3 papers
stat.ML2025
Novelty detection on path space
Ioannis Gasteratos, Antoine Jacquier, Maud Lemercier +2
We frame novelty detection on path space as a hypothesis testing problem with signature-based test statistics. Using transportation-cost inequalities of Gasteratos and Jacquier (20…
math.PR2025
Kolmogorov equations for stochastic Volterra processes with singular kernels
Ioannis Gasteratos, Alexandre Pannier
We associate backward and forward Kolmogorov equations to a class of fully nonlinear Stochastic Volterra Equations (SVEs) with convolution kernels that are singular at the orig…
math.PR2025
Uniform attraction and exit problems for stochastic damped wave equations
Ioannis Gasteratos, Michael Salins, Konstantinos Spiliopoulos
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are def…