Publications

Last updated: December 8, 2011

Title Journal Volume/Status Article
24. Linear SPDEs with harmonizable noise - Preprint arxiv
23. Some linear SPDEs driven by a fractional noise with Hurst index greater than 1/2 - Preprint arxiv
22. The stochastic wave equation with multiplicative fractional noise: a Malliavin calculus approach Potential Analysis 36 (2012), 1-34 PDF Format
21. Explicit conditions for the convergence of point processes associated to stationary arrays (with Sana Louhichi) Electr. Comm. Probab. 15 (2010), 428-441 PDF Format
20. The stochastic wave equation with fractional noise: a random field approach (with Ciprian Tudor) Stoch. Proc. Appl. 120 (2010), 2468-2494 PDF Format
19. A cluster limit theorem for infinitely divisible point processes (with Sana Louhichi) Statistics 45 (2011), 3-18 PDF Format
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. 23 (2010), 834-870 PDF Format
16. L_p theory for the stochastic heat equation with infinite-dimensional fractional noise ESAIM: Probab. Stat. 15 (2011), 110-138 PDF Format
15. The asymptotically optimal estimating equation for longitudinal data. Strong consistency (with Laura Dumitrescu and Ioana Schiopu-Kratina) Math. Meth. Stat. 19 (2010), 93-120 PDF Format
14. The stochastic heat equation with infinite-dimensional fractional 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 46 (2009), 329-343 PDF Format
9. Strong approximation for mixing sequences (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