| Publication | Date of Publication | Type |
|---|
| Boundary approximation for sticky jump-reflected processes on the half-line | 2024-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6068910 | 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 |
