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Igor Cialenco

Identifiers

  • name variant Igor Cialenco 0.60 · backfill

Papers (31)

  1. Multiperiod Groundwater Markets q-fin.TR · 2026 · author #1
  2. Drift Estimation for Discretely Sampled SPDEs math.PR · 2019 · author #1
  3. Statistical Analysis of Some Evolution Equations Driven by Space-only Noise math.ST · 2019 · author #1
  4. Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains math.PR · 2019 · author #3
  5. Bayesian Estimations for Diagonalizable Bilinear SPDEs math.ST · 2018 · author #2
  6. A Dynamic Model of Central Counterparty Risk q-fin.RM · 2018 · author #2
  7. Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application math.PR · 2018 · author #2
  8. Statistical Inference for SPDEs: an overview math.PR · 2017 · author #1
  9. A note on parameter estimation for discretely sampled SPDEs math.PR · 2017 · author #1
  10. Adaptive Robust Control Under Model Uncertainty math.OC · 2017 · author #3
  11. Arbitrage-Free Pricing Of Derivatives In Nonlinear Market Models q-fin.MF · 2017 · author #2
  12. Trajectory Fitting Estimators for SPDEs Driven by Additive Noise math.ST · 2016 · author #1
  13. Recursive Construction of Confidence Regions math.ST · 2016 · author #3
  14. A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective q-fin.MF · 2016 · author #2
  15. Dynamic Conic Finance via Backward Stochastic Difference Equations q-fin.PR · 2014 · author #2
  16. A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time math.PR · 2014 · author #2
  17. A note on error estimation for hypothesis testing problems for some linear SPDEs math.PR · 2013 · author #1
  18. Dynamic Limit Growth Indices in Discrete Time q-fin.RM · 2013 · author #2
  19. Hypothesis testing for stochastic PDEs driven by additive noise math.ST · 2013 · author #1
  20. Dynamic Assessment Indices math.PR · 2013 · author #2
  21. Collateralized CVA Valuation with Rating Triggers and Credit Migrations q-fin.PR · 2012 · author #2
  22. No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs q-fin.GN · 2012 · author #2
  23. Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coherent Acceptability Indices q-fin.RM · 2012 · author #2
  24. Approximation of Stochastic Partial Differential Equations by a Kernel-based Collocation Method math.NA · 2011 · author #1
  25. Counterparty Risk and the Impact of Collateralization in CDS Contracts q-fin.RM · 2011 · author #2
  26. Dynamic Coherent Acceptability Indices and their Applications to Finance q-fin.RM · 2010 · author #2
  27. Parameter estimations for SPDEs with multiplicative fractional noise math.PR · 2010 · author #1
  28. Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion math.PR · 2008 · author #1
  29. Absence of eigenvalues for integro-differential operators with periodic coefficients math.SP · 2008 · author #2
  30. Parameter estimation in diagonalizable bilinear stochastic parabolic equations math.PR · 2007 · author #1
  31. On the point spectrum of some perturbed differential operators with periodic coefficients math.SP · 2007 · author #1

Mentions

  • 1306.5198 #2 · backfill · confidence 0.70 Igor Cialenco
  • 2605.26363 #1 · arxiv_oai · confidence 0.70 Igor Cialenco
  • 1205.6542 #2 · backfill · confidence 0.70 Igor Cialenco
  • 1205.6254 #2 · backfill · confidence 0.70 Igor Cialenco
  • 1205.4790 #2 · backfill · confidence 0.70 Igor Cialenco
  • 1108.4213 #1 · backfill · confidence 0.70 Igor Cialenco
  • 1104.2625 #2 · backfill · confidence 0.70 Igor Cialenco
  • 1010.4339 #2 · backfill · confidence 0.70 Igor Cialenco
  • 1002.3911 #1 · backfill · confidence 0.70 Igor Cialenco
  • 0804.0407 #1 · backfill · confidence 0.70 Igor Cialenco
  • 0802.1281 #2 · backfill · confidence 0.70 Igor Cialenco
  • 0709.1135 #1 · backfill · confidence 0.70 Igor Cialenco
  • 0708.0854 #1 · backfill · confidence 0.70 Igor Cialenco

Frequent Coauthors