Gasteratos, Ioannis
- Moderate deviations for systems of slow-fast stochastic\n reaction-diffusion equations
2020/12/31 by Ioannis Gasteratos, Gasteratos, Ioannis, Michael Salins +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth
- Rough differential equations for volatility
2024/12/30 by Ofelia Bonesini, Emilio Ferrucci, Bonesini, Ofelia +5 · 3 citations
Economics, Econometrics and Finance · #60G22 #60L20 #60L90 #65C30 #91G20 #91G60 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications
- Transportation-cost inequalities for non-linear Gaussian functionals
2023/10/09 by Gasteratos, Ioannis, Jacquier, Antoine · 2 citations
#28C20 #60F10 #60G15 #60H10 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
2022/06/01 by Ioannis Gasteratos, Michael Salins, Gasteratos, Ioannis +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60F9 #60G99 #65C05 #Advanced Thermodynamics and Statistical Mechanics #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics