Igor Cialenco

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Publications

Citations

510

H-Index

Active since

2009

Affiliations

Illinois Institute of Technology(Current)

Humboldt-Universität zu Berlin

University of Southern California

Igor Cialenco is an author at Illinois Institute of Technology specializing in stochastic processes, stochastic differential equations, and engineering.

ORCID

Publications per year

2009–2023

Publications

ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION

Igor Cialenco, Sergey V. Lototsky, Jan Pospíšil · Stochastics and Dynamics · 2009 · 72 citations

Engineering, Economics, Dynamical Systems +15

Approximation of stochastic partial differential equations by a kernel-based collocation method

Igor Cialenco, Gregory E. Fasshauer, Qi Ye · International Journal of Computer Mathematics · 2012 · 58 citations · Full text

Engineering, Computational Engineering, Computational Physics +14

A note on parameter estimation for discretely sampled SPDEs

Igor Cialenco, Yicong Huang · Stochastics and Dynamics · 2019 · 46 citations

Engineering, Physics, Stochastic Modeling +16

Parameter estimation for the stochastically perturbed Navier–Stokes equations

Igor Cialenco, Nathan Glatt-Holtz · Stochastic Processes and their Applications · 2010 · 41 citations · Full text

Engineering, Computational Engineering, Mechanical Engineering +14

DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE

Tomasz R. Bielecki, Igor Cialenco, Zhao Zhang · Mathematical Finance · 2012 · 41 citations

Business, Finance, Mathematics +11

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