| Publication | Date of Publication | Type |
|---|
Stefan problem with surface tension: uniqueness of physical solutions under radial symmetry
Archive for Rational Mechanics and Analysis | 2025-01-09 | Paper |
A singular two-phase Stefan problem and particles interacting through their hitting times
The Annals of Applied Probability | 2024-10-16 | Paper |
Deep level-set method for Stefan problems
Journal of Computational Physics | 2024-04-17 | Paper |
Scaling limits of external multi-particle DLA on the plane and the supercooled Stefan problem
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-04-12 | Paper |
Stefan problem with surface tension: global existence of physical solutions under radial symmetry
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2023-09-08 | Paper |
Superposition and mimicking theorems for conditional McKean-Vlasov equations
Journal of the European Mathematical Society (JEMS) | 2023-07-20 | Paper |
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem
The Annals of Applied Probability | 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
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-07-15 | Paper |
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness
Probability and Mathematical Physics | 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
The Annals of Probability | 2020-11-24 | Paper |
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Finance and Stochastics | 2020-11-11 | Paper |
Mean field systems on networks, with singular interaction through hitting times
The Annals of Probability | 2020-07-31 | Paper |
Dynamics of observables in rank-based models and performance of functionally generated portfolios
The Annals of Applied Probability | 2020-01-22 | Paper |
Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Particle systems with singular interaction through hitting times: application in systemic risk modeling
The Annals of Applied Probability | 2019-03-20 | Paper |
Stochastic Airy semigroup through tridiagonal matrices
The Annals of Probability | 2018-08-16 | Paper |
Intertwinings of beta-Dyson Brownian motions of different dimensions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-29 | Paper |
SPDE limit of the global fluctuations in rank-based models
The Annals of Probability | 2018-04-24 | Paper |
Interacting particle systems at the edge of multilevel Dyson Brownian motions
Advances in Mathematics | 2016-10-21 | Paper |
Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations
SIAM Journal on Financial Mathematics | 2016-09-28 | Paper |
Large deviations for diffusions interacting through their ranks
Communications on Pure and Applied Mathematics | 2016-06-16 | Paper |
Small time central limit theorems for semimartingales with applications
Stochastics | 2016-04-27 | Paper |
Systems of Brownian particles with asymmetric collisions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-03-04 | Paper |
Multilevel Dyson Brownian motions via Jack polynomials
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2015-11-18 | Paper |
Multidimensional sticky Brownian motions as limits of exclusion processes
The Annals of Applied Probability | 2015-05-29 | Paper |
| A construction of infinite Brownian particle systems | 2015-04-23 | Paper |
Limits of multilevel TASEP and similar processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-03-09 | Paper |
Concentration of measure for Brownian particle systems interacting through their ranks
The Annals of Applied Probability | 2014-08-06 | Paper |
Some universal estimates for reversible Markov chains
Electronic Journal of Probability | 2014-01-17 | Paper |
Fluctuations of martingales and winning probabilities of game contestants
Electronic Journal of Probability | 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
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-06-19 | Paper |
Strong solutions of stochastic equations with rank-based coefficients
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 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
Stochastic Processes and their Applications | 2012-11-15 | Paper |
On the one-sided tanaka equation with drift
Electronic Communications in Probability | 2012-06-22 | Paper |
Large systems of diffusions interacting through their ranks
Stochastic Processes and their Applications | 2012-06-01 | Paper |
| On a non-linear transformation between Brownian martingales | 2012-05-14 | Paper |
Competing particle systems evolving by interacting Lévy processes
The Annals of Applied Probability | 2012-01-04 | Paper |
Competing particle systems evolving by I.I.D. Increments
Electronic Journal of Probability | 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
arXiv preprint | N/A | Paper |
