| Publication | Date of Publication | Type |
|---|
| Limits of Limit-Order Books | 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 | 2018-09-14 | Paper |
| Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities | 2012-02-19 | Paper |
| Heavy traffic analysis for EDF queues with reneging | 2011-05-11 | Paper |
| Double Skorokhod Map and Reneging Real-Time Queues | 2009-05-22 | Paper |
| An explicit formula for the Skorokhod map on \([0,a]\) | 2007-10-17 | Paper |
| Accuracy of state space collapse for earliest-deadline-first queues | 2007-08-08 | Paper |
| Integrated QoS-aware resource management and scheduling with multi-resource constraints | 2006-11-17 | Paper |
| Real time scheduling theory: A historical perspective | 2005-01-12 | Paper |
| Earliest-deadline-first service in heavy-traffic acyclic networks. | 2004-09-15 | Paper |
| Real-time queues in heavy traffic with earliest-deadline-first queue discipline | 2003-05-06 | Paper |
| Multiple-input heavy-traffic real-time queues. | 2003-05-06 | Paper |
| Trade-off analysis of real-time control performance and schedulability | 2002-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218395 | 1998-11-11 | Paper |
| Equilibrium Models With Singular Asset Prices | 1997-08-31 | Paper |
| A Stochastic Extension of the Miller‐Modigliani Framework1 | 1997-08-31 | Paper |
| The deferrable server algorithm for enhanced aperiodic responsiveness in hard real-time environments | 1995-01-01 | Paper |
| An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973611 | 1992-06-26 | Paper |
| Martingale and Duality Methods for Utility Maximization in an Incomplete Market | 1991-01-01 | Paper |
| Superposition of renewal processes | 1991-01-01 | Paper |
| Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479357 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3484594 | 1990-01-01 | Paper |
| Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3760262 | 1986-01-01 | Paper |
| Absolutely continuous and singular stochastic control† | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3714851 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3762023 | 1985-01-01 | Paper |
| Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers | 1984-01-01 | Paper |
| General Solution of the Stochastic Price-Dividend Integral Equation: A Theory of Financial Valuation | 1984-01-01 | Paper |
| Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy | 1983-01-01 | Paper |
| Channels that Cooperatively Service a Data Stream and Voice Messages | 1982-01-01 | Paper |
| Mathematical analysis of the Miller-Modigliani theory | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3795027 | 1982-01-01 | Paper |
| Diffusion approximations for the cooperative service of voice and data messages | 1981-01-01 | Paper |
| Models for Time-Sharing Computer Systems with Heterogeneous Users | 1981-01-01 | Paper |
| Approximations for interactive Markov chains in discrete and continuous time | 1980-01-01 | Paper |
| A Diffusion Approximation Model for a Communication System Allowing Message Interference | 1979-01-01 | Paper |
| Formulas for stopped diffusion processes with stopping times based on the maximum | 1977-01-01 | Paper |
| A diffusion-approximation analysis of a general n-compartment system | 1977-01-01 | Paper |
| A Diffusion Approximation Solution for a Repairman Problem with Two Types of Failure | 1977-01-01 | Paper |
| Gaussian approximations to service problems: a communication system example | 1976-01-01 | Paper |
| Random Juror Selection from Multiple Lists | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4140125 | 1975-01-01 | Paper |
| First-emptiness problems in applied probability under first-order dependent input and general output conditions | 1973-01-01 | Paper |
| Traffic intersection control and zero-switch queues under conditions of Markov chain dependence input | 1972-01-01 | Paper |
| An asymptotic result in traffic theory | 1971-01-01 | Paper |
| A note on the first emptiness time of an infinite reservoir with inputs forming a Markov chain | 1971-01-01 | Paper |
