| Publication | Date of Publication | Type |
|---|
| Ergodic control of resource sharing networks: lower bound on asymptotic costs | 2025-01-22 | Paper |
| Long-time behavior of finite and infinite dimensional reflected Brownian motions | 2024-11-28 | Paper |
| Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts | 2024-10-10 | Paper |
| Simple form control policies for resource sharing networks with HGI performance | 2024-04-10 | Paper |
| Large deviations for small noise diffusions over long time | 2024-01-22 | Paper |
| Ergodic Control of Resource Sharing Networks: Lower Bound on Asymptotic Costs | 2023-12-21 | Paper |
| Fluctuations of the Atlas model from inhomogeneous stationary profiles | 2023-10-06 | Paper |
| The inert drift atlas model | 2023-05-02 | Paper |
| Large Deviations for Empirical Measures of Self-Interacting Markov Chains | 2023-04-03 | Paper |
| Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise | 2023-01-23 | Paper |
| Empirical measure large deviations for reinforced chains on finite spaces | 2022-12-02 | Paper |
| Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions | 2022-10-10 | Paper |
| Near equilibrium fluctuations for supermarket models with growing choices | 2022-09-05 | Paper |
| Long Time Behavior of Finite and Infinite Dimensional Reflected Brownian Motions | 2022-08-04 | Paper |
| Extremal Invariant Distributions of Infinite Brownian Particle Systems with Rank Dependent Drifts | 2022-07-17 | Paper |
| Domains of attraction of invariant distributions of the infinite atlas model | 2022-05-17 | Paper |
| Large Deviations for the Single-Server Queue and the Reneging Paradox | 2022-05-17 | Paper |
| Rare event asymptotics for exploration processes for random graphs | 2022-05-06 | Paper |
| Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains | 2022-03-31 | Paper |
| Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions | 2022-03-17 | Paper |
| Some Large Deviation Asymptotics in Small Noise Filtering Problems | 2022-03-01 | Paper |
| Approximating quasi-stationary distributions with interacting reinforced random walks | 2022-02-16 | Paper |
| Quasistationary distributions and ergodic control problems | 2022-02-11 | Paper |
| Minimization of a class of rare event probabilities and buffered probabilities of exceedance | 2021-11-08 | Paper |
| Many-server asymptotics for join-the-shortest-queue: large deviations and rare events | 2021-11-04 | Paper |
| Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence | 2021-11-04 | Paper |
| Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions | 2021-03-18 | Paper |
| Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks | 2021-01-08 | Paper |
| Large deviation principles for stochastic dynamical systems with a fractional Brownian noise | 2020-06-13 | Paper |
| A new approach to large deviations for the Ginzburg-Landau model | 2020-05-29 | Paper |
| Diffusion approximations for load balancing mechanisms in cloud storage systems | 2019-12-09 | Paper |
| Resource sharing networks and Brownian control problems | 2019-11-20 | Paper |
| Uniform large deviation principles for Banach space valued stochastic evolution equations | 2019-11-14 | Paper |
| Weakly interacting particle systems on inhomogeneous random graphs | 2019-06-28 | Paper |
| Supermarket model on graphs | 2019-05-22 | Paper |
| Analysis and Approximation of Rare Events | 2019-05-13 | Paper |
| Rate control under heavy traffic with strategic servers | 2019-03-20 | Paper |
| A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method | 2018-11-09 | Paper |
| Large deviations for small noise diffusions in a fast Markovian environment | 2018-11-01 | Paper |
| Large deviations for Brownian particle systems with killing | 2018-10-26 | Paper |
| Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps | 2018-05-25 | Paper |
| Critical random graphs and the differential equations technique | 2018-04-18 | Paper |
| Large Deviations from the Hydrodynamic Limit for a System with Nearest Neighbor Interactions | 2018-03-25 | Paper |
| Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities | 2017-11-17 | Paper |
| Central limit results for jump diffusions with mean field interaction and a common factor | 2017-11-02 | Paper |
| Large Deviation Principle for the Exploration Process of the Configuration Model | 2017-08-05 | Paper |
| Moderate deviation principles for weakly interacting particle systems | 2017-07-25 | Paper |
| Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem | 2017-04-10 | Paper |
| Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type | 2017-02-07 | Paper |
| Moderate deviation principles for stochastic differential equations with jumps | 2016-07-14 | Paper |
| Some fluctuation results for weakly interacting multi-type particle systems | 2016-05-27 | Paper |
| Large deviations for multidimensional state-dependent shot-noise processes | 2016-03-11 | Paper |
| Some asymptotic results for near critical branching processes | 2016-03-04 | Paper |
| Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes | 2015-08-07 | Paper |
| Limits of relative entropies associated with weakly interacting particle systems | 2015-08-07 | Paper |
| Admission Control for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process | 2015-07-15 | Paper |
| Long Time Results for a Weakly Interacting Particle System in Discrete Time | 2015-06-22 | Paper |
| On the multi-dimensional skew Brownian motion | 2015-03-24 | Paper |
| Aggregation models with limited choice and the multiplicative coalescent | 2015-02-20 | Paper |
| The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs | 2014-12-16 | Paper |
| Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic | 2014-11-25 | Paper |
| Stability of constrained Markov-modulated diffusions | 2014-10-21 | Paper |
| On uniform positivity of transition densities of small noise constrained diffusions | 2014-09-22 | Paper |
