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Igor Cialenco, Ph.D. - Publications

Affiliations: 
2007 Applied Mathematics University of Southern California, Los Angeles, CA, United States 
Area:
Mathematics
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20 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Bielecki TR, Cialenco I, Pitera M, Schmidt T. Fair Estimation of Capital Risk Allocation Statistics and Risk Modeling. 37: 1-24. DOI: 10.1515/Strm-2019-0011  0.434
2020 Cialenco I, Huang Y. A note on parameter estimation for discretely sampled SPDEs Stochastics and Dynamics. 20: 2050016. DOI: 10.1142/S0219493720500161  0.494
2020 Cheng Z, Cialenco I, Gong R. Bayesian estimations for diagonalizable bilinear SPDEs Stochastic Processes and Their Applications. 130: 845-877. DOI: 10.1016/J.Spa.2019.03.020  0.483
2020 Cialenco I, Kim H, Lototsky SV. Statistical analysis of some evolution equations driven by space-only noise Statistical Inference For Stochastic Processes. 23: 83-103. DOI: 10.1007/S11203-019-09205-0  0.659
2019 Bielecki TR, Chen T, Cialenco I, Cousin A, Jeanblanc M. Adaptive Robust Control Under Model Uncertainty Siam Journal On Control and Optimization. 57: 925-946. DOI: 10.1137/17M1137917  0.369
2018 Bielecki TR, Cialenco I, Feng S. A Dynamic Model of Central Counterparty Risk International Journal of Theoretical and Applied Finance. 21: 1850050. DOI: 10.1142/S0219024918500504  0.309
2018 Cialenco I. Statistical inference for SPDEs: an overview Statistical Inference For Stochastic Processes. 21: 309-329. DOI: 10.1007/S11203-018-9177-9  0.448
2018 Cialenco I, Gong R, Huang Y. Trajectory fitting estimators for SPDEs driven by additive noise Statistical Inference For Stochastic Processes. 21: 1-19. DOI: 10.1007/S11203-016-9152-2  0.549
2017 Bielecki TR, Cialenco I, Pitera M. A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time Mathematics of Operations Research. 43: 204-221. DOI: 10.1287/Moor.2017.0858  0.313
2015 Bielecki TR, Cialenco I, Chen T. Dynamic Conic Finance via Backward Stochastic Difference Equations Siam Journal On Financial Mathematics. 6: 1068-1122. DOI: 10.1137/141002013  0.415
2015 Bielecki TR, Cialenco I, Rodriguez R. No-arbitrage Pricing For dividend-paying securities in discrete-time markets with transaction costs Mathematical Finance. 25: 673-701. DOI: 10.1111/Mafi.12038  0.303
2015 Bielecki TR, Cialenco I, Pitera M. Dynamic Limit Growth Indices in Discrete Time Stochastic Models. 31: 494-523. DOI: 10.1080/15326349.2015.1053616  0.309
2015 Cialenco I, Xu L. Hypothesis testing for stochastic PDEs driven by additive noise Stochastic Processes and Their Applications. 125: 819-866. DOI: 10.1016/J.Spa.2014.09.022  0.458
2014 Bielecki TR, Cialenco I, Zhang Z. Dynamic coherent acceptability indices and their applications to finance Mathematical Finance. 24: 411-441. DOI: 10.1111/J.1467-9965.2012.00524.X  0.32
2013 Bielecki TR, Cialenco I, Iyigunler I, Rodriguez R. Dynamic conic finance: Pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices International Journal of Theoretical and Applied Finance. 16. DOI: 10.1142/S0219024913500027  0.332
2012 Cialenco I, Fasshauer GE, Ye Q. Approximation of stochastic partial differential equations by a kernel-based collocation method International Journal of Computer Mathematics. 89: 2543-2561. DOI: 10.1080/00207160.2012.688111  0.549
2011 Cialenco I, Glatt-Holtz N. Parameter estimation for the stochastically perturbed NavierStokes equations Stochastic Processes and Their Applications. 121: 701-724. DOI: 10.1016/J.Spa.2010.12.007  0.536
2010 Cialenco I. Parameter estimation for spdes with multiplicative fractional noise Stochastics and Dynamics. 10: 561-576. DOI: 10.1142/S0219493710003091  0.58
2009 Cialenco I, Lototsky SV, Pospíšil J. Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional brownian motion Stochastics and Dynamics. 9: 169-185. DOI: 10.1142/S0219493709002610  0.678
2009 Cialenco I, Lototsky SV. Parameter estimation in diagonalizable bilinear stochastic parabolic equations Statistical Inference For Stochastic Processes. 12: 203-219. DOI: 10.1007/S11203-008-9031-6  0.669
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