01-08 | Paper |
Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
Bulletin des Sciences Mathématiques | 2014-01-08 | Paper |
The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-09 | Paper |
The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-09 | Paper |
On the distribution of the Rosenblatt process
Statistics & Probability Letters | 2013-12-09 | Paper |
Erratum to: ``The stochastic heat equation with fractional-colored noise: existence of the solution''
ALEA. Latin American Journal of Probability and Mathematical Statistics | 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
Taiwanese Journal of Mathematics | 2013-11-29 | Paper |
Malliavin calculus and self normalized sums
Lecture Notes in Mathematics | 2013-11-28 | Paper |
Gamma-mixed Ornstein-Uhlenbeck sheet
Publicationes Mathematicae Debrecen | 2013-11-07 | Paper |
Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process
Stochastic Models | 2013-10-18 | Paper |
Analysis of variations for self-similar processes. A stochastic calculus approach
Probability and its Applications | 2013-07-18 | Paper |
Estimation of the long memory parameter in stochastic volatility models by quadratic variations
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Electronic Journal of Statistics | 2013-05-27 | Paper |
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Electronic Journal of Statistics | 2013-05-27 | Paper |
Kernel Density Estimation and Local Time
Stochastic Differential Equations and Processes | 2012-09-21 | Paper |
Selfsimilar processes with stationary increments in the second Wiener chaos
Probability and Mathematical Statistics | 2012-08-28 | Paper |
Hermite variations of the fractional Brownian sheet
Stochastics and Dynamics | 2012-08-27 | Paper |
Asymptotic theory for fractional regression models via Malliavin calculus
Journal of Theoretical Probability | 2012-06-26 | Paper |
Stein's method for invariant measures of diffusions via Malliavin calculus
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes
Theory of Probability and its Applications | 2012-05-04 | Paper |
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
Applied and Computational Harmonic Analysis | 2012-05-04 | Paper |
A strong convergence to the Rosenblatt process
Journal of Mathematical Analysis and Applications | 2012-05-04 | Paper |
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
Journal of Dynamics and Differential Equations | 2012-01-10 | Paper |
Maximum-likelihood estimators and random walks in long memory models
Statistics | 2011-12-21 | Paper |
Maximum-likelihood estimators and random walks in long memory models
Statistics | 2011-12-21 | Paper |
On the structure of Gaussian random variables
(available as arXiv preprint) | 2011-12-06 | Paper |
Berry-Esséen bounds for long memory moving averages via Stein's method and Malliavin calculus
Stochastic Analysis and Applications | 2011-10-21 | Paper |
Cramér theorem for gamma random variables
Electronic Communications in Probability | 2011-09-09 | Paper |
Cramér theorem for gamma random variables
Electronic Communications in Probability | 2011-09-09 | Paper |
Asymptotic Cramer's theorem and analysis on Wiener space
Séminaire de Probabilités XLIII | 2011-03-30 | Paper |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
| Lévy processes and Itô-Skorokhod integrals | 2011-02-22 | Paper |
Drift parameter estimation in fractional diffusions driven by perturbed random walks
Statistics & Probability Letters | 2011-02-11 | Paper |
Parameter estimation for stochastic equations with additive fractional Brownian sheet
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
The stochastic wave equation with fractional noise: a random field approach
Stochastic Processes and their Applications | 2010-11-25 | Paper |
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Stochastic heat equation with multiplicative fractional-colored noise
Journal of Theoretical Probability | 2010-10-13 | Paper |
Occupation densities for certain processes related to fractional Brownian motion
Stochastics | 2010-08-19 | Paper |
Approximation of the finite dimensional distributions of multiple fractional integrals
Journal of Mathematical Analysis and Applications | 2010-07-20 | Paper |
Variations and estimators for self-similarity parameters via Malliavin calculus
The Annals of Probability | 2010-05-17 | Paper |
Analysis of the rosenblatt process
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Analysis of the rosenblatt process
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Brownian and fractional Brownian stochastic currents via Malliavin calculus
