Sergey Lototsky
Affiliations: | Applied Mathematics | University of Southern California, Los Angeles, CA, United States |
Area:
MathematicsGoogle:
"Sergey Lototsky"Children
Sign in to add trainee| Karsten Stemmann | grad student | 2006 | USC |
| Igor Cialenco | grad student | 2007 | USC |
| Xiufang Li | grad student | 2007 | USC |
| Sivaditya Kaligotla | grad student | 2012 | USC |
| Michael Moers | grad student | 2012 | USC |
| Jie Zhong | grad student | 2013 | USC |
| Diogo Bessam | grad student | 2014 | USC |
| Grigory Sokolov | grad student | 2014 | USC |
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Publications
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| Cialenco I, Kim H, Lototsky SV. (2020) Statistical analysis of some evolution equations driven by space-only noise Statistical Inference For Stochastic Processes. 23: 83-103 |
| Lototsky SV, Rozovsky BL. (2019) Classical and generalized solutions of fractional stochastic differential equations Stochastics and Partial Differential Equations: Analysis and Computations. 8: 761-786 |
| Lototsky SV, Moers M. (2015) Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions Asymptotic Analysis. 95: 345-374 |
| Lin N, Lototsky SV. (2014) Second-order continuous-time non-stationary Gaussian autoregression Statistical Inference For Stochastic Processes. 17: 19-49 |
| Lototsky SV, Rozovskii BL, Seleši D. (2012) On generalized Malliavin calculus Stochastic Processes and Their Applications. 122: 808-843 |
| Kaligotla S, Lototsky SV. (2011) Wick product in the stochastic Burgers equation: A curse or a cure? Asymptotic Analysis. 75: 145-168 |
| Lototsky SV, Rozovskii BL. (2010) A unified approach to stochastic evolution equations using the skorokhod integral Theory of Probability and Its Applications. 54: 189-202 |
| Liu W, Lototsky SV. (2010) Parameter estimation in hyperbolic multichannel models Asymptotic Analysis. 68: 223-248 |
| Lototsky SV, Rozovskii BL, Wan X. (2010) Elliptic equations of higher stochastic order Esaim: Mathematical Modelling and Numerical Analysis. 44: 1135-1153 |
| Cialenco I, Lototsky SV, Pospíšil J. (2009) Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional brownian motion Stochastics and Dynamics. 9: 169-185 |