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- Temporal asymptotics for fractional parabolic Anderson model. Electronic Journal of Probability 2018. 2018:- .
- Large deviations for stochastic heat equation with rough dependence in space. Bernoulli 2018. 24:354-385 .
- Stochastic heat equation with rough dependence in space. The Annals of Probability 2017. 2017:- .
- Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Electronic Journal of Probability 2017. 2017:- .
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. The Annals of Applied Probability 2016. 26:1147-1207 .
- On the intermittency front of stochastic heat equation driven by colored noises. Electronic Communications in Probability 2016. 2016:- .
- Density convergence in the Breuer–Major theorem for Gaussian stationary sequences. Bernoulli 2015. 21:2336-2350 .
- Exponential asymptotics for time–space Hamiltonians. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 2015. 51:1529-1561 .
- Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Electronic Journal of Probability 2015. 2015:- .
- The \(\frac{4}{3}\)-Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes. Journal of Theoretical Probability 2014. 27:789-825 .
- Central limit theorem for an additive functional of the fractional Brownian motion. The Annals of Probability 2014. 42:168-203 .
- Long-Memory Processes and Applications. Abstract and Applied Analysis 2013. 2013:- .
- Smooth Density for Some Nilpotent Rough Differential Equations. Journal of Theoretical Probability 2013. 26:722-749 .
- Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion. Electronic Communications in Probability 2013. 18:1-8 .
- Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion. Electronic Communications in Probability 2013. 2013:- .
- Drift parameter estimation for a reflected fractional Brownian motion based on its local time. Journal of Applied Probability 2013. 50:592-597 .
- On Stratonovich and Skorohod stochastic calculus for Gaussian processes. The Annals of Probability 2013. 2013:- .
- Identification of the Point Sources in Some Stochastic Wave Equations. Abstract and Applied Analysis 2013. 2013:- .
- Feynman–Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2. The Annals of Probability 2012. 40:1041-1068 .
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions. The Annals of Applied Probability 2011. 21:2379-2423 .
- Feynman–Kac formula for heat equation driven by fractional white noise. The Annals of Probability 2011. 39:291-326 .
- Feynman-Kac formula for heat equation driven by fractional white noise. The Annals of Probability 2011. 39:291-326 .
- Central limit theorem for the third moment in space of the Brownian local time increments. Electronic Communications in Probability 2010. 15:396-410 .
- Parameter estimation for fractional Ornstein-Uhlenbeck processes. Statistics & Probability Letters 2010. 80:1030-1038 .
- Central limit theorem for the third moment in space of the Brownian local time increments. Electronic Communications in Probability 2010. 2010:- .
- Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem. Electronic Communications in Probability 2009. 2009:- .
- Fractional martingales and characterization of the fractional Brownian motion. The Annals of Probability 2009. 37:2404-2430 .
- Stochastic heat equation driven by fractional noise and local time. Probability Theory and Related Fields 2009. 143:285-328 .
- Least squares estimator for Ornstein-Uhlenbeck processes driven by α-stable motions. Stochastic Processes and their Applications 2009. 119:2465-2480 .
- Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem. Electronic Communications in Probability 2009. 14:529-539 .
- A singular stochastic differential equation driven by fractional Brownian motion. Statistics & Probability Letters 2008. 78:2075-2085 .
- A delayed black and Scholes formula. Stochastic Analysis and Applications 2007. 25:471-492 .
- Regularity of renormalized self-intersection local time for fractional Brownian motion. Communications in Information & Systems 2007. 7:21-30 .
- Optimal smooth portfolio selection for an insider. Journal of Applied Probability 2007. 44:742-752 .
- Weighted local time for fractional Brownian motion and applications to finance. Stochastic Analysis and Applications 2005. 23:15-30 .
- Renormalized self-intersection local time for fractional Brownian motion. The Annals of Probability 2005. 33:948-983 .
- Discrete-time approximations of stochastic delay equations: The milstein scheme. The Annals of Probability 2004. 32:265-314 .
- Fractional white noise calculus and applications to finance. Infinite Dimensional Analysis, Quantum Probability and Related Topics 2003. 6:1-32 .
- Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion. Infinite Dimensional Analysis, Quantum Probability and Related Topics 2003. 6:519-536 .
- Chaos expansion of local time of fractional Brownian motions. Stochastic Analysis and Applications 2002. 20:815-837 .
- Option pricing in a market where the volatility is driven by fractional Brownian motions. .
- Probability structure preserving and absolute continuity. Annales de l'Institut Henri Poincaré: Probabilités et Statistiques 2002. 38:557-580 .
- A stochastic maximum principle for processes driven by fractional Brownian motion. Stochastic Processes and their Applications 2002. 100:233-253 .
- Chaos expansion of heat equations with white noise potentials. Potential Analysis 2002. 16:45-66 .
- Self-intersection local time of fractional Brownian motions-via chaos expansion. Kyoto Journal of Mathematics 2001. 41:233-250 .
- Self-intersection local time of fractional Brownian motions -- Via chaos expansion. Journal of Mathematics of Kyoto University 2001. 41:233-250 .
- Optimal times to observe in the Kalman-Bucy models. Stochastics and Stochastics Reports 2000. 69:123-140 .
- Stochastic calculus for fractional Brownian motion I. Theory. SIAM Journal on Control and Optimization 2000. 38:582-612 .
- Optimal time to invest when the price processes are geometric Brownian motions. Finance and Stochastics 1998. 2:295-310 .
- Continuity of some anticipating integral processes. Statistics & Probability Letters 1998. 37:203-211 .
- On the positivity of the solution of a class of stochastic pressure equations. Stochastics and Stochastics Reports 1998. 63:27-40 .
- Stability and approximations of symmetric diffusion semigroups and kernels. Journal of Functional Analysis 1998. 152:255-280 .
- Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities. Journal of Theoretical Probability 1997. 10:835-848 .
- A remark on non-smoothness of the self-intersection local time of planar Brownian motion. Statistics & Probability Letters 1997. 32:57-65 .
- Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design. Stochastics and Stochastics Reports 1996. 59:211-240 .
- Donsker’s delta functions and approximation of heat kernels by the time discretization methods. Kyoto Journal of Mathematics 1996. 36:499-518 .
- An interpolation inequality on the Wiener space. Comptes Rendus de l'Académie des Sciences, Série I: Mathématique 1993. 317:1065-1067 .