| Publication | Date of Publication | Type |
|---|
| An introduction to the stochastic heat equation: local existence and blowup | 2026-04-23 | Paper |
On the well-posedness of stochastic partial differential equations with locally Lipschitz coefficients
Journal of Theoretical Probability | 2026-03-13 | Paper |
On the implied volatility of inverse options under stochastic volatility models
Decisions in Economics and Finance | 2026-01-16 | Paper |
On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
International Journal of Theoretical and Applied Finance | 2025-06-12 | Paper |
Instantaneous everywhere-blowup of parabolic SPDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-10-10 | Paper |
On the Implied Volatility of Asian Options Under Stochastic Volatility Models
Applied Mathematical Finance | 2024-07-08 | Paper |
| Instantaneous everywhere-blowup of parabolic SPDEs | 2023-05-15 | Paper |
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
Stochastics | 2022-07-06 | Paper |
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
Stochastics | 2022-07-06 | Paper |
Non-existence results for stochastic wave equations in one dimension
Journal of Differential Equations | 2022-03-10 | Paper |
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Econometric Reviews | 2022-03-04 | Paper |
Density estimates for jump diffusion processes
Applied Mathematics and Computation | 2022-03-03 | Paper |
Optimal convergence rates for the invariant density estimation of jump-diffusion processes
ESAIM: Probability and Statistics | 2022-02-16 | Paper |
Density estimates for jump diffusion processes
(available as arXiv preprint) | 2021-04-25 | Paper |
The Osgood condition for stochastic partial differential equations
Bernoulli | 2020-12-07 | Paper |
The Osgood condition for stochastic partial differential equations
Bernoulli | 2020-12-07 | Paper |
LAN property for stochastic differential equations with additive fractional noise and continuous time observation
Stochastic Processes and their Applications | 2019-09-19 | Paper |
| Introduction to Malliavin calculus | 2018-10-30 | Paper |
| Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations | 2018-10-11 | Paper |
Moment bounds for some fractional stochastic heat equations on the ball
Electronic Communications in Probability | 2018-08-23 | Paper |
Moment bounds for some fractional stochastic heat equations on the ball
Electronic Communications in Probability | 2018-08-23 | Paper |
LAN property for an ergodic diffusion with jumps
Statistics | 2017-07-20 | Paper |
LAN property for an ergodic diffusion with jumps
Statistics | 2017-07-20 | Paper |
On probability laws of solutions to differential systems driven by a fractional Brownian motion
The Annals of Probability | 2016-09-30 | Paper |
On probability laws of solutions to differential systems driven by a fractional Brownian motion
The Annals of Probability | 2016-09-30 | Paper |
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\)
Electronic Journal of Probability | 2015-11-27 | Paper |
| On the behaviour of stochastic heat equations on bounded domains | 2015-08-26 | Paper |
On the behaviour of stochastic heat equations on bounded domains
(available as arXiv preprint) | 2015-08-26 | Paper |
LAN property for a simple Lévy process
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2014-11-04 | Paper |
On the density of systems of non-linear spatially homogeneous SPDEs
Stochastics | 2014-04-25 | Paper |
On the density of systems of non-linear spatially homogeneous SPDEs
Stochastics | 2014-04-25 | Paper |
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
Stochastic and Partial Differential Equations. Analysis and Computations | 2013-10-22 | Paper |
Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
Potential Analysis | 2013-10-21 | Paper |
Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
Potential Analysis | 2013-10-21 | Paper |
| Hitting probabilities for general Gaussian processes | 2013-05-08 | Paper |
| On the LAMN property for continuous observations of some diffusion processes with jumps | 2013-04-29 | Paper |
Applicatility of the integration by parts formula in a Gaussian space
Butlletí de la Societat Catalana de Matemàtiques | 2012-09-14 | Paper |
Critical Brownian sheet does not have double points
The Annals of Probability | 2012-08-17 | Paper |
Critical Brownian sheet does not have double points
The Annals of Probability | 2012-08-17 | Paper |
Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
Stochastic Processes and their Applications | 2012-01-04 | Paper |
A local-time correspondence for stochastic partial differential equations
Transactions of the American Mathematical Society | 2011-05-27 | Paper |
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-07-24 | Paper |
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-07-24 | Paper |
Density minoration of a strongly non-degenerated random variable
Journal of Functional Analysis | 2009-06-30 | Paper |
The fractional stochastic heat equation on the circle: Time regularity and potential theory
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
(available as arXiv preprint) | 2009-04-27 | Paper |
Level sets of the stochastic wave equation driven by a symmetric Lévy noise
Bernoulli | 2009-03-02 | Paper |
Estimates for the density of a nonlinear Landau process
Journal of Functional Analysis | 2006-11-15 | Paper |
Level sets of multiparameter {B}rownian motions
Electronic Journal of Probability | 2005-03-08 | Paper |
Level sets of multiparameter {B}rownian motions
Electronic Journal of Probability | 2005-03-08 | Paper |
Potential theory for hyperbolic SPDEs.
The Annals of Probability | 2004-09-15 | Paper |
Exponential divergence estimates and heat kernel tail.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-03-15 | Paper |
