selected publications

• academic article

  • The insider trading problem in a jump-binomial model.  Decisions in Economics and Finance.  46:379-413. 2023
  • Kernel Selection in Nonparametric Regression.  Mathematical Methods of Statistics.  29:32-56. 2020
  • Kernel Selection in Nonparametric Regression.  HAL (Le Centre pour la Communication Scientifique Directe).  2020

• blog posting

  • Laplace Transform Based Low-Complexity Learning of Continuous Markov Semigroups.  . 2025

• conference paper

  • Learning the Infinitesimal Generator of Stochastic Diffusion Processes.  . 2024