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20112023
most citedA variational approach to path estimation and parameter inference of hidden diffusion processes

11 citations · 13 across the 10 of their papers we have counts for

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math.PR2011

Wong-Zakai type convergence in infinite dimensions

Arnab Ganguly

The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite-dimensional semimartingal…

math.PR2011

Uniform moment bounds of multi-dimensional functions of discrete-time stochastic processes

Arnab Ganguly, Debasish Chatterjee, John Lygeros +1

We establish conditions for uniform -th moment bound of certain -valued functions of a discrete-time stochastic process taking values in a general metric space. The condit…