Andrey Sarantsev

Available identifiers

zbMath Open sarantsev.andreyWikidataQ65676804 ScholiaQ65676804MaRDI QIDQ303943

List of research outcomes

Publication	Date of Publication	Type
Boundary approximation for sticky jump-reflected processes on the half-line	2024-04-10	Paper
IID time series testing	2023-12-15	Paper
The Variance-Gamma Distribution: A Review	2023-03-09	Paper
Birth and death processes in interactive random environments	2022-11-09	Paper
Transient behaviors of single-server queues with diffusive rates	2022-06-16	Paper
Modified Method of Moments for Generalized Laplace Distribution	2022-03-21	Paper
Birth and Death Processes in Interactive Random Environments	2022-03-19	Paper
Penalty method for obliquely reflected diffusions	2021-12-09	Paper
Sub-exponential rate of convergence to equilibrium for processes on the half-line	2021-11-12	Paper
Optimal portfolio with power utility of absolute and relative wealth	2021-11-12	Paper
A stock market model based on CAPM and market size	2021-11-04	Paper
A note on jump Atlas models	2021-06-11	Paper
Optimal Portfolio with Power Utility of Absolute and Relative Wealth	2021-05-17	Paper
Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions	2020-09-01	Paper
Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment	2020-03-26	Paper
Talagrand concentration inequalities for stochastic partial differential equations	2020-03-06	Paper
Dynamic contagion in a banking system with births and defaults	2020-01-31	Paper
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes	2019-12-17	Paper
Stationary distributions and convergence for Walsh diffusions	2019-09-25	Paper
Large rank-based models with common noise	2019-09-05	Paper
A note on transportation cost inequalities for diffusions with reflections	2019-05-16	Paper
Comparison techniques for competing Brownian particles	2019-05-07	Paper
Weak convergence of obliquely reflected diffusions	2018-11-09	Paper
Two-sided infinite systems of competing Brownian particles	2018-08-07	Paper
Infinite systems of competing Brownian particles	2018-03-05	Paper
Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution	2017-10-23	Paper
Multiple collisions in systems of competing Brownian particles	2017-09-21	Paper
Stationary gap distributions for infinite systems of competing Brownian particles	2017-07-10	Paper
Convergence and Stationary Distributions for Walsh Diffusions	2017-06-21	Paper
Penalty method for reflected diffusions on the half-line	2017-04-11	Paper
Yet another condition for absence of collisions for competing Brownian particles	2017-02-07	Paper
Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line	2017-01-13	Paper
Diverse market models of competing Brownian particles with splits and mergers	2016-08-23	Paper
Penalty Method for Obliquely Reflected Diffusions	2015-09-06	Paper
Triple and simultaneous collisions of competing Brownian particles	2015-08-07	Paper
On a class of diverse market models	2014-11-13	Paper
Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes	2011-07-19	Paper
Statistical Investigation of Increments of Currency Rates Logarithms	2011-07-19	Paper
On a Generalization of Bernoulli and Euler Numbers	2011-07-19	Paper

Research outcomes over time

This page was built for person: Andrey Sarantsev