| Publication | Date of Publication | Type |
|---|
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-07-18 | Paper |
A Sharp Rate of Convergence in the Functional Central Limit Theorem with Gaussian Input
| 2022-09-17 | Paper |
An infinite-dimensional model of liquidity in financial markets
Probability, Uncertainty and Quantitative Risk | 2021-11-09 | Paper |
Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing
| 2021-07-24 | Paper |
Kelly criterion: from a simple random walk to Lévy processes
SIAM Journal on Financial Mathematics | 2021-05-04 | Paper |
Classical and generalized solutions of fractional stochastic differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
Statistical analysis of some evolution equations driven by space-only noise
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
Heat equation with a geometric rough path potential in one space dimension: existence and regularity of solution
| 2019-10-30 | Paper |
An Asymptotic Comparison of Two Time-homogeneous PAM Models
| 2018-09-15 | Paper |
Stochastic evolution systems. Linear theory and applications to non-linear filtering
Probability Theory and Stochastic Modelling | 2018-08-28 | Paper |
Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-08-11 | Paper |
Stochastic partial differential equations
Universitext | 2017-06-30 | Paper |
Undamped harmonic oscillator driven by additive Gaussian white noise: a statistical analysis
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions
Asymptotic Analysis | 2016-02-19 | Paper |
Simple spectral bounds for sums of certain Kronecker products
Linear Algebra and its Applications | 2015-01-14 | Paper |
Estimating Speed and Damping in the Stochastic Wave Equation
| 2013-04-03 | Paper |
Bilinear stochastic elliptic equations
| 2013-04-03 | Paper |
On generalized Malliavin calculus
Stochastic Processes and their Applications | 2012-03-22 | Paper |
Wick product in the stochastic Burgers equation: A curse or a cure?
| 2012-01-04 | Paper |
Chaos approach to nonlinear filtering
| 2011-07-13 | Paper |
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
Parameter estimation in hyperbolic multichannel models
Asymptotic Analysis | 2011-01-03 | Paper |
Elliptic equations of higher stochastic order
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
Stochastic partial differential equations driven by purely spatial noise
SIAM Journal on Mathematical Analysis | 2010-08-19 | Paper |
A unified approach to stochastic evolution equations using the Skorokhod integral
Theory of Probability & Its Applications | 2010-08-11 | Paper |
A Note on Generalized Malliavin Calculus
| 2010-07-04 | Paper |
Stochastic integrals and evolution equations with Gaussian random fields
Applied Mathematics and Optimization | 2009-08-06 | Paper |
ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
Stochastics and Dynamics | 2009-07-22 | Paper |
Parameter Estimation in Diagonalizable Stochastic Hyperbolic Equations
| 2009-06-23 | Paper |
Statistical inference for stochastic parabolic equations: a spectral approach
Publicacions Matemàtiques | 2009-01-29 | Paper |
Solving SPDEs driven by colored noise: A chaos approach
Quarterly of Applied Mathematics | 2008-10-24 | Paper |
A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise
| 2008-10-23 | Paper |
Stochastic Parabolic Equations of Full Second Order
| 2008-08-26 | Paper |
From Random Processes to Generalized Fields: A Unified Approach to Stochastic Integration
| 2007-06-15 | Paper |
Wiener chaos and nonlinear filtering
Applied Mathematics and Optimization | 2007-01-29 | Paper |
Mathematics of physics and engineering.
| 2006-08-02 | Paper |
Wiener chaos solutions of linear stochastic evolution equations
The Annals of Probability | 2006-07-26 | Paper |
scientific article; zbMATH DE number 2226680 (Why is no real title available?)
| 2005-11-08 | Paper |
Passive scalar equation in a turbulent incompressible Gaussian velocity field
Russian Mathematical Surveys | 2004-12-01 | Paper |
Nonlinear filtering of diffusion processes in correlated noise: Analysis by separation of variables
Applied Mathematics and Optimization | 2003-08-18 | Paper |
Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field
| 2003-07-18 | Paper |
Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator
Statistical Inference for Stochastic Processes | 2003-06-09 | Paper |
Linear stochastic parabolic equations, degenerating on the boundary of a domain
Electronic Journal of Probability | 2003-02-13 | Paper |
Small perturbation of stochastic parabolic equations: A power series analysis
Journal of Functional Analysis | 2002-11-28 | Paper |
Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations
Methods and Applications of Analysis | 2002-05-09 | Paper |
Parameter estimation for stochastic evolution equations with non-commuting operators
| 2001-07-16 | Paper |
Spectral asymptotics of some functionals arising in statistical inference for SPDEs
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Dirichlet problem for stochasticparabolic equations in smoothdomains
Stochastics and Stochastic Reports | 2000-05-29 | Paper |
A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
SIAM Journal on Mathematical Analysis | 1999-11-23 | Paper |
A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line
SIAM Journal on Mathematical Analysis | 1999-06-27 | Paper |
scientific article; zbMATH DE number 1064826 (Why is no real title available?)
| 1998-09-08 | Paper |
Nonlinear Filtering Revisited: A Spectral Approach
SIAM Journal on Control and Optimization | 1997-10-26 | Paper |
scientific article; zbMATH DE number 850380 (Why is no real title available?)
| 1996-11-19 | Paper |
Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)
Journal of Applied Mathematics and Stochastic Analysis | 1995-08-21 | Paper |
scientific article; zbMATH DE number 130625 (Why is no real title available?)
| 1993-03-10 | Paper |
