| Publication | Date of Publication | Type |
|---|
Limits of Limit-Order Books
Lecture Notes in Mathematics | 2023-12-03 | Paper |
| Diffusion Limit of Poisson Limit-Order Book Models | 2020-08-03 | Paper |
Priority inheritance protocols: an approach to real-time synchronization
IEEE Transactions on Computers | 2018-09-14 | Paper |
Path generation for quasi-Monte Carlo simulation of mortgage-backed securities
Management Science | 2012-02-19 | Paper |
Heavy traffic analysis for EDF queues with reneging
The Annals of Applied Probability | 2011-05-11 | Paper |
Double Skorokhod Map and Reneging Real-Time Queues
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
An explicit formula for the Skorokhod map on \([0,a]\)
The Annals of Probability | 2007-10-17 | Paper |
Accuracy of state space collapse for earliest-deadline-first queues
The Annals of Applied Probability | 2007-08-08 | Paper |
Integrated QoS-aware resource management and scheduling with multi-resource constraints
Real-Time Systems | 2006-11-17 | Paper |
Real time scheduling theory: A historical perspective
Real-Time Systems | 2005-01-12 | Paper |
Earliest-deadline-first service in heavy-traffic acyclic networks.
The Annals of Applied Probability | 2004-09-15 | Paper |
Real-time queues in heavy traffic with earliest-deadline-first queue discipline
The Annals of Applied Probability | 2003-05-06 | Paper |
Multiple-input heavy-traffic real-time queues.
The Annals of Applied Probability | 2003-05-06 | Paper |
Trade-off analysis of real-time control performance and schedulability
Real-Time Systems | 2002-04-11 | Paper |
| scientific article; zbMATH DE number 1222808 (Why is no real title available?) | 1998-11-11 | Paper |
Equilibrium Models With Singular Asset Prices
Mathematical Finance | 1997-08-31 | Paper |
A Stochastic Extension of the Miller‐Modigliani Framework<sup>1</sup>
Mathematical Finance | 1997-08-31 | Paper |
The deferrable server algorithm for enhanced aperiodic responsiveness in hard real-time environments
IEEE Transactions on Computers | 1995-01-01 | Paper |
An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty
Mathematics of Operations Research | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 16920 (Why is no real title available?) | 1992-06-26 | Paper |
Martingale and Duality Methods for Utility Maximization in an Incomplete Market
SIAM Journal on Control and Optimization | 1991-01-01 | Paper |
Superposition of renewal processes
Advances in Applied Probability | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4149337 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4156152 (Why is no real title available?) | 1990-01-01 | Paper |
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model
Mathematics of Operations Research | 1990-01-01 | Paper |
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4010171 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3943498 (Why is no real title available?) | 1986-01-01 | Paper |
Absolutely continuous and singular stochastic control<sup>†</sup>
Stochastics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4012262 (Why is no real title available?) | 1985-01-01 | Paper |
Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
SIAM Journal on Control and Optimization | 1984-01-01 | Paper |
General Solution of the Stochastic Price-Dividend Integral Equation: A Theory of Financial Valuation
SIAM Journal on Mathematical Analysis | 1984-01-01 | Paper |
Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
Mathematics of Operations Research | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 4060486 (Why is no real title available?) | 1982-01-01 | Paper |
Channels that Cooperatively Service a Data Stream and Voice Messages
IEEE Transactions on Communications | 1982-01-01 | Paper |
Mathematical analysis of the Miller-Modigliani theory
Operations Research Letters | 1982-01-01 | Paper |
Diffusion approximations for the cooperative service of voice and data messages
Journal of Applied Probability | 1981-01-01 | Paper |
Models for Time-Sharing Computer Systems with Heterogeneous Users
Operations Research | 1981-01-01 | Paper |
Approximations for interactive Markov chains in discrete and continuous time
The Journal of Mathematical Sociology | 1980-01-01 | Paper |
A Diffusion Approximation Model for a Communication System Allowing Message Interference
IEEE Transactions on Communications | 1979-01-01 | Paper |
Formulas for stopped diffusion processes with stopping times based on the maximum
The Annals of Probability | 1977-01-01 | Paper |
A diffusion-approximation analysis of a general n-compartment system
Mathematical Biosciences | 1977-01-01 | Paper |
A Diffusion Approximation Solution for a Repairman Problem with Two Types of Failure
Management Science | 1977-01-01 | Paper |
Gaussian approximations to service problems: a communication system example
Journal of Applied Probability | 1976-01-01 | Paper |
Random Juror Selection from Multiple Lists
Operations Research | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3569568 (Why is no real title available?) | 1975-01-01 | Paper |
First-emptiness problems in applied probability under first-order dependent input and general output conditions
Journal of Applied Probability | 1973-01-01 | Paper |
Traffic intersection control and zero-switch queues under conditions of Markov chain dependence input
Journal of Applied Probability | 1972-01-01 | Paper |
An asymptotic result in traffic theory
Journal of Applied Probability | 1971-01-01 | Paper |
A note on the first emptiness time of an infinite reservoir with inputs forming a Markov chain
Journal of Applied Probability | 1971-01-01 | Paper |
