| Publication | Date of Publication | Type |
|---|
| Stefan problem with surface tension: uniqueness of physical solutions under radial symmetry | 2025-01-09 | Paper |
| A singular two-phase Stefan problem and particles interacting through their hitting times | 2024-10-16 | Paper |
| Deep level-set method for Stefan problems | 2024-04-17 | Paper |
| Scaling limits of external multi-particle DLA on the plane and the supercooled Stefan problem | 2024-04-12 | Paper |
| Stefan problem with surface tension: global existence of physical solutions under radial symmetry | 2023-09-08 | Paper |
| Superposition and mimicking theorems for conditional McKean-Vlasov equations | 2023-07-20 | Paper |
| Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem | 2023-06-05 | Paper |
| Stefan problem with surface tension: uniqueness of physical solutions under radial symmetry | 2023-06-05 | Paper |
| Well-posedness of the supercooled Stefan problem with oscillatory initial conditions | 2023-02-25 | Paper |
| Zero kinetic undercooling limit in the supercooled Stefan problem | 2022-07-15 | Paper |
| Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness | 2022-05-16 | Paper |
| A singular two-phase Stefan problem and particles interacting through their hitting times | 2022-03-11 | Paper |
| Inverting the Markovian projection, with an application to local stochastic volatility models | 2020-11-24 | Paper |
| Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem | 2020-11-11 | Paper |
| Mean field systems on networks, with singular interaction through hitting times | 2020-07-31 | Paper |
| Dynamics of observables in rank-based models and performance of functionally generated portfolios | 2020-01-22 | Paper |
| Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions | 2019-11-20 | Paper |
| Particle systems with singular interaction through hitting times: application in systemic risk modeling | 2019-03-20 | Paper |
| Stochastic Airy semigroup through tridiagonal matrices | 2018-08-16 | Paper |
| Intertwinings of beta-Dyson Brownian motions of different dimensions | 2018-06-29 | Paper |
| SPDE limit of the global fluctuations in rank-based models | 2018-04-24 | Paper |
| Interacting particle systems at the edge of multilevel Dyson Brownian motions | 2016-10-21 | Paper |
| Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations | 2016-09-28 | Paper |
| Large deviations for diffusions interacting through their ranks | 2016-06-16 | Paper |
| Small time central limit theorems for semimartingales with applications | 2016-04-27 | Paper |
| Systems of Brownian particles with asymmetric collisions | 2016-03-04 | Paper |
| Multilevel Dyson Brownian motions via Jack polynomials | 2015-11-18 | Paper |
| Multidimensional sticky Brownian motions as limits of exclusion processes | 2015-05-29 | Paper |
| A construction of infinite Brownian particle systems | 2015-04-23 | Paper |
| Limits of multilevel TASEP and similar processes | 2015-03-09 | Paper |
| Concentration of measure for Brownian particle systems interacting through their ranks | 2014-08-06 | Paper |
| Some universal estimates for reversible Markov chains | 2014-01-17 | Paper |
| Fluctuations of martingales and winning probabilities of game contestants | 2014-01-17 | Paper |
| Time-reversal of reflected Brownian motions in the orthant | 2013-07-16 | Paper |
| Convergence rates for rank-based models with applications to portfolio theory | 2013-06-19 | Paper |
| Strong solutions of stochastic equations with rank-based coefficients | 2013-06-19 | Paper |
| Intertwining diffusions and wave equations | 2013-06-04 | Paper |
| Large deviations for interacting Bessel-like processes and applications to systemic risk | 2013-03-12 | Paper |
| Large volatility-stabilized markets | 2012-11-15 | Paper |
| On the one-sided tanaka equation with drift | 2012-06-22 | Paper |
| Large systems of diffusions interacting through their ranks | 2012-06-01 | Paper |
| On a non-linear transformation between Brownian martingales | 2012-05-14 | Paper |
| Competing particle systems evolving by interacting Lévy processes | 2012-01-04 | Paper |
| Competing particle systems evolving by I.I.D. Increments | 2009-11-20 | Paper |
| Metastability in the generalized Hopfield model with finitely many patterns | 2009-03-17 | Paper |
| Multilevel Dyson Brownian motions via the superposition principle | N/A | Paper |
