| Publication | Date of Publication | Type |
|---|
Parameter estimation for the drift of a time inhomogeneous jump diffusion process
Statistica Neerlandica | 2024-06-10 | Paper |
On shifting the principal eigenvalue of Dirichlet problem to infinity with non-transversal incompressible drift
Mathematica Scandinavica | 2024-05-15 | Paper |
Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift
Discrete and Continuous Dynamical Systems | 2020-05-05 | Paper |
| The Convergence rate of the Gibbs sampler for the 2-D Ising model via a geometric bound | 2018-04-24 | Paper |
The speed of relaxation for diffusion with drift satisfying exponential decay of correlations
Proceedings of the American Mathematical Society | 2018-03-26 | Paper |
Accelerating diffusion on compact Riemannian surfaces by incompressible drift
Analysis and Applications | 2017-09-08 | Paper |
Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
Statistical Inference for Stochastic Processes | 2017-04-21 | Paper |
Stable limit theorem for \(U\)-statistic processes indexed by a random walk
Electronic Communications in Probability | 2017-02-07 | Paper |
Stable limit theorem for \(U\)-statistic processes indexed by a random walk
Electronic Communications in Probability | 2017-02-07 | Paper |
Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet
Bernoulli | 2017-01-11 | Paper |
Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet
Bernoulli | 2017-01-11 | Paper |
On how to use drift to push the spectral gap of a diffusion on \(S^{2}\) to infinity
Quarterly of Applied Mathematics | 2016-05-30 | Paper |
Change point testing for the drift parameters of a periodic mean reversion process
Statistical Inference for Stochastic Processes | 2014-05-23 | Paper |
Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter
Extremes | 2011-11-27 | Paper |
A self-similar process arising from a random walk with random environment in random scenery
Bernoulli | 2011-09-02 | Paper |
Drift estimation for a periodic mean reversion process
Statistical Inference for Stochastic Processes | 2011-04-08 | Paper |
| A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances | 2009-12-09 | Paper |
The extremes of random walks in random sceneries
Advances in Applied Probability | 2009-07-22 | Paper |
The extremes of a random scenery as seen by a random walk in a random environment
Statistics & Probability Letters | 2009-04-14 | Paper |
Homogenization of random transport along periodic two-dimensional flows
Stochastic Processes and their Applications | 2009-03-10 | Paper |
A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise
Journal of Theoretical Probability | 2008-02-18 | Paper |
A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System
Journal of Applied Probability | 2008-02-05 | Paper |
On the decay of the solutions of second order parabolic equations with Dirichlet conditions
Mathematische Nachrichten | 2007-08-03 | Paper |
The scaling limit behaviour of periodic stable-like processes
Bernoulli | 2006-11-06 | Paper |
The scaling limit behaviour of periodic stable-like processes
Bernoulli | 2006-11-06 | Paper |
A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-11-02 | Paper |
About the decay of vorticity in a two-dimensional incompressible viscous fluid
Semigroup Forum | 2005-02-16 | Paper |
Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift
Mathematische Zeitschrift | 2004-07-01 | Paper |
| Heat content inequalities for diffusions on manifolds | 2002-01-21 | Paper |
