Zachary Selk
Economics, Econometrics and Finance · Purdue University West Lafayette
Publications
22
Citations
8
Est. group size
—
Recurring co-author estimate
Active years
7
Publishing since 2020
This researcher works in probability theory and stochastic analysis, focusing on mathematical tools like rough paths theory, stochastic calculus, and Gaussian processes that are used to model random systems over time. Much of the work applies these theoretical tools to problems in control theory, such as making decision-making systems robust to noisy or imperfect information. The research is highly mathematical and connects to applications in engineering and control systems rather than economics or finance directly, despite the broad subject classification.
Publication output has grown notably since 2020, rising from occasional papers to a peak of 7 in 2024, suggesting an increasingly active recent research pace.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- Robustness of optimal controlled diffusions with near-Brownian noise via rough paths theory
Mathematics of Control Signals and Systems · 2026
- On the Onsager-Machlup Functional of the $$\Phi ^4$$-Measure
Journal of Statistical Physics · 2026
- Reweighting metric measure spaces and Onsager-Machlup
arXiv (Cornell University) · 2025
- Robustness of Optimal Controlled Diffusions with Near-Brownian Noise to Brownian Idealization via Rough Paths Theory
2025
- Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change
Systems & Control Letters · 2024
- Stochastic Solutions for Hyperbolic PDE
arXiv (Cornell University) · 2024
- Robust Decentralized Control of Coupled Systems via Risk Sensitive Control of Decoupled or Simple Models with Measure Change
arXiv (Cornell University) · 2024
- Stochastic Calculus for the Theta Process
arXiv (Cornell University) · 2024
- Rough Paths above Weierstrass Functions
Comptes Rendus Mathématique · 2024
- STOCHASTIC SOLUTIONS FOR HYPERBOLIC PDE
Journal of Stochastic Analysis · 2024
- Convergence of trapezoid rule to rough integrals
Annales de l Institut Henri Poincaré Probabilités et Statistiques · 2023
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
Statistics & Probability Letters · 2023
- Robustness of Optimal Controlled Diffusions with Near-Brownian Noise via Rough Paths Theory
arXiv (Cornell University) · 2023
- Rough Paths above Weierstrass Functions
arXiv (Cornell University) · 2023
- Banach Intermediate Spaces for Gaussian Fréchet Spaces
arXiv (Cornell University) · 2021
- arXiv (Cornell University)×12
- Annales de l Institut Henri Poincaré Probabilités et Statistiques×1
- Latin American Journal of Probability and Mathematical Statistics×1
- Systems & Control Letters×1
- Statistics & Probability Letters×1
- Samy Tindel
Economics, Econometrics and Finance · Purdue University West Lafayette
- Kiseop Lee
Economics, Econometrics and Finance · Purdue University West Lafayette
- Parisa Fatheddin
Economics, Econometrics and Finance · The Ohio State University
- Nathan Glatt-Holtz
Economics, Econometrics and Finance · Indiana University
- Qi Feng
Economics, Econometrics and Finance · Purdue University West Lafayette
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 20, 2026.
Claim or correct this profile