| Publication | Date of Publication | Type |
|---|
Koopman representations with irregular time intervals
Physica D | 2026-02-10 | Paper |
Side boundary potentials for a Kolmogorov-type PDE
Journal of Evolution Equations | 2025-10-20 | Paper |
Optimal transport to cold chain in perishable hand-picked agriculture
Natural Resource Modeling | 2024-08-28 | Paper |
Algorithmic geolocation of harvest in hand-picked agriculture
Natural Resource Modeling | 2024-08-05 | Paper |
Near-Collision Dynamics in a Noisy Car-Following Model
SIAM Journal on Applied Mathematics | 2023-05-03 | Paper |
Measuring the unmeasurable: an application of uncertainty quantification to treasury bond portfolios
Quantitative Finance | 2018-11-19 | Paper |
Default clustering in large pools: large deviations
SIAM Journal on Financial Mathematics | 2015-05-15 | Paper |
Large portfolio asymptotics for loss from default
Mathematical Finance | 2015-02-20 | Paper |
Dynamics of bankrupt stocks
SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions
Optimization Methods & Software | 2014-10-29 | Paper |
Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system
LMS Journal of Computation and Mathematics | 2014-07-11 | Paper |
The topology of central counterparty clearing networks and network stability
Stochastic Models | 2014-05-02 | Paper |
A multiscale model of high-frequency trading
Algorithmic Finance | 2013-12-18 | Paper |
Default clustering in large portfolios: typical events
The Annals of Applied Probability | 2013-04-24 | Paper |
Default clustering in large portfolios: typical events
The Annals of Applied Probability | 2013-04-24 | Paper |
A stochastic Stefan problem
Journal of Theoretical Probability | 2013-01-11 | Paper |
A stochastic moving boundary value problem
Illinois Journal of Mathematics | 2013-01-04 | Paper |
Numerical analysis of the stochastic moving boundary problem
Stochastic Analysis and Applications | 2012-12-13 | Paper |
| Stochastic Stefan Problems Driven By Standard Brownian Sheets | 2012-10-26 | Paper |
Recovery rates in investment-grade pools of credit assets: a large deviations analysis
Stochastic Processes and their Applications | 2011-11-10 | Paper |
Exact pricing asymptotics of investment-grade tranches of synthetic CDO's: a large homogeneous pool
International Journal of Theoretical and Applied Finance | 2010-08-11 | Paper |
Dimensional reduction in nonlinear filtering
Nonlinearity | 2010-02-25 | Paper |
Averaging of stochastic flows: twist maps and escape from resonance
Stochastic Processes and their Applications | 2009-10-13 | Paper |
Data Assimilation in the Detection of Vortices
Understanding Complex Systems | 2009-05-13 | Paper |
Random perturbations of canards
Journal of Theoretical Probability | 2008-12-16 | Paper |
A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
Stochastics and Dynamics | 2008-12-11 | Paper |
STOCHASTIC AVERAGING NEAR LONG HETEROCLINIC ORBITS
Stochastics and Dynamics | 2007-08-10 | Paper |
Random perturbations of two-dimensional pseudoperiodic flows
Illinois Journal of Mathematics | 2006-09-26 | Paper |
Stochastic Averaging Near Homoclinic Orbits Via Singular Perturbations
Solid Mechanics and Its Applications | 2005-02-11 | Paper |
A boundary layer theory for diffusively perturbed transport around a heteroclinic cycle
Communications on Pure and Applied Mathematics | 2005-01-12 | Paper |
Stochastic Averaging Near a Homoclinic Orbit with Multiplicative Noise
Stochastics and Dynamics | 2004-07-12 | Paper |
UNIFIED APPROACH FOR NOISY NONLINEAR MATHIEU-TYPE SYSTEMS
Stochastics and Dynamics | 2004-05-18 | Paper |
Pinching and twisting Markov processes
The Annals of Probability | 2003-05-06 | Paper |
Rigorous stochastic averaging at a center with additive noise
Meccanica | 2003-04-27 | Paper |
A comparison of homogenization and large deviations, with applications to wavefront propagation
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
Transactions of the American Mathematical Society | 2001-12-10 | Paper |
Hypoelliptic random heat kernels: A case study
Proceedings of the American Mathematical Society | 2001-05-14 | Paper |
On the tangent flow of a stochastic differential equation with fast drift
Transactions of the American Mathematical Society | 2001-02-19 | Paper |
Non-standard reduction of noisy Duffing–van der Pol equation
Dynamical Systems | 2001-01-01 | Paper |
Hydrodynamical limits and geometric measure theory: mean curvature limits from a threshold voter model
Journal of Functional Analysis | 2000-05-11 | Paper |
| Stochastic averaging on graphs: Noisy Duffing-van der Pol equation | 2000-01-01 | Paper |
Thermal capacity estimates on the Allen-Cahn equation
Transactions of the American Mathematical Society | 1999-05-19 | Paper |
Short-time geometry of random heat kernels
Memoirs of the American Mathematical Society | 1998-11-05 | Paper |
Intermittency-type estimates for some nondegenerate SPDE's
The Annals of Probability | 1996-12-02 | Paper |
The poincaré manifold at a stable equilibrium of c2planar flow
Applicable Analysis | 1996-04-24 | Paper |
Multidimensional reaction-diffusion equations with white noise boundary perturbations
The Annals of Probability | 1996-03-12 | Paper |
| scientific article; zbMATH DE number 774069 (Why is no real title available?) | 1995-11-26 | Paper |
Recent results on the short-time geometry of random heat kernels
Mathematical Research Letters | 1995-10-22 | Paper |
Random travelling waves for the KPP equation with noise
Journal of Functional Analysis | 1995-08-31 | Paper |
| scientific article; zbMATH DE number 480272 (Why is no real title available?) | 1995-05-01 | Paper |
Blowup for the heat equation with a noise term
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-05-18 | Paper |
| scientific article; zbMATH DE number 140592 (Why is no real title available?) | 1993-03-28 | Paper |
Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1993-03-22 | Paper |
Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
The Annals of Probability | 1992-06-28 | Paper |
Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates
IEEE Transactions on Automatic Control | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 17762 (Why is no real title available?) | 1992-06-26 | Paper |
Side Boundary potentials for a Kolmogorov-type PDE
(available as arXiv preprint) | N/A | Paper |
