Publications

• [58] Series expansions for SPDEs with symmetric α-stable Lévy noise (with Juan J. Jiménez), e-print: arxiv: 2409.12286
• [57] Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise (with Panqui Xia and Guangqu Zheng), e-print: arxiv:2310.10784
• [56] Gaussian fluctuations for the wave equation under rough perturbations (with Jingyu Huang, Xiong Wang, Panqui Xia and Wangjun Yuan), e-print: arxiv:2307.00103
• [55] Continuity in law for solutions of SPDEs with space-time homogeneous Gaussian noise (with Xiao Liang), Stochastics and Dynamics, to appear, e-print: arxiv2305.10330
• [54] Hyperbolic Anderson model with time-independent rough noise: Gaussian fluctuations (with Wangjun Yuan), Electronic Journal of Probability, to appear, e-print: arxiv2305.05043
• [53] Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation (with Guangqu Zheng), Transactions of the American Mathematical Society 377 (2024), 4171-4221, e-print: arxiv2302.14178
• [52] Parabolic Anderson model with rough noise in space and rough initial conditions (with Le Chen and Yiping Ma), Electronic Communications in Probability 27 (2022), paper no. 65, 1-12, e-print: arxiv2206.11361
• [51] Central limit theorems for heat equation with time-independent noise: the regular and rough cases (with Wangjun Yuan), Infinite Dimensional Analysis, Quantum Probability and Related Topics 26 No 2. (2023) Article No. 2250029, e-print: arxiv2205.13105
• [50] Spatial integral of the solution to the hyperbolic Anderson model with time-independent noise (with Wangjun Yuan), Stochastic Processes and Their Applications, to appear, e-print: arxiv2201.02319
• [49] Stochastic wave equation with Lévy white noise, ALEA, Latin American Journal of Probability and Mathematical Statistics 20 (2023), 463-496, e-print: arxiv2111.14242
• [48] Stratonovich solution for the wave equation. Journal of Theoretical Probability, to appear, e-print: arxiv2105.08802
• [47] The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications (with David Nualart, Lluis Quer-Sardanyons and Guangqu Zheng), Stochastics and Partial Differential Equations: Analysis and Computations 10 (2022), 757-827, e-print: arXiv2101.10957
• [46] Exact asymptotics of the stochastic wave equation with time independent noise (with Le Chen and Xia Chen), Annales de l’Institut Henri Poincaré: Probabilités et Statistiques 58 (2022), 1590-1620 , e-print: arXiv2007.10203
• [45] Weak convergence and tightness of probability measures in an abstract Skorohod space (with Becem Saidani), Revue Roumaine de mathématiques pures et appliquées 65 (2020), 177-200, e:print: arXiv1907.10522
• [44] Stable Lévy motion with values in the Skorohod space: construction and approximation (with Becem Saidani). Journal of Theoretical Probability 33 (2020), 1061-1110, e-print: arXiv1809.02103
• [43] Holder continuity for the Parabolic Anderson Model with space-time homogeneous Gaussian noise (with Lluis Quer Sardanyons and Jian Song). Acta Mathematics Scientica 39 (2019), 717-739, e-print: arXiv1807.05420
• [42] Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise (with Lluis Quer Sardanyons and Jian Song). Electronic Journal of Probability 24 (2019), no. 106, 1-43, journal file, e-print: arXiv:1805.06936
• [41] Asymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights (with Dina Jankovic). Mathematical Methods of Statistics 28 (2019), 83-103, e-print: arXiv1803.05836
• [40] Second order Lyapunov exponents for parabolic and hyperbolic Anderson models (with Jian Song). Bernoulli 25 (2019), 3069-3089, e-print: arXiv1704.02411
• [39]  Parabolic Anderson Model with space-time homogeneous Gaussian noise and rough initial conditions (with Le Chen). Journal of Theoretical Probability 31 (2018), 2216-2265, e-print: arXiv1606.08875
• [38] Malliavin differentiability of solutions of SPDEs with Lévy white noise (with Cheikh Ndongo). International Journal of Stochastic Analysis 2017, Article ID 9693153, 9 pages, e-print: arXiv1605.02665
• [37]  Intermittency for the Hyperbolic Anderson Model with rough noise in space (with Maria Jolis and Lluis Quer-Sardanyons). Stochastic Processes and Their Applications 127 (2017), 2316-2338, e-print: arXiv1605.00024
• [36] Hyperbolic Anderson Model with space-time homogeneous Gaussian noise (with Jian Song) . ALEA, Latin American Journal of Probability and Mathematical Statistics 14 (2017), 799-849, e-print: arXiv1602.07004
• [35] SPDEs with rough noise in space: Holder continuity of the solution (with Maria Jolis and Lluis Quer-Sardanyons). Statistics and Probability Letters 119 (2016), 310-316, e-print: arXiv1601.08013
• [34] Ito formula for integral processes related to space-time Lévy white noise (with Cheikh Ndongo). Applied Mathematics 6 (2015), 1755-1768, e-print: arXiv1505.04685
• [33] Intermittency for the wave equation with Lévy white noise (with Cheikh Ndongo). Statistics and Probability Letters 109 (2016), 214-223, e-print: arXiv1505.04167
• [32] SPDEs with affine multiplicative fractional noise in space with index H in (1/4,1/2) (with Maria Jolis and Lluis Quer-Sardanyons). Electronic Journal of Probability 20 (2015), no. 54, 1-36, journal file, e-print: arXiv:1407.4080
