| Publication | Date of Publication | Type |
|---|
Asymptotic smiles for an affine jump-diffusion model
Probability, Uncertainty and Quantitative Risk | 2026-09-01 | Paper |
Scaling limits for INAR(∞) processes
Communications in Statistics. Theory and Methods | 2026-08-11 | Paper |
Moderate Deviations for Random-Indexed Cluster Counts in Hierarchical Pitman-Yor Models
(available as arXiv preprint) | 2026-01-01 | Paper |
Accelerating Langevin Monte Carlo Sampling: A Large Deviations Analysis
(available as arXiv preprint) | 2025-01-01 | Paper |
Scaling limits for INAR(\infty) processes
(available as arXiv preprint) | 2025-01-01 | Paper |
High-Order Langevin Monte Carlo Algorithms
(available as arXiv preprint) | 2025-01-01 | Paper |
Short maturity conditional Asian options in local volatility models
Mathematics and Financial Economics | 2020-04-29 | Paper |
Beckner inequalities for Moebius measures on spheres
ESAIM: Probability and Statistics | 2019-08-12 | Paper |
Asymptotic analysis for affine point processes with large initial intensity
Analysis and Applications | 2019-01-29 | Paper |
Moderate deviations for a stochastic wave equation in dimension three
Acta Applicandae Mathematicae | 2018-12-10 | Paper |
Moderate deviations for multivariate Hawkes processes
Statistics & Probability Letters | 2018-06-21 | Paper |
Limit theorems for non-Markovian marked dynamic contagion processes
Journal of Mathematical Analysis and Applications | 2018-05-09 | Paper |
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
Stochastics and Dynamics | 2017-06-20 | Paper |
A moderate deviation principle for stochastic Volterra equation
Statistics & Probability Letters | 2017-01-16 | Paper |
| Large deviations for stochastic differential delay equations with L\'evy noises | 2015-11-14 | Paper |
WITHDRAWN: Large deviations for stochastic differential delay equations with Lévy noises
(available as arXiv preprint) | 2015-01-01 | Paper |
| Accurate pricing formulas for Asian options with jumps | 2014-02-28 | Paper |
Exponential convergence in probability for empirical means of Lévy processes
Acta Mathematicae Applicatae Sinica. English Series | 2010-09-20 | Paper |
\(L^1\)-uniqueness of Sturm-Liouville operators
Science China. Mathematics | 2010-03-19 | Paper |
Large deviation principles for Markov processes via phi-Sobolev inequalities
Electronic Communications in Probability | 2009-11-20 | Paper |
Large deviation principles for Markov processes via phi-Sobolev inequalities
Electronic Communications in Probability | 2009-11-20 | Paper |
Transportation-information inequalities for Markov processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-07-24 | Paper |
Transportation-information inequalities for Markov processes
(available as arXiv preprint) | 2007-01-01 | Paper |
