Publications

Last updated: November 4, 2009

Title Journal Volume/Status Article
18. A note on a Feynman-Kac-type formula Electr. Comm. Probab. 14 (2009), 252-260 PDF Format
17. The stochastic heat equation with multiplicative fractional-colored noise (with Ciprian Tudor) J. Theor. Probab. To appear PDF Format
16. L_p theory for the stochastic heat equation with infinite-dimensional noise ESAIM: Probab. Stat. To appear PDF Format
15. The asymptotically optimal estimating equation for longitudinal data. Strong consistency (with Laura Dumitrescu and Ioana Schiopu-Kratina) Math. Meth. Stat. To appear PDF Format
14. The stochastic heat equation with infinite-dimensional noise: L_2 theory Comm. Stoch. Anal. 3 (2009), 45-68 PDF Format
13. Convergence of point processes with weakly dependent points (with Sana Louhichi) J. Theor. Probab. 22 (2009), 955-982 PDF Format
12'. Erratum to: "The stochastic heat equation with a fractional-colored noise: existence of the solution" (with Ciprian Tudor) Latin Amer. J. Probab. Math. Stat. 6 (2009), 343-347 PDF Format
12. The stochastic heat equation with a fractional-colored noise: existence of the solution (with Ciprian Tudor) Latin Amer. J. Probab. Math. Stat. 4 (2008), 57-87 PDF Format
11. The stochastic heat equation driven by a Gaussian noise: germ Markov property (with Doyoon Kim) Comm. Stoch. Anal. 2 (2008), 229-249 PDF Format
10. Self-normalized weak invariance principle for mixing sequences (with Rafal Kulik) Studia Sci. Math. Hungarica To appear PDF Format
9. Strong approximation for mixing sequences with infinite variance (with Mona Zamfirescu) Electr. Comm. Probab. 11 (2006), 11-23 PDF Format
8. A note on the weak law of large numbers for free random variables (with George Stoica) Ann. math. Québec 31 (2007), 23-30 PDF Format
7. Markov jump random c.d.f.'s and their posterior distributions Stoch. Proc. Appl. 117 (2007), 359-374 PDF Format
6. A strong invariance principle for associated random fields Ann. Probab. 33 (2005), 823-840 PDF Format
5. Asymptotic results with generalized estimating equations (with Ioana Schiopu-Kratina) Ann. Statistics 33 (2005), 522-541 PDF Format
4. Q-Markov random probability measures and their posterior distributions Stoch. Proc. Appl. 109 (2004), 295-316 PDF Format
3. Set-indexed processes with independent increments Stat. Probab. Letters 59 (2002), 415-424 PDF Format
2. A Markov property for set-indexed processes (with Gail Ivanoff) J. Theor. Probab. 15 (2002), 553-588 PDF Format
1. A strong Markov property for set-indexed processes Stat. Probab. Letters 53 (2001), 219-226 PDF Format