| Publication | Date of Publication | Type |
|---|
On a non-linear differential-integral equation
Lobachevskii Journal of Mathematics | 2026-08-26 | Paper |
Solution of a renewal equation in population biology and epidemiology
Buletinul Academiei de Științe a Republicii Moldova. Matematica | 2026-08-03 | Paper |
Bounds for the value function and optimal control in homing problems
Arabian Journal of Mathematics | 2026-03-27 | Paper |
Minimization of the expected first-passage area for a one-dimensional diffusion process
Optimization | 2026-03-06 | Paper |
Optimal control of a queueing system
Optimization | 2026-03-06 | Paper |
A diffusion process as a model for temperature variations
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2026-02-16 | Paper |
Exit times and places for a Wright-Fisher process with and without jumps
Annals of the Academy of Romanian Scientists. Mathematics and its Applications | 2026-01-07 | Paper |
A first-passage problem for exponential integrated diffusion processes
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Exact solutions to optimal control problems for Wiener processes with exponential jumps
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Exit problems for jump-diffusion processes with uniform jumps
Journal of Stochastic Analysis | 2025-09-30 | Paper |
An application of queueing theory in hydrology
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2025-02-07 | Paper |
An optimal control problem for a Wiener process with random infinitesimal mean
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2025-02-07 | Paper |
A controlled discrete-time queueing system as a model for the orders of two competing companies
Games | 2025-01-28 | Paper |
Modelling river flows as jump-diffusion processes
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2024-12-03 | Paper |
Exact solutions to first-passage problems for jump-diffusion processes
Bulletin of the Polish Academy of Sciences, Mathematics | 2024-11-27 | Paper |
Computer virus propagation modelled as a stochastic differential game
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2024-11-22 | Paper |
On the duration of an epidemic
Differential Equations and Dynamical Systems | 2024-10-28 | Paper |
Exact solutions to differential equations with different arguments
Buletinul Academiei de Științe a Republicii Moldova. Matematica | 2024-10-08 | Paper |
A discrete-time homing problem with two optimizers
Games | 2024-06-14 | Paper |
A boundary value problem for a non-linear difference equation
Archives of Control Sciences | 2024-05-30 | Paper |
Controlled two-dimensional Markov chains between two absorbing barriers
Journal of Difference Equations and Applications | 2024-04-18 | Paper |
| An exact formula for the value of a portfolio at a random final time | 2024-04-11 | Paper |
A first-passage-place problem for integrated diffusion processes
Journal of Applied Probability | 2024-02-23 | Paper |
Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral
Statistics & Probability Letters | 2024-02-12 | Paper |
Optimal control of jump-diffusion processes with random parameters
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica | 2023-11-29 | Paper |
An optimal control problem for the maintenance of a machine
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2023-06-19 | Paper |
Maximizing the expected remaining useful lifetime of a weakly controlled device
Engineering Optimization | 2022-12-23 | Paper |
Probabilistic solutions of integral equations from optimal control
Journal of Integral Equations and Applications | 2022-08-29 | Paper |
First-passage problems for diffusion processes with state-dependent jumps
Communications in Statistics: Theory and Methods | 2022-06-01 | Paper |
Minimizing or maximizing the first-passage time to a time-dependent boundary
Optimization | 2022-04-01 | Paper |
The homing problem for autoregressive processes
IMA Journal of Mathematical Control and Information | 2022-03-10 | Paper |
The inverse first-passage-place problem for Wiener processes
Stochastic Analysis and Applications | 2022-01-31 | Paper |
On a modified \(\mathrm{M/M}/m/n\) queueing model
Computer Science Journal of Moldova | 2021-09-20 | Paper |
| Minimizing the time spent in an interval by a Wiener process with uniform jumps | 2021-05-25 | Paper |
Moments of first-passage places for jump-diffusion processes
Sankhyā. Series A | 2021-05-03 | Paper |
| Mean of a first-passage time for a two-dimensional diffusion process | 2021-04-27 | Paper |
| scientific article; zbMATH DE number 7329815 (Why is no real title available?) | 2021-03-30 | Paper |
Exact solutions to the homing problem for a Wiener process with jumps
Optimization | 2021-02-19 | Paper |
The ruin problem for a Wiener process with state-dependent jumps
Journal of Applied Mathematics, Statistics and Informatics | 2020-12-07 | Paper |
Optimal and suboptimal control of a standard Brownian motion
Archives of Control Sciences | 2020-10-12 | Paper |
A stochastic model for computer virus propagation
Journal of Dynamics and Games | 2020-08-28 | Paper |
| The LQG homing problem for a Wiener process with random infinitesimal parameters | 2020-03-12 | Paper |
| Optimal control problems for diffusion processes with random parameters | 2019-10-07 | Paper |
| Stochastic optimal control of a mixing flow model | 2019-03-07 | Paper |
Modeling and forecasting river flows by means of filtered Poisson processes
Applied Mathematical Modelling | 2018-12-18 | Paper |
| LQG homing problems for processes used in financial mathematics | 2018-06-28 | Paper |
Optimally ending an epidemic
Optimization | 2018-05-03 | Paper |
| Estimating the probability of exceeding a given river flow threshold | 2017-08-08 | Paper |
