| Publication | Date of Publication | Type |
|---|
A q -binomial extension of the CRR asset pricing model
Stochastic Models | 2023-11-23 | Paper |
| Wasserstein distance estimates for jump-diffusion processes | 2022-12-09 | Paper |
Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus
Potential Analysis | 2022-01-26 | Paper |
Some recent advances for limit theorems
ESAIM: Proceedings and Surveys | 2020-07-27 | Paper |
Integrability and regularity of the flow of stochastic differential equations with jumps
Theory of Probability & Its Applications | 2020-04-28 | Paper |
Macroscopic analysis of determinantal random balls
Bernoulli | 2019-04-30 | Paper |
Macroscopic analysis of determinantal random balls
Bernoulli | 2019-04-30 | Paper |
On the limiting law of the length of the longest common and increasing subsequences in random words
Stochastic Processes and their Applications | 2017-05-18 | Paper |
Infinite dimensional functional convergences in random balls model
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
| Convex comparison inequalities for exponential jump-diffusion processes | 2016-01-04 | Paper |
Factorial moments of point processes
Stochastic Processes and their Applications | 2014-09-04 | Paper |
Convex comparison inequalities for non-Markovian stochastic integrals
Stochastics | 2014-04-17 | Paper |
Functional macroscopic behavior of weighted random ball model
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Functional macroscopic behavior of weighted random ball model
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Asymptotic Cramér type decomposition for Wiener and Wigner integrals
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2013-10-17 | Paper |
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Electronic Journal of Statistics | 2013-05-27 | Paper |
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Electronic Journal of Statistics | 2013-05-27 | Paper |
| On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet | 2013-04-16 | Paper |
Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity
Bernoulli | 2012-09-19 | Paper |
Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity
Bernoulli | 2012-09-19 | Paper |
Erratum to: Convex ordering for random vectors using predictable representation
Potential Analysis | 2012-07-31 | Paper |
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Statistical Inference for Stochastic Processes | 2012-04-04 | Paper |
Bounds on option prices in point process diffusion models
International Journal of Theoretical and Applied Finance | 2011-04-27 | Paper |
Regularity of the laws of shot noise series and of related processes
Journal of Theoretical Probability | 2010-04-23 | Paper |
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Electronic Communications in Probability | 2009-11-20 | Paper |
Rescaled weighted random ball models and stable self-similar random fields
Stochastic Processes and their Applications | 2009-10-13 | Paper |
On Finite Range Stable-Type Concentration
Theory of Probability & Its Applications | 2009-02-19 | Paper |
Convex ordering for random vectors using predictable representation
Potential Analysis | 2008-11-25 | Paper |
| Convergence in variation of the joint laws of multiple stable stochastic integrals | 2008-04-03 | Paper |
Local limit theorem for the supremum of an empirical process for i.i.d. random variables
Lithuanian Mathematical Journal | 2008-01-16 | Paper |
Local Invariance Principle for Independent and Identically Distributed Random Variables
Theory of Probability & Its Applications | 2007-09-17 | Paper |
Dimension free and infinite variance tail estimates on Poisson space
Acta Applicandae Mathematicae | 2007-06-07 | Paper |
Convergence in variation of the joint laws of multiple Wiener-Itô integrals
Statistics & Probability Letters | 2006-11-15 | Paper |
Absolute continuity of joint laws of multiple stable stochastic integrals
Journal of Theoretical Probability | 2005-05-20 | Paper |
Convergence in variation of the laws of multiple stable integrals.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-03-15 | Paper |
Multiple stable stochastic integrals: Series representation and absolute continuity of their law
Journal of Theoretical Probability | 2003-04-03 | Paper |
Local invariance principle for i. i. d. random variables
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-10-21 | Paper |
Absolute continuity of joint laws of multiple stable integrals
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2002-08-04 | Paper |
Multiple stable integrals: Representation, absolute continuity of their law
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2001-05-07 | Paper |
