| Publication | Date of Publication | Type |
|---|
Stability for some linear stochastic fractional systems
Communications on Stochastic Analysis | 2025-09-25 | Paper |
| Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion | 2023-02-07 | 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 |
Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\)
Stochastics and Dynamics | 2021-03-09 | Paper |
Stability for a class of semilinear fractional stochastic integral equations
Advances in Difference Equations | 2018-11-29 | Paper |
A model of continuous time polymer on the lattice
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Small stochastic perturbations in a general fractional kinetic equation
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
Potential Analysis | 2014-07-31 | Paper |
Generalized stochastic heat equations
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Anticipating linear stochastic differential equations driven by a Lévy process
Electronic Journal of Probability | 2012-10-23 | Paper |
| Delay equations with non-negativity constraints driven by a H\"older continuous function of order \beta in (1/3,1/2) | 2012-05-17 | Paper |
Generalized fractional kinetic equations: another point of view
Advances in Applied Probability | 2009-11-04 | Paper |
Iterated logarithm law for anticipating stochastic differential equations
Journal of Theoretical Probability | 2008-08-21 | Paper |
A diluted version of the perceptron model
Stochastic Processes and their Applications | 2007-12-17 | Paper |
The magnetization at high temperature for a p-spin interaction model with external field
Applicationes Mathematicae | 2007-05-30 | Paper |
Asymptotic behavior of the magnetization for the perceptron model.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-05-18 | Paper |
Asymptotic behavior of the magnetization for the perceptron model.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-05-18 | Paper |
Asymptotic behavior of the magnetization for the perceptron model.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-05-18 | Paper |
Large deviation principle for a stochastic heat equation with spatially correlated noise
Electronic Journal of Probability | 2005-04-07 | Paper |
Large deviation principle for a stochastic heat equation with spatially correlated noise
Electronic Journal of Probability | 2005-04-07 | Paper |
Large deviation principle for a stochastic heat equation with spatially correlated noise
Electronic Journal of Probability | 2005-03-08 | Paper |
Large deviation principle for a stochastic heat equation with spatially correlated noise
Electronic Journal of Probability | 2005-03-08 | Paper |
The p-spin interaction model with external field
Potential Analysis | 2005-01-17 | Paper |
scientific article; zbMATH DE number 2127960 (Why is no real title available?)
(available as arXiv preprint) | 2005-01-14 | Paper |
On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
On Exponential Moments for Functionals Defined on the Loop Group
Stochastic Analysis and Applications | 2003-10-28 | Paper |
Behaviour of the density in perturbed SPDE's with spatially correlated noise
Bulletin des Sciences Mathématiques | 2003-09-15 | Paper |
Density estimates on a parabolic SPDE
Publicacions Matemàtiques | 2003-03-20 | Paper |
Varadhan–Léandre estimates for a family of random vectors
Stochastic Analysis and Applications | 2002-12-02 | Paper |
Asymptotic behavior of the density in a parabolic SPDE
Journal of Theoretical Probability | 2002-08-14 | Paper |
Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
Journal of Functional Analysis | 2002-07-08 | Paper |
Taylor expansion of the density in a stochastic heat equation
Collectanea Mathematica | 2000-07-05 | Paper |
Expansion of the density: A Wiener-chaos approach
Bernoulli | 1999-11-08 | Paper |
Small perturbations in a hyperbolic stochastic partial differential equation
Stochastic Processes and their Applications | 1998-03-29 | Paper |
