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Raluca M. Balan, Ph.D. - Publications

Affiliations: 
2001 University of Ottawa, Ottawa, ON, Canada 
Area:
Mathematics
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38 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
2022 Balan RM, Nualart D, Quer-Sardanyons L, Zheng G. The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. Stochastic Partial Differential Equations : Analysis and Computations. 10: 757-827. PMID 36196215 DOI: 10.1007/s40072-021-00227-5  0.331
2020 Balan RM, Saidani B. Stable Lévy motion with values in the Skorokhod space: construction and approximation Journal of Theoretical Probability. 33: 1061-1110. DOI: 10.1007/S10959-019-00897-X  0.324
2019 Balan RM, Jankovic D. Asymptotic Theory for Longitudinal Data with Missing Responses Adjusted by Inverse Probability Weights Mathematical Methods of Statistics. 28: 83-103. DOI: 10.3103/S1066530719020017  0.306
2019 Balan RM, Quer-Sardanyons L, Song J. Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise Electronic Journal of Probability. 24. DOI: 10.1214/19-Ejp363  0.449
2019 Balan RM, Quer-Sardanyons L, Song J. Hölder Continuity for the Parabolic Anderson Model with Space-Time Homogeneous Gaussian Noise Acta Mathematica Scientia. 39: 717-730. DOI: 10.1007/S10473-019-0306-3  0.456
2018 Balan RM, Chen L. Parabolic Anderson Model with Space-Time Homogeneous Gaussian Noise and Rough Initial Condition Journal of Theoretical Probability. 31: 2216-2265. DOI: 10.1007/S10959-017-0772-2  0.477
2017 Balan RM, Song J. Hyperbolic Anderson Model with space-time homogeneous Gaussian noise Alea-Latin American Journal of Probability and Mathematical Statistics. 14: 799. DOI: 10.30757/Alea.V14-37  0.493
2017 Balan RM, Ndongo CB. Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise International Journal of Stochastic Analysis. 2017: 1-9. DOI: 10.1155/2017/9693153  0.488
2017 Balan RM, Jolis M, Quer-Sardanyons L. Intermittency for the Hyperbolic Anderson Model with rough noise in space Stochastic Processes and Their Applications. 127: 2316-2338. DOI: 10.1016/J.Spa.2016.10.009  0.48
2016 Balan RM, Conus D. Intermittency for the wave and heat equations with fractional noise in time Annals of Probability. 44: 1488-1534. DOI: 10.1214/15-Aop1005  0.503
2016 Balan RM, Jolis M, Quer-Sardanyons L. SPDEs with rough noise in space: Hölder continuity of the solution Statistics and Probability Letters. 119: 310-316. DOI: 10.1016/J.Spl.2016.09.003  0.473
2016 Balan RM, Ndongo CB. Intermittency for the wave equation with Lévy white noise Statistics and Probability Letters. 109: 214-223. DOI: 10.1016/J.Spl.2015.09.027  0.47
2016 Balan RM, Jakubowski A, Louhichi S. Functional Convergence of Linear Processes with Heavy-Tailed Innovations Journal of Theoretical Probability. 29: 491-526. DOI: 10.1007/S10959-014-0581-9  0.381
2015 Balan RM, Ndongo CB. Itô Formula for Integral Processes Related to Space-Time Lévy Noise Applied Mathematics-a Journal of Chinese Universities Series B. 6: 1755-1768. DOI: 10.4236/Am.2015.610156  0.448
2015 Balan RM, Jolis M, Quer-Sardanyons L. SPDEs with affine multiplicative fractional noise in space with index 1/4 < H < 1/2 Electronic Journal of Probability. 20: 1-36. DOI: 10.1214/Ejp.V20-3719  0.48
2015 Balan RM. Integration with respect to Lévy colored noise, with applications to SPDEs Stochastics. 87: 363-381. DOI: 10.1080/17442508.2014.956103  0.454
2014 Balan RM. SPDEs with α -stable Lévy noise: A random field approach International Journal of Stochastic Analysis. 2014. DOI: 10.1155/2014/793275  0.486
