Publications

  1. Chong, C., and Dalang, R.C. (2020): Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs. Submitted. arXiv
  2. Chong, C. (2020): High-frequency analysis of parabolic stochastic PDEs. The Annals of Statistics, 48(2):1143–1167. Link
    • Chong, C. (2020): Supplement to “High-frequency analysis of parabolic stochastic PDEs”, 60 pp. Link
  3. Chong, C., and Delerue, T. (2020): Normal approximation of the solution to the stochastic heat equation with Lévy noise, Stochastics and Partial Differential Equations: Analysis and Computations, 8(2):362–401. Link
  4. Chong, C., and Kevei, P. (2020): The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise. The Annals of Probability, 48(3):1466–1494. Link
  5. Chong, C. (2019): High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I. Submitted. arXiv
  6. Chong, C., Dalang, R.C., and Humeau, T. (2019): Path properties of the solution to the stochastic heat equation with Lévy noise. Stochastics and Partial Differential Equations: Analysis and Computations, 7(1):123–168. Link
  7. Chong, C., and Kevei, P. (2019): Intermittency for the stochastic heat equation with Lévy noise. The Annals of Probability, 47(4):1911–948. Link
  8. Chong, C., and Klüppelberg, C. (2019): Partial mean field limits in heterogeneous networks, Stochastic Processes and their Applications, 129(12):4998–5036. Link
  9. Chong, C., and Klüppelberg, C. (2018): Contagion in financial systems: A Bayesian network approach, SIAM Journal on Financial Mathematics, 9(1):28–53. Link
  10. Pham, V.S., and Chong, C. (2018): Volterra-type Ornstein–Uhlenbeck processes in space and time. Stochastic Processes and their Applications, 128(9):3082–3117.
  11. Chong, C. (2017): Stochastic PDEs with heavy-tailed noise. Stochastic Processes and their Applications, 127(7):2262–2280. Link
  12. Chong, C. (2017): Lévy-driven Volterra equations in space and time. Journal of Theoretical Probability, 30(3):1014–1058. Link
  13. Chen, B., Chong, C., and Klüppelberg, C. (2016): Simulation of stochastic Volterra equations driven by space–time Lévy noise. In Podolskij, M., Stelzer, R., Thorbjørnsen, S., and Veraart, A.E.D., editors, A Fascination of Probability, Statistics and their Applications, pages 209–229. Springer, Cham. Link
  14. Behme, A., Chong, C., and Klüppelberg, C. (2015): Superposition of COGARCH processes. Stochastic Processes and their Applications, 125(4):1426–1469. Link
  15. Chong, C., and Klüppelberg, C. (2015): Integrability conditions for space–time stochastic integrals: Theory and applications, Bernoulli, 21(4):2190–2216. Link