22 citations · 55 across the 16 of their papers we have counts for
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math.ST2018★ 1 cited
Bayesian Estimations for Diagonalizable Bilinear SPDEs
Ziteng Cheng, Igor Cialenco, Ruoting Gong
The main goal of this paper is to study the parameter estimation problem, using the Bayesian methodology, for the drift coefficient of some linear (parabolic) SPDEs driven by a mul…
math.PR2018★ 4 cited
Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
Tomasz R. Bielecki, Igor Cialenco, Ruoting Gong +1
In this paper we derive the Wiener-Hopf factorization for a finite-state time-inhomogeneous Markov chain. To the best of our knowledge, this study is the first attempt to investiga…