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Publications in Statistics

Comparing the G-Normal Distribution to Its Classical Counterpart

Communications on Stochastic Analysis

English

Probability Distributions and Orthogonal Polynomials Associated With the One-Parameter Fibonacci Group

Communications on Stochastic Analysis

English

Perpetual Integral Functionals of Brownian Motion and Blowup of Semilinear Systems of SPDEs

Communications on Stochastic Analysis

English

An Estimate for Bounded Solutions of the Hermite Heat Equation

Communications on Stochastic Analysis

English

Theoretical and Numerical Analysis of an Optimal Execution Problem With Uncertain Market Impact

Communications on Stochastic Analysis

English

Risk Indifference Pricing of Functional Claims of the Yield Surface in the Presence of Partial Information

Communications on Stochastic Analysis

English

Leveraging the Network: A Stress-Test Framework Based on DebtRank

Statistics and Risk Modeling

English

SDE Solutions in the Space of Smooth Random Variables

Communications on Stochastic Analysis

English

The Early Years of Quantum Stochastic Calculus

Communications on Stochastic Analysis

English

Optimal Dividend-Payout in Random Discrete Time

Statistics and Risk Modeling

English