Journal of Functional Analysis | 2010-01-11 | Paper |
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Anticipating integrals and martingales on the Poisson space
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
Stochastic Analysis and Applications | 2009-06-17 | Paper |
Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-06-10 | Paper |
On the convergence to the multiple Wiener-Itô integral
Bulletin des Sciences Mathématiques | 2009-05-12 | Paper |
The stochastic heat equation with fractional-colored noise: existence of the solution
(available as arXiv preprint) | 2009-04-27 | Paper |
The law of a stochastic integral with two independent fractional Brownian motions
Boletín de la Sociedad Matemática Mexicana. Third Series | 2009-04-21 | Paper |
MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
Stochastics and Dynamics | 2008-05-20 | Paper |
Sample path properties of bifractional Brownian motion
Bernoulli | 2008-02-06 | Paper |
Sample path properties of bifractional Brownian motion
Bernoulli | 2008-02-06 | Paper |
Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Stochastic Analysis and Applications | 2007-10-24 | Paper |
Renormalization Of The Local Time For The <i>d</i>-Dimensional Fractional Brownian Motion With <i>N</i> Parameters
Nagoya Mathematical Journal | 2007-10-22 | Paper |
Statistical aspects of the fractional stochastic calculus
The Annals of Statistics | 2007-09-04 | Paper |
Wiener integrals, Malliavin calculus and covariance measure structure
Journal of Functional Analysis | 2007-08-20 | Paper |
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
Stochastics | 2007-03-08 | Paper |
On the equivalence of multiparameter Gaussian processes
Journal of Theoretical Probability | 2007-02-14 | Paper |
Itô formula for the infinite-dimensional fractional Brownian motion
Journal of Mathematics of Kyoto University | 2006-09-06 | Paper |
Some linear fractional stochastic equations
Stochastics | 2006-09-04 | Paper |
Martingale structure of Skorohod integral processes
The Annals of Probability | 2006-08-03 | Paper |
On bifractional Brownian motion
Stochastic Processes and their Applications | 2006-06-30 | Paper |
| scientific article; zbMATH DE number 5018695 (Why is no real title available?) | 2006-04-12 | Paper |
Convergence in law to the multiple fractional integral.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters
Stochastic Analysis and Applications | 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
Journal of Applied Mathematics and Stochastic Analysis | 2005-04-26 | Paper |
| scientific article; zbMATH DE number 2149887 (Why is no real title available?) | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 2149889 (Why is no real title available?) | 2005-03-30 | Paper |
Martingale-type stochastic calculus for anticipating integral processes
Bernoulli | 2005-03-30 | Paper |
Itô formula and local time for the fractional {B}rownian sheet
Electronic Journal of Probability | 2005-03-08 | Paper |
Itô formula and local time for the fractional {B}rownian sheet
Electronic Journal of Probability | 2005-03-08 | Paper |
Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
Journal of Functional Analysis | 2005-01-26 | Paper |
Weak convergence to the fractional Brownian sheet in Besov spaces
Bulletin of the Brazilian Mathematical Society. New Series | 2004-09-22 | Paper |
Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
Statistics & Probability Letters | 2004-02-14 | Paper |
Stochastic evolution equations with fractional Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-12-16 | Paper |
| scientific article; zbMATH DE number 1958526 (Why is no real title available?) | 2003-08-03 | Paper |
Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case
Stochastics and Stochastic Reports | 2003-05-05 | Paper |
Anticipating stratonovich integral with respect to the Azema's martingales
Stochastic Analysis and Applications | 2003-01-01 | Paper |
The indefinite Skorohod integral as integrator on the Poisson space
Random Operators and Stochastic Equations | 2002-12-15 | Paper |
Itô type stochastic calculus for some anticipating processes driven by a Skorokhod integral process
Analele Universității București. Matematică | 2001-09-11 | Paper |
Skorokhod and pathwise stochastic calculus with respect to an \(L^2\) process
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process
(available as arXiv preprint) | N/A | Paper |
Modified wavelet variation for the Hermite processes
(available as arXiv preprint) | N/A | Paper |
The spatial average of solutions to SPDEs is asymptotically independent of the solution
(available as arXiv preprint) | N/A | Paper |
