Carsten Chong

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 stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency Communications in Mathematical Physics	2023-08-28	Paper
A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise The Annals of Probability	2023-07-18	Paper
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs Bernoulli	2023-06-02	Paper
Extremes of the stochastic heat equation with additive Lévy noise Electronic Journal of Probability	2022-10-04	Paper
Rate-optimal estimation of mixed semimartingales	2022-07-21	Paper
Extremes of the stochastic heat equation with additive L\'evy noise	2022-03-11	Paper
When Frictions are Fractional: Rough Noise in High-Frequency Data	2021-06-30	Paper
High-frequency analysis of parabolic stochastic PDEs The Annals of Statistics	2020-08-28	Paper
Normal approximation of the solution to the stochastic heat equation with Lévy noise Stochastic and Partial Differential Equations. Analysis and Computations	2020-08-26	Paper
The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise The Annals of Probability	2020-07-31	Paper
Partial mean field limits in heterogeneous networks Stochastic Processes and their Applications	2019-12-17	Paper
Path properties of the solution to the stochastic heat equation with Lévy noise Stochastic and Partial Differential Equations. Analysis and Computations	2019-10-09	Paper
Intermittency for the stochastic heat equation with Lévy noise The Annals of Probability	2019-10-08	Paper
Volterra-type Ornstein-Uhlenbeck processes in space and time Stochastic Processes and their Applications	2018-08-15	Paper
Contagion in financial systems: a Bayesian network approach SIAM Journal on Financial Mathematics	2018-04-16	Paper
Lévy-driven Volterra equations in space and time Journal of Theoretical Probability	2017-10-23	Paper
Stochastic PDEs with heavy-tailed noise Stochastic Processes and their Applications	2017-06-22	Paper
Simulation of stochastic Volterra equations driven by space-time Lévy noise The Fascination of Probability, Statistics and their Applications	2017-01-16	Paper
Integrability conditions for space-time stochastic integrals: theory and applications Bernoulli	2015-10-30	Paper
Superposition of COGARCH processes Stochastic Processes and their Applications	2015-02-27	Paper

Research outcomes over time

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