Igor Cialenco

Available identifiers

zbMath Open cialenco.igorMaRDI QIDQ487678

List of research outcomes

Publication	Date of Publication	Type
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty	2023-10-25	Paper
Anisotropic Viscosities Estimation for the Stochastic Primitive Equations	2023-09-13	Paper
Parameter estimation for semilinear SPDEs from local measurements	2023-06-02	Paper
Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case	2022-11-15	Paper
Acceptability maximization	2022-08-30	Paper
Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains	2022-07-06	Paper
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	2021-12-14	Paper
Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application	2021-07-02	Paper
TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION	2021-06-01	Paper
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach	2021-03-06	Paper
Drift estimation for discretely sampled SPDEs	2021-01-20	Paper
A note on parameter estimation for discretely sampled SPDEs	2020-06-26	Paper
Statistical analysis of some evolution equations driven by space-only noise	2020-04-07	Paper
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time	2020-03-11	Paper
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective	2020-02-17	Paper
Arbitrage-free pricing of derivatives in nonlinear market models	2020-02-17	Paper
Bayesian estimations for diagonalizable bilinear SPDEs	2020-01-24	Paper
Adaptive Robust Control under Model Uncertainty	2019-03-15	Paper
A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK	2019-01-10	Paper
Statistical inference for SPDEs: an overview	2018-08-10	Paper
Trajectory fitting estimators for SPDEs driven by additive noise	2018-04-16	Paper
Recursive construction of confidence regions	2017-12-08	Paper
Dynamic assessment indices	2016-05-04	Paper
Dynamic Conic Finance via Backward Stochastic Difference Equations	2015-12-09	Paper
Dynamic Limit Growth Indices in Discrete Time	2015-10-20	Paper
NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS	2015-10-20	Paper
Hypothesis testing for stochastic PDEs driven by additive noise	2015-02-13	Paper
A note on error estimation for hypothesis testing problems for some linear SPDEs	2015-01-23	Paper
DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE	2014-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q5171291	2014-07-26	Paper
COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS	2013-06-24	Paper
Counterparty Risk and the Impact of Collateralization in CDS Contracts	2013-06-12	Paper
DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES	2013-04-22	Paper
Approximation of stochastic partial differential equations by a kernel-based collocation method	2013-01-18	Paper
Parameter estimation for the stochastically perturbed Navier-Stokes equations	2011-06-15	Paper
Absence of eigenvalues for integro-differential operators with periodic coefficients	2011-04-08	Paper
Parameter estimation in diagonalizable bilinear stochastic parabolic equations	2011-02-15	Paper
PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE	2011-01-19	Paper
ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION	2009-07-22	Paper
On the point spectrum of some perturbed differential operators with periodic coefficients	2009-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q4425218	2003-09-10	Paper
https://portal.mardi4nfdi.de/entity/Q3148582	2002-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q2731354	2002-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q4515697	2000-11-22	Paper

Research outcomes over time

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