• [31]  Regular variation of infinite series of processes with random coefficients. Stochastic Models 30 (2014), 420-438, e-print: arXiv1401.8012
• [30] A note on intermittency for the fractional heat equation (with Daniel Conus). Statistics and Probability Letters 95 (2014), 6-14, e-print: arXiv1311.0023
• [29] Intermittency for the wave and heat equations with fractional noise in time (with Daniel Conus). Annals of Probability 44 (2016), 1488-1534 doi:10.1214/15-AOP1005, e-print: arXiv:1311.0021
• [28] Integration with respect to Lévy colored noise, with applications to SPDEs. Stochastics 87 (2015), 363-381 doi: 10.1080/17442508.2014.956103, e-print: arXiv:1307.8426
• [27] SPDEs with alpha-stable Lévy noise: a random field approach. International Journal of Stochastic Analysis. 2014, Article ID 793275, 23 pages, e-print: arXiv:1303.5978
• [26] Functional convergence of linear processes with heavy-tailed innovations (with Adam Jakubowski and Sana Louhichi). Journal of Theoretical Probability 29 (2016), 491-526, e-print: arXiv1209.1147
• [25] Recent advances related to SPDEs with fractional noise. Seminar on Stochastic Analysis, Random Fields and Applications VII (Ascona 2011). Progress in Probability 67 (2013), 3-22
• [24] Linear SPDEs driven by stationary random distributions. Journal of Fourier Analysis and Applications 18 (2012), 1113-1145, e-print: arXiv1108.2812
• [23] Some linear SPDEs driven by a fractional noise with Hurst index greater than 1/2. Infinite Dimensional Analysis, Quantum Probability and Related Fields 15 (2012), no.4, 1250023, 27 pages, e-print: arXiv1102.3992
• [22] The stochastic wave equation with multiplicative fractional noise: a Malliavin calculus approach. Potential Analysis 36 (2012), 1-34, e-print: arXiv1005.5275
• [21] The stochastic wave equation with fractional noise: a random field approach (with Ciprian Tudor). Stochastic Processes and Their Applications 120 (2010), 2468-2494, e-print: arXiv0912.3865
• [20] Explicit conditions for the convergence of point processes associated to stationary arrays (with Sana Louhichi). Electronic Communications in Probability 15 (2010), 428-441, e-print: arXiv0912.1561
• [19] A cluster limit theorem for infinitely divisible point processes (with Sana Louhichi). Statistics 45 (2011), 3-18, e-print: arXiv0911.5471
• [18] A note on a Feynman-Kac-type formula. Electronic Communications in Probability 14 (2009), 252-260, e-print: arXiv0905.2698
• [17] Stochastic heat equation with multiplicative fractional-colored noise (with Ciprian Tudor). Journal of Theoretical Probability 23 (2010), 834-870, e-print: arXiv0812.1913
• [16] L_p theory for the stochastic heat equation with infinite-dimensional fractional noise. ESAIM: Probability and Statistics 15 (2011), 110-138, e-print: arXiv0905.2150
• [15] The asymptotically optimal estimating equation for longitudinal data. Strong consistency (with Laura Dumitrescu and Ioana Schiopu-Kratina). Mathematical Methods of Statistics 19 (2010), 93-120
• [14] The stochastic heat equation with infinite-dimensional fractional noise: L_2 theory. COSA, Communications on Stochastic Analysis 3 (2009), 45-68
• [13] Convergence of point processes with weakly dependent points (with Sana Louhichi). Journal of Theoretical Probability 22 (2009), 955-982, e-print: arXiv0805.4128
• [12] The stochastic heat equation with a fractional-colored noise: existence of the solution” (with Ciprian Tudor). ALEA, Latin American Journal of Probability and Mathematical Statistics 4 (2008), 57-87, e-print: arXiv0703088. Erratum in ALEA 6 (2009), 343-347
• [11] The stochastic heat equation driven by a Gaussian noise: germ Markov property (with Doyoon Kim). COSA, Communications on Stochastic Analysis 2 (2008), 229-249, e-print: arXiv0806.1898
• [10] Self-normalized weak invariance principle for mixing sequences (with Rafal Kulik). Studia Scientiarum Mathematicarum Hungarica 46 (2009), 329-343
• [9] Strong approximation for mixing sequences (with Mona Zamfirescu). Electronic Communications on Probability 11 (2006), 11-23
• [8] A note on the weak law of large numbers for free random variables (with George Stoica). Annales des sciences mathématiques du Québec 31 (2007), 23-30
• [7] Markov jump random c.d.f.’s and their posterior distributions. Stochastic Processes and Their Applications 117 (2007), 359-374
• [6] A strong invariance principle for associated random fields. Annals of Probability 33 (2005), 823-840, e-print: arXiv0503661
• [5] Asymptotic results with generalized estimating equations (with Ioana Schiopu-Kratina). Annals of Statistics 33 (2005), 522-541
• [4] Q-Markov random probability measures and their posterior distributions. Stochastic Processes and Their Applications 109 (2004), 295-316, e-print: arXiv0412349
• [3] Set-indexed processes with independent increments. Statistics and Probability Letters 59 (2002), 415-424
• [2] A Markov property for set-indexed processes (with Gail Ivanoff). Journal of Theoretical Probability 15 (2002), 553-588, e-print: arXiv0412350
• [1] A strong Markov property for set-indexed processes. Statistics and Probability Letters 53 (2001), 219-226