2014 Balan R. Regular Variation of Infinite Series of Processes with Random Coefficients Stochastic Models. 30: 420-438. DOI: 10.1080/15326349.2014.935947  0.369
2014 Balan RM, Conus D. A note on intermittency for the fractional heat equation Statistics and Probability Letters. 95: 6-14. DOI: 10.1016/J.Spl.2014.08.001  0.375
2012 Balan RM. Some linear SPDEs driven by a fractional noise with hurst index greater than 1/2 Infinite Dimensional Analysis, Quantum Probability and Related Topics. 15. DOI: 10.1142/S0219025712500233  0.447
2012 Balan RM. The Stochastic Wave Equation with Multiplicative Fractional Noise: A Malliavin Calculus Approach Potential Analysis. 36: 1-34. DOI: 10.1007/S11118-011-9219-Z  0.495
2012 Balan RM. Linear SPDEs Driven by Stationary Random Distributions Journal of Fourier Analysis and Applications. 18: 1113-1145. DOI: 10.1007/S00041-012-9240-7  0.507
2011 Balan R, Louhichi S. A cluster-limit theorem for infinitely divisible point processes Statistics. 45: 3-18. DOI: 10.1080/02331888.2010.541252  0.345
2011 Balan RM. L-theory for the stochastic heat equation with infinite-dimensional fractional noise Esaim - Probability and Statistics. 15: 110-138. DOI: 10.1051/Ps/2009006  0.411
2010 Balan RM, Dumitrescu L, Schiopu-Kratina I. Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data Mathematical Methods of Statistics. 19: 93-120. DOI: 10.3103/S1066530710020018  0.388
2010 Balan RM, Louhichi S. Explicit Conditions for the Convergence of Point Processes Associated to Stationary Arrays Electronic Communications in Probability. 15: 428-441. DOI: 10.1214/Ecp.V15-1563  0.356
2010 Balan RM, Tudor CA. The stochastic wave equation with fractional noise: A random field approach Stochastic Processes and Their Applications. 120: 2468-2494. DOI: 10.1016/J.Spa.2010.08.006  0.497
2010 Balan RM, Tudor CA. Stochastic heat equation with multiplicative fractional-colored noise Journal of Theoretical Probability. 23: 834-870. DOI: 10.1007/S10959-009-0237-3  0.462
2009 Balan RM. A Note on a Feynman-Kac-Type Formula Electronic Communications in Probability. 14: 252-260. DOI: 10.1214/Ecp.V14-1468  0.498
2009 Balan RM, Louhichi S. Convergence of point processes with weakly dependent points Journal of Theoretical Probability. 22: 955-982. DOI: 10.1007/S10959-008-0176-4  0.394
2007 Balan RM. Markov jump random c.d.f.'s and their posterior distributions Stochastic Processes and Their Applications. 117: 359-374. DOI: 10.1016/J.Spa.2006.08.001  0.322
2006 Balan R, Zamfirescu I. Strong Approximation for Mixing Sequences with Infinite Variance Electronic Communications in Probability. 11: 11-23. DOI: 10.1214/Ecp.V11-1175  0.342
2005 Balan RM. A strong invariance principle for associated random fields Annals of Probability. 33: 823-840. DOI: 10.1214/009117904000001071  0.322
2005 Balan RM, Schiopu-Kratina I. Asymptotic results with generalized estimating equations for longitudinal data Annals of Statistics. 33: 522-541. DOI: 10.1214/009053604000001255  0.372
2004 Balan RM. Q-Markov random probability measures and their posterior distributions Stochastic Processes and Their Applications. 109: 295-316. DOI: 10.1016/J.Spa.2003.09.011  0.325
2002 Balan RM, Ivanoff BG. A Markov property for set-indexed processes Journal of Theoretical Probability. 15: 553-588. DOI: 10.1023/A:1016296330187  0.333
2002 Balan RM. Set-indexed processes with independent increments Statistics and Probability Letters. 59: 415-424. DOI: 10.1016/S0167-7152(02)00241-9  0.332
2001 Balan RM. A strong Markov property for set-indexed processes Statistics and Probability Letters. 53: 219-226. DOI: 10.1016/S0167-7152(01)00091-8  0.309
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