| Publication | Date of Publication | Type |
|---|
Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process (edit)
Stochastic Processes and their Applications | 2026-04-01 | Paper |
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
Stochastic Processes and their Applications | 2026-02-27 | Paper |
Ergodicity and law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
Journal of Mathematical Analysis and Applications | 2025-12-29 | Paper |
A large deviations principle for time averages of continuous-state branching processes with immigration
Stochastics | 2025-08-22 | Paper |
Limits of stochastic Volterra equations driven by Gaussian noise
Stochastics and Partial Differential Equations. Analysis and Computations | 2025-07-18 | Paper |
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
Finance and Stochastics | 2024-10-16 | Paper |
Volterra square-root process: stationarity and regularity of the law
The Annals of Applied Probability | 2024-04-09 | Paper |
Volterra square-root process: stationarity and regularity of the law
The Annals of Applied Probability | 2024-04-09 | Paper |
| Exponential ergodicity for stochastic equations of nonnegative processes with jumps | 2024-02-05 | Paper |
Exponential ergodicity for stochastic equations of nonnegative processes with jumps
(available as arXiv preprint) | 2024-02-05 | Paper |
| Limits of stochastic Volterra equations driven by Gaussian noise | 2023-11-13 | Paper |
Regularity of transition densities and ergodicity for affine jump‐diffusions
Mathematische Nachrichten | 2023-10-09 | Paper |
| Interacting particle systems with continuous spins | 2023-08-15 | Paper |
Long-time behavior for subcritical measure-valued branching processes with immigration
Potential Analysis | 2023-08-15 | Paper |
| Limit theorems for time averages of continuous-state branching processes with immigration | 2022-08-26 | Paper |
| Stationary Covariance Regime for Affine Stochastic Covariance Models in Hilbert Spaces | 2022-03-28 | Paper |
On uniqueness and stability for the Boltzmann-Enskog equation
NoDEA. Nonlinear Differential Equations and Applications | 2022-03-23 | Paper |
On the boundary behavior of multi-type continuous-state branching processes with immigration
Electronic Communications in Probability | 2022-01-06 | Paper |
Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
Advances in Applied Probability | 2021-08-04 | Paper |
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
Spontaneous wave formation in stochastic self-driven particle systems
SIAM Journal on Applied Mathematics | 2021-06-02 | Paper |
On a class of stochastic partial differential equations with multiple invariant measures
NoDEA. Nonlinear Differential Equations and Applications | 2021-06-01 | Paper |
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
The Annals of Applied Probability | 2021-03-18 | Paper |
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
The Annals of Applied Probability | 2021-03-18 | Paper |
Nonlinear perturbations of evolution systems in scales of Banach spaces
Nonlinearity | 2020-11-26 | Paper |
| On the anisotropic stable JCIR process | 2020-09-04 | Paper |
On the anisotropic stable JCIR process
(available as arXiv preprint) | 2020-09-04 | Paper |
Existence of densities for multi-type continuous-state branching processes with immigration
Stochastic Processes and their Applications | 2020-09-02 | Paper |
Stochastic Cucker-Smale flocking dynamics of jump-type
Kinetic and Related Models | 2020-05-11 | Paper |
| Weak-coupling limit for ergodic environments | 2019-12-09 | Paper |
Weak-coupling limit for ergodic environments
(available as arXiv preprint) | 2019-12-09 | Paper |
The Enskog process for hard and soft potentials
NoDEA. Nonlinear Differential Equations and Applications | 2019-07-26 | Paper |
Linear evolution equations in scales of Banach spaces
Journal of Functional Analysis | 2019-05-02 | Paper |
Stochastic averaging principle for spatial birth-and-death evolutions in the continuum
Journal of Statistical Physics | 2018-07-31 | Paper |
| Stochastic averaging for a spatial population model in random environment | 2017-12-09 | Paper |
| Evolution of states and mesoscopic scaling for two-component birth-and-death dynamics in continuum | 2017-07-11 | Paper |
Evolution of states and mesoscopic scaling for two-component birth-and-death dynamics in continuum
(available as arXiv preprint) | 2017-07-11 | Paper |
| Non-autonomous interacting particle systems in continuum | 2017-07-11 | Paper |
Non-autonomous interacting particle systems in continuum
(available as arXiv preprint) | 2017-07-11 | Paper |
Non-equilibrium dynamics for a Widom-Rowlinson type model with mutations
Journal of Statistical Physics | 2017-06-08 | Paper |
Comparison Principles for Stochastic Volterra equations
(available as arXiv preprint) | N/A | Paper |
Regular occupation measures of Volterra processes
(available as arXiv preprint) | N/A | Paper |
Maximum likelihood estimation in continuous affine Volterra processes in the ergodic regime
(available as arXiv preprint) | N/A | Paper |
