| Publication | Date of Publication | Type |
|---|
Coupled dynamics with an external system and application to international finance
Physica A | 2022-07-20 | Paper |
Weak convergence of dynamical systems in two timescales
Systems & Control Letters | 2020-10-07 | Paper |
Bayesian optimum stopping rule for software release
Opsearch | 2019-03-29 | Paper |
| Relative Efficiency of Higher Normed Estimators Over the Least Squares Estimator | 2019-03-19 | Paper |
Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights
Journal of Econometric Methods | 2018-09-04 | Paper |
Langevin type limiting processes for adaptive MCMC
Indian Journal of Pure & Applied Mathematics | 2016-12-13 | Paper |
A mean-reverting stochastic model for the political business cycle
Stochastic Analysis and Applications | 2016-04-01 | Paper |
Snakes and perturbed random walks
Proceedings of the Steklov Institute of Mathematics | 2014-04-16 | Paper |
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Electronic Journal of Statistics | 2013-05-24 | Paper |
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Electronic Journal of Statistics | 2013-05-24 | Paper |
Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2013-04-25 | Paper |
| An Ornstein-Uhlenbeck process associated to self-normalized sums | 2013-02-01 | Paper |
| Diffusive Limits for Adaptive MCMC for Normal Target densities | 2013-01-17 | Paper |
Influence of big traders on the stock market: theory and simulation
Dynamic Games and Applications | 2012-12-04 | Paper |
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
Management Science | 2012-03-01 | Paper |
Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market
Stochastic Analysis and Applications | 2011-04-19 | Paper |
Equilibrium and stability of a stock market game with big traders
Differential Equations and Dynamical Systems | 2010-11-30 | Paper |
| An urn model and the odds ratio-based design for clinical trials | 2009-02-26 | Paper |
Central limit theorems for a class of irreducible multicolor urn models
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2008-01-22 | Paper |
Central and functional central limit theorems for a class of urn models
Journal of Theoretical Probability | 2007-02-14 | Paper |
A functional central limit theorem for a class of urn models
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2006-01-23 | Paper |
| Stationarity of Switching VAR and Other Related Models | 2005-07-13 | Paper |
Level-crossing probabilities and first-passage times for linear processes
Advances in Applied Probability | 2004-09-24 | Paper |
Stabilization of dynamical systems by adding a colored noise
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
A direct test for the mean variance efficiency of a portfolio.
Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
Stability and functional limit theorems for random degenerate diffusions
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
Stability of degenerate diffusions with state-dependent switching
Journal of Mathematical Analysis and Applications | 2000-07-05 | Paper |
Limit theorems for random degenerate diffusions
Nonlinear Analysis: Theory, Methods & Applications | 1998-11-01 | Paper |
Weak convergence of recursions
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Controlled random degenerate diffusions under long-run average cost
Stochastics and Stochastic Reports | 1997-09-17 | Paper |
Ergodic control of degenerate diffusions
Stochastic Analysis and Applications | 1997-04-16 | Paper |
Stability of a random diffusion with linear drift
Journal of Mathematical Analysis and Applications | 1997-02-25 | Paper |
| scientific article; zbMATH DE number 90423 (Why is no real title available?) | 1993-01-16 | Paper |
Stability in distribution for a class of singular diffusions
The Annals of Probability | 1992-06-28 | Paper |
A class of limit theorems for singular diffusions
Journal of Multivariate Analysis | 1992-06-28 | Paper |
