Anastasia Papavasiliou

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The Inverse Problem for Single Trajectories of Rough Differential Equations (available as arXiv preprint)	2026-01-01	Paper
Statistical inference for the rough homogenization limit of multiscale fractional Ornstein-Uhlenbeck processes Electronic Communications in Probability	2025-06-23	Paper
Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes (available as arXiv preprint)	2024-01-01	Paper
Maximum likelihood estimation for multiscale Ornstein-Uhlenbeck processes Stochastics	2022-07-05	Paper
The Inverse Problem for Controlled Differential Equations	2022-01-25	Paper
Diffusion parameter estimation for the homogenized equation Multiscale Modeling & Simulation	2019-09-19	Paper
Approximate Likelihood Construction for Rough Differential Equations	2016-12-08	Paper
Approximate Likelihood Construction for Rough Differential Equations (available as arXiv preprint)	2016-01-01	Paper
Expected signature of Gaussian processes with strictly regular kernels	2013-04-17	Paper
Expected signature of Gaussian processes with strictly regular kernels (available as arXiv preprint)	2013-01-01	Paper
Parameter estimation for rough differential equations The Annals of Statistics	2011-12-08	Paper
Coarse-grained modeling of multiscale diffusions: the p-variation estimates Stochastic Analysis 2010	2011-07-13	Paper
A Distributed Procedure for Computing Stochastic Expansions with Mathematica	2010-09-28	Paper
A Distributed Procedure for Computing Stochastic Expansions with Mathematica (available as arXiv preprint)	2010-01-01	Paper
Variance Reduction for the Equation‐Free Simulation of Multiscale Stochastic Systems Multiscale Modeling & Simulation	2008-03-28	Paper
Particle Filters for Multiscale Diffusions ESAIM: Proceedings	2007-11-20	Paper
Parameter estimation and asymptotic stability in stochastic filtering Stochastic Processes and their Applications	2006-10-05	Paper
A uniformly convergent adaptive particle filter Journal of Applied Probability	2006-06-29	Paper
Asymptotic Stability of the optimal filter for non-ergodic signals (available as arXiv preprint)	2002-10-02	Paper

Research outcomes over time

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