An application of filtered renewal processes in hydrology
International Journal of Engineering Mathematics | 2016-04-26 | Paper |
Exact and approximate solutions to LQG homing problems in one and two dimensions
Optimal Control Applications & Methods | 2016-04-15 | Paper |
| LQG homing for jump-diffusion processes | 2015-08-27 | Paper |
Two-dimensional diffusion processes as models in lifetime studies
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2014-12-22 | Paper |
| Probabilistic solution to a two-dimensional LQG homing problem | 2014-12-09 | Paper |
| Forcing a controlled diffusion process to leave through the right end of an interval | 2014-10-01 | Paper |
Linearization of a matrix Riccati equation associated to an optimal control problem
International Journal of Differential Equations | 2014-06-30 | Paper |
Discrete homing problems
Archives of Control Sciences | 2014-06-17 | Paper |
| First passage to a semi-infinite line for a two-dimensional Wiener process | 2014-04-28 | Paper |
Controlling a two-dimensional diffusion process at most until a fixed time
Optimization | 2014-02-07 | Paper |
On a discrete version of the CIR process
Journal of Difference Equations and Applications | 2013-09-03 | Paper |
General LQG homing problems in one dimension
International Journal of Stochastic Analysis | 2013-01-09 | Paper |
LQG homing problem with a maximin cost
Journal of the Franklin Institute | 2012-12-28 | Paper |
On a diffusion process intermediate between standard Brownian motion and the Ornstein-Uhlenbeck process
ROMAI Journal | 2012-10-22 | Paper |
Avoiding bankruptcy at all costs
ROMAI Journal | 2012-10-22 | Paper |
Strictly increasing Markov chains as wear processes
ROMAI Journal | 2012-10-04 | Paper |
Maximizing a function of the survival time of a Wiener process in an interval
Stochastic Differential Equations and Processes | 2012-09-21 | Paper |
Moments of first-passage places and related results for the integrated Brownian motion
ROMAI Journal | 2012-09-20 | Paper |
Survival optimization for a diffusion process
ROMAI Journal | 2012-09-20 | Paper |
First hitting problems for Markov chains that converge to a geometric Brownian motion
ISRN Discrete Mathematics | 2012-04-03 | Paper |
A semi-Markov process with an inverse Gaussian distribution as sojourn time
Applied Mathematical Modelling | 2011-11-11 | Paper |
Similarity solutions of partial differential equations in probability
Journal of Probability and Statistics | 2011-10-26 | Paper |
Mean first passage times of two-dimensional processes with jumps
Statistics & Probability Letters | 2011-07-26 | Paper |
| Is the Internet slowing down? | 2011-06-27 | Paper |
Stochastic optimal control in a danger zone
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2011-06-10 | Paper |
Maximizing the mean exit time of a Brownian motion from an interval
International Journal of Stochastic Analysis | 2011-05-26 | Paper |
| Explicit solutions to the Kolmogorov backward equation | 2011-01-03 | Paper |
| scientific article; zbMATH DE number 5778390 (Why is no real title available?) | 2010-09-02 | Paper |
Mean First-Passage Time to Zero for Wear Processes
Stochastic Models | 2010-05-21 | Paper |
Nearly Gaussian distributions and application
Communications in Statistics: Theory and Methods | 2010-05-21 | Paper |
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process
International Journal of Mathematics and Mathematical Sciences | 2010-04-20 | Paper |
| On a process derived from a filtered Poisson process | 2010-04-12 | Paper |
On a non-homogeneous difference equation from probability theory
Tatra Mountains Mathematical Publications | 2009-12-09 | Paper |
| Optimal control problems with random final time | 2009-10-12 | Paper |
Basic Probability Theory with Applications
Springer Undergraduate Texts in Mathematics and Technology | 2009-10-01 | Paper |
Using filtered Poisson processes to model a river flow
Applied Mathematical Modelling | 2009-08-23 | Paper |
A Filtered Renewal Process as a Model for a River Flow
Progress in Industrial Mathematics at ECMI 2004 | 2009-03-31 | Paper |
Generalized filtered Poisson processes and application in hydrology
Statistics & Probability Letters | 2008-12-10 | Paper |
The gambler's ruin problem for a Markov chain related to the Bessel process
Statistics & Probability Letters | 2008-10-30 | Paper |
| scientific article; zbMATH DE number 5320021 (Why is no real title available?) | 2008-09-03 | Paper |
| Exact and approximate probability densities for Wiener processes with random initial states | 2008-01-18 | Paper |
| scientific article; zbMATH DE number 5182665 (Why is no real title available?) | 2007-08-24 | Paper |
Applied stochastic processes.
Universitext | 2007-03-07 | Paper |
| Hitting place probabilities for two-dimensional diffusion processes | 2007-01-26 | Paper |
A one- and two-dimensional generalized Pareto model for a river flow
Applied Mathematical Modelling | 2006-09-25 | Paper |
First Passage Problems for Asymmetric Wiener Processes
Journal of Applied Probability | 2006-09-25 | Paper |
First-Passage Distributions of Bidimensional Processes
Probability in the Engineering and Informational Sciences | 2006-08-30 | Paper |
| Applied Probability and Statistics | 2006-07-18 | Paper |
| scientific article; zbMATH DE number 5038530 (Why is no real title available?) | 2006-07-03 | Paper |
Linearization of a dynamic programming equation
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2006-02-14 | Paper |
A filtered renewal process as a model for a river flow
Mathematical Problems in Engineering | 2005-09-27 | Paper |
A homing problem for diffusion processes with control-dependent variance.
The Annals of Applied Probability | 2004-09-15 | Paper |
