Carsten Chong

Publications

137

Citations

H-Index

2015

Active since

Affiliations

Institut Polytechnique Rural de Formation et de Recherche Appliquée(Current)

University of Szeged

École Polytechnique Fédérale de Lausanne

Technical University of Munich

Carsten Chong is an author at Institut Polytechnique Rural de Formation et de Recherche Appliquée specializing in stochastic processes, engineering, and probability theory.

ORCID

Top concepts

EngineeringProbabilityStochastic AnalysisStochastic CalculusStochastic ProcessesComputer ScienceStochastic ModelsStochastic IntegrationStochastic Differential Equations

Publications per year

2015–2024

Publications

High-frequency analysis of parabolic stochastic PDEs

Carsten Chong · The Annals of Statistics · 2020 · 47 citations · Full text

Integrability conditions for space–time stochastic integrals: Theory and applications

Carsten Chong, Claudia Klüppelberg · Bernoulli · 2015 · 29 citations · Full text

Measure Theory, Explicit Integrability Conditions, Engineering +14

Stochastic PDEs with heavy-tailed noise

Carsten Chong · Stochastic Processes and their Applications · 2016 · 25 citations · Full text

Stochastic Differential Equation, Stochastic Pdes, Stochastic Calculus +1

Intermittency for the stochastic heat equation with Lévy noise

Carsten Chong, Péter Kevei · The Annals of Probability · 2019 · 15 citations · Full text

Statistical inference for rough volatility: Central limit theorems

Carsten Chong, Marc Hoffmann, Yanghui Liu et al. · The Annals of Applied Probability · 2024 · 11 citations

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