Brownian Motion and Stochastic Calculus

• Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay

  2026 SIAM Journal on Applied Dynamical Systems article Mathematics Mathematical Dynamics and Fractals

  0

  citations
• Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI

  2025 SIAM/ASA Journal on Uncertainty Quantification article Computer Science Medical Image Segmentation Techniques Open access

  1

  citations
• Sequential Gaussian approximation for nonstationary time series in high dimensions

  2023 Bernoulli article Mathematics Statistical Methods and Inference

  10

  citations
• WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY

  2022 International Journal of Theoretical and Applied Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  12

  citations
• Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data

  2021 Statistics and Computing article Engineering Energy Load and Power Forecasting Open access

  0

  citations
• Regularity of multifractional moving average processes with random Hurst exponent

  2021 RePEc: Research Papers in Economics article Economics, Econometrics and Finance Stochastic processes and financial applications

  10

  citations

6 results