| Publication | Date of Publication | Type |
|---|
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
Mathematical Methods of Operations Research | 2023-10-25 | Paper |
Anisotropic Viscosities Estimation for the Stochastic Primitive Equations
| 2023-09-13 | Paper |
Parameter estimation for semilinear SPDEs from local measurements
Bernoulli | 2023-06-02 | Paper |
Risk-sensitive Markov decision problems under model uncertainty: finite time horizon case
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
Acceptability maximization
Frontiers of Mathematical Finance | 2022-08-30 | Paper |
Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains
Stochastics | 2022-07-06 | Paper |
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
Stochastic Processes and their Applications | 2021-12-14 | Paper |
Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
| 2021-07-02 | Paper |
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
International Journal of Theoretical and Applied Finance | 2021-06-01 | Paper |
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
| 2021-03-06 | Paper |
Drift estimation for discretely sampled SPDEs
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
A note on parameter estimation for discretely sampled SPDEs
Stochastics and Dynamics | 2020-06-26 | Paper |
Statistical analysis of some evolution equations driven by space-only noise
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time
Mathematics of Operations Research | 2020-03-11 | Paper |
Arbitrage-free pricing of derivatives in nonlinear market models
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Bayesian estimations for diagonalizable bilinear SPDEs
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Adaptive robust control under model uncertainty
SIAM Journal on Control and Optimization | 2019-03-15 | Paper |
A dynamic model of central counterparty risk
International Journal of Theoretical and Applied Finance | 2019-01-10 | Paper |
Statistical inference for SPDEs: an overview
Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
Trajectory fitting estimators for SPDEs driven by additive noise
Statistical Inference for Stochastic Processes | 2018-04-16 | Paper |
Recursive construction of confidence regions
Electronic Journal of Statistics | 2017-12-08 | Paper |
Dynamic assessment indices
Stochastics | 2016-05-04 | Paper |
Dynamic conic finance via backward stochastic difference equations
SIAM Journal on Financial Mathematics | 2015-12-09 | Paper |
Dynamic Limit Growth Indices in Discrete Time
Stochastic Models | 2015-10-20 | Paper |
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Mathematical Finance | 2015-10-20 | Paper |
Hypothesis testing for stochastic PDEs driven by additive noise
Stochastic Processes and their Applications | 2015-02-13 | Paper |
A note on error estimation for hypothesis testing problems for some linear SPDEs
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
Dynamic coherent acceptability indices and their applications to finance
Mathematical Finance | 2014-08-11 | Paper |
Finiteness of the point spectrum for some integro-differential operators
| 2014-07-26 | Paper |
COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS
International Journal of Theoretical and Applied Finance | 2013-06-24 | Paper |
Counterparty risk and the impact of collateralization in CDS contracts
| 2013-06-12 | Paper |
DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES
International Journal of Theoretical and Applied Finance | 2013-04-22 | Paper |
Approximation of stochastic partial differential equations by a kernel-based collocation method
International Journal of Computer Mathematics | 2013-01-18 | Paper |
Parameter estimation for the stochastically perturbed Navier-Stokes equations
Stochastic Processes and their Applications | 2011-06-15 | Paper |
Absence of eigenvalues for integro-differential operators with periodic coefficients
| 2011-04-08 | Paper |
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
Parameter estimation for SPDEs with multiplicative fractional noise
Stochastics and Dynamics | 2011-01-19 | Paper |
ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
Stochastics and Dynamics | 2009-07-22 | Paper |
On the point spectrum of some perturbed differential operators with periodic coefficients
| 2009-05-22 | Paper |
scientific article; zbMATH DE number 1978806 (Why is no real title available?)
| 2003-09-10 | Paper |
scientific article; zbMATH DE number 1811732 (Why is no real title available?)
| 2002-10-07 | Paper |
On the spectrum of the perturbed differential operators with periodic coefficients
Anale Ştiinţifice Facultatea de Matematică şi Informatică. Universitatea de Stat din Moldova | 2002-01-24 | Paper |
scientific article; zbMATH DE number 1534939 (Why is no real title available?)
| 2000-11-22 | Paper |
Learning Stochastic Dynamics from Data
| N/A | Paper |
