| Publication | Date of Publication | Type |
|---|
Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
Journal of Physics A: Mathematical and Theoretical | 2023-02-01 | Paper |
Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes
Journal of Physics A: Mathematical and Theoretical | 2022-11-25 | Paper |
Analytical approximation to the multidimensional Fokker-Planck equation with steady state
Journal of Physics A: Mathematical and Theoretical | 2022-11-18 | Paper |
Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality
Journal of Statistical Mechanics: Theory and Experiment | 2021-03-02 | Paper |
Record statistics for a discrete-time random walk with correlated steps
Journal of Statistical Mechanics: Theory and Experiment | 2020-11-19 | Paper |
First passage properties of a generalized Pólya urn
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes
arXiv preprint | 2018-10-30 | Paper |
Time since maximum of Brownian motion and asymmetric Lévy processes
Journal of Physics A: Mathematical and Theoretical | 2018-10-04 | Paper |
Time since maximum of Brownian motion and asymmetric Lévy processes
Journal of Physics A: Mathematical and Theoretical | 2018-10-04 | Paper |
Infinite product expansion of the Fokker-Planck equation with steady-state solution
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Integral representation of certain combinatorial recurrences
Combinatorica | 2017-03-31 | Paper |
Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces
Journal of Physics A: Mathematical and Theoretical | 2016-08-10 | Paper |
Statistics of the first passage time of Brownian motion conditioned by maximum value or area
Journal of Physics A: Mathematical and Theoretical | 2014-12-16 | Paper |
Statistics of the first passage time of Brownian motion conditioned by maximum value or area
Journal of Physics A: Mathematical and Theoretical | 2014-12-16 | Paper |
On correlations between certain random variables associated with first passage Brownian motion
Journal of Physics A: Mathematical and Theoretical | 2014-06-19 | Paper |
An exactly solvable self-convolutive recurrence
Aequationes Mathematicae | 2011-02-14 | Paper |
An exactly solvable self-convolutive recurrence
Aequationes Mathematicae | 2011-02-14 | Paper |
Airy asymptotics: the logarithmic derivative and its reciprocal
Journal of Physics A: Mathematical and Theoretical | 2010-01-05 | Paper |
On the time to reach maximum for a variety of constrained Brownian motions
Journal of Physics A: Mathematical and Theoretical | 2008-09-24 | Paper |
On the time to reach maximum for a variety of constrained Brownian motions
Journal of Physics A: Mathematical and Theoretical | 2008-09-24 | Paper |
The first-passage area for drifted Brownian motion and the moments of the Airy distribution
Journal of Physics A: Mathematical and Theoretical | 2007-10-08 | Paper |
On the area under a continuous time Brownian motion till its first-passage time
Journal of Physics A: Mathematical and General | 2005-06-21 | Paper |
On a random area variable arising in discrete-time queues and compact directed percolation
Journal of Physics A: Mathematical and General | 2005-03-04 | Paper |
On an exactly solvable compact cluster growth model on a square lattice
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
Staircase polygons, scaling functions and asymmetric compact directed percolation
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
Compact directed percolation with modified boundary rules: a forest fire model
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
Compact cluster growth on the half-plane: forest fires in a valley
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
A probabilistic growth model for partition polygons and related structures
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
On the finite-size scaling of clusters in compact directed percolation
Journal of Physics A: Mathematical and General | 2004-02-15 | Paper |
Efficient packing of unit squares in a square
The Electronic Journal of Combinatorics | 2002-04-25 | Paper |
Efficient packing of unit squares in a square
The Electronic Journal of Combinatorics | 2002-04-25 | Paper |
Burgers' equation on a branching structure.
Physics Letters. A | 2000-03-07 | Paper |
On the convergence of a class of random geometric series with application to random walks and percolation theory
Journal of Physics A: Mathematical and General | 1999-08-02 | Paper |
A `sum-over-paths' approach to diffusion on trees
Journal of Physics A: Mathematical and General | 1998-12-02 | Paper |
Classical localization for the drift - diffusion equation on a Cayley tree
Journal of Physics A: Mathematical and General | 1998-06-11 | Paper |
