| Publication | Date of Publication | Type |
|---|
An Integral Equation Approach for Bond Prices with Applications to Credit Spreads
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
The replicator equation in stochastic spatial evolutionary games
(available as arXiv preprint) | 2020-10-12 | Paper |
Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation
Electronic Journal of Probability | 2019-05-16 | Paper |
Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation
Electronic Journal of Probability | 2019-05-16 | Paper |
Universality of Ghirlanda-Guerra identities and spin distributions in mixed \(p\)-spin models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-03-20 | Paper |
Universality of Ghirlanda-Guerra identities and spin distributions in mixed \(p\)-spin models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-03-20 | Paper |
Wright-Fisher diffusions in stochastic spatial evolutionary games with death-birth updating
The Annals of Applied Probability | 2018-12-17 | Paper |
Wright-Fisher diffusions in stochastic spatial evolutionary games with death-birth updating
The Annals of Applied Probability | 2018-12-17 | Paper |
Weak atomic convergence of finite voter models toward Fleming-Viot processes
Stochastic Processes and their Applications | 2018-06-01 | Paper |
First exit from an open set for a matrix-exponential Lévy process
Statistics & Probability Letters | 2017-10-06 | Paper |
On the convergence of densities of finite voter models to the Wright-Fisher diffusion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-03-04 | Paper |
Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
The Annals of Probability | 2016-02-12 | Paper |
Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
The Annals of Probability | 2016-02-12 | Paper |
Fixation times in deme structured, finite populations with rare migration
Journal of Statistical Physics | 2014-09-24 | Paper |
A note on first passage functionals for hyper-exponential jump-diffusion processes
Electronic Communications in Probability | 2014-09-22 | Paper |
Sharp benefit-to-cost rules for the evolution of cooperation on regular graphs
The Annals of Applied Probability | 2013-04-24 | Paper |
Sharp benefit-to-cost rules for the evolution of cooperation on regular graphs
The Annals of Applied Probability | 2013-04-24 | Paper |
Smaller population size at the MRCA time for stationary branching processes
The Annals of Probability | 2012-11-29 | Paper |
Smaller population size at the MRCA time for stationary branching processes
The Annals of Probability | 2012-11-29 | Paper |
On the discounted penalty at ruin in a jump-diffusion model
Taiwanese Journal of Mathematics | 2011-05-06 | Paper |
A note on \(r\)-balayages of matrix-exponential Lévy processes
Electronic Communications in Probability | 2009-11-20 | Paper |
A note on \(r\)-balayages of matrix-exponential Lévy processes
Electronic Communications in Probability | 2009-11-20 | Paper |
A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps
Stochastic Analysis and Applications | 2009-10-08 | Paper |
An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads
Journal of Applied Probability | 2009-04-14 | Paper |
An ODE approach for the expected discounted penalty at ruin in jump-diffusion model
Finance and Stochastics | 2009-02-28 | Paper |
