Statistical inference for SPDEs: an overview von Cialenco, Igor

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Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise von Cialenco, Igor, Kim, Hyun-Jung

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Drift estimation for discretely sampled SPDEs von Cialenco, Igor, Delgado-Vences, Francisco, Kim, Hyun-Jung

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Trajectory fitting estimators for SPDEs driven by additive noise von Cialenco, Igor, Gong, Ruoting, Huang, Yicong

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Arbitrage-free pricing of derivatives in nonlinear market models von Bielecki, Tomasz R., Cialenco, Igor, Rutkowski, Marek

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Statistical analysis of some evolution equations driven by space-only noise von Cialenco, Igor, Kim, Hyun-Jung, Lototsky, Sergey V.

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Parameter estimation for the stochastically perturbed Navier–Stokes equations von Cialenco, Igor, Glatt-Holtz, Nathan

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Drift estimation for discretely sampled SPDEs von Cialenco, Igor, Delgado-Vences, Francisco, Kim, Hyun-Jung

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Parameter estimation for semilinear SPDEs from local measurements von Altmeyer, Randolf, Cialenco, Igor, Pasemann, Gregor

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Bayesian estimations for diagonalizable bilinear SPDEs von Cheng, Ziteng, Cialenco, Igor, Gong, Ruoting

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Hypothesis testing for stochastic PDEs driven by additive noise von Cialenco, Igor, Xu, Liaosha

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Adaptive Robust Control under Model Uncertainty von Bielecki, Tomasz R., Chen, Tao, Cialenco, Igor, Cousin, Areski, Jeanblanc, Monique

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A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective von Bielecki, Tomasz R., Cialenco, Igor, Pitera, Marcin

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Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach von Cialenco, Igor, Kim, Hyun-Jung, Pasemann, Gregor

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A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time von Bielecki, Tomasz R., Cialenco, Igor, Pitera, Marcin

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Risk filtering and risk-averse control of Markovian systems subject to model uncertainty von Bielecki, Tomasz R., Cialenco, Igor, Ruszczyński, Andrzej

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Recursive construction of confidence regions von Bielecki, Tomasz, Chen, Tao, Cialenco, Igor

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DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE von Bielecki, Tomasz R., Cialenco, Igor, Zhang, Zhao

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Dynamic Conic Finance via Backward Stochastic Difference Equations von Bielecki, Tomasz R., Cialenco, Igor, Chen, Tao

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Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies von Cialenco, Igor, Protopapadakis, Aris

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