| Bounded-Size Rules: The Barely Subcritical Regime | 2014-08-06 | Paper |
| Confidence Regions for Stochastic Variational Inequalities | 2014-07-11 | Paper |
| A Numerical Scheme for Invariant Distributions of Constrained Diffusions | 2014-07-11 | Paper |
| Infinite dimensional forward-backward stochastic differential equations and the KPZ equation | 2014-05-02 | Paper |
| Discrete time markovian agents interacting through a potential | 2014-04-10 | Paper |
| Near critical catalyst reactant branching processes with controlled immigration | 2013-10-25 | Paper |
| Asymptotic Results for Near Critical Bienaymé–Galton–Watson and Catalyst-Reactant Branching Processes | 2013-07-31 | Paper |
| Large deviations for stochastic partial differential equations driven by a Poisson random measure | 2013-01-24 | Paper |
| Action time sharing policies for ergodic control of Markov chains | 2012-05-30 | Paper |
| Controlled stochastic networks in heavy traffic: convergence of value functions | 2012-05-13 | Paper |
| Large deviation properties of weakly interacting processes via weak convergence methods | 2012-02-22 | Paper |
| On near optimal trajectories for a game associated with the \(\infty\)-Laplacian | 2012-02-13 | Paper |
| Ergodic Rate Control Problem for Single Class Queueing Networks | 2011-11-10 | Paper |
| Variational representations for continuous time processes | 2011-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015749 | 2011-07-13 | Paper |
| Multiscale diffusion approximations for stochastic networks in heavy traffic | 2011-07-08 | Paper |
| Exit time and invariant measure asymptotics for small noise constrained diffusions | 2011-06-15 | Paper |
| Bohman-Frieze processes at criticality and emergence of the giant component | 2011-06-06 | Paper |
| Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic | 2011-04-27 | Paper |
| Large deviations for stochastic flows of diffeomorphisms | 2010-11-12 | Paper |
| A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation | 2010-04-21 | Paper |
| Optimal stopping and free boundary characterizations for some Brownian control problems | 2009-01-13 | Paper |
| Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity | 2008-10-16 | Paper |
| Modified particle filter methods for assimilating Lagrangian data into a point-vortex model | 2008-09-05 | Paper |
| Large deviations for infinite dimensional stochastic dynamical systems | 2008-09-04 | Paper |
| HJB equations for certain singularly controlled diffusions | 2008-03-20 | Paper |
| Molecular motors, Brownian ratchets, and reflected diffusions | 2008-02-22 | Paper |
| Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem | 2007-11-16 | Paper |
| Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function | 2007-08-06 | Paper |
| Existence of optimal controls for singular control problems with state constraints | 2007-08-06 | Paper |
| Long time asymptotics for constrained diffusions in polyhedral domains | 2007-07-27 | Paper |
| A survey of numerical methods for nonlinear filtering problems | 2007-06-29 | Paper |
| Singular control with state constraints on unbounded domain | 2007-01-12 | Paper |
| A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic | 2005-11-08 | Paper |
| A further remark on dynamic programming for partially observed Markov processes | 2005-08-05 | Paper |
| Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)} | 2005-03-08 | Paper |
| Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations | 2005-02-28 | Paper |
| Ergodic properties of the nonlinear filter. | 2005-02-25 | Paper |
| STOCHASTIC DIFFERENTIAL EQUATION FOR TCP WINDOW SIZE: ANALYSIS AND EXPERIMENTAL VALIDATION | 2004-03-29 | Paper |
| An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control | 2004-01-08 | Paper |
| Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter. | 2003-11-16 | Paper |
| On positive recurrence of constrained diffusion processes | 2003-05-06 | Paper |
| On invariant measures of discrete time filters in the correlated signal-noise case | 2003-05-06 | Paper |
| Stability properties of constrained jump-diffusion processes | 2003-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365880 | 2003-01-09 | Paper |
| Exponential stability in discrete-time filtering for non-ergodic signal. | 2002-08-29 | Paper |
| A variational representation for positive functionals of infinite dimensional Brownian motion | 2002-02-18 | Paper |
| Markov property and ergodicity of the nonlinear filter | 2001-06-21 | Paper |
| Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms | 2000-10-18 | Paper |
| A nonlinear filtering algorithm based on an approximation of the conditional distribution | 2000-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707622 | 2000-01-01 | Paper |
| Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval | 1999-11-23 | Paper |
| A limit theorem for symmetric statistics of Brownian particles | 1999-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227193 | 1999-10-03 | Paper |
| Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes | 1999-09-13 | Paper |
| Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions | 1999-05-18 | Paper |
| Robustness of Nonlinear Filters Over the Infinite Time Interval | 1998-09-21 | Paper |
| Exponential stability of discrete-time filters for bounded observation noise | 1998-07-22 | Paper |
| The generalized Hu-Meyer formula for random kernels | 1997-11-10 | Paper |
| The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering | 1997-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884606 | 1996-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322871 | 1995-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028035 | 1993-03-28 | Paper |
| Load Balancing in Parallel Queues and Rank-based Diffusions | N/A | Paper |
| Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion | N/A | Paper |
| On Some Extensions of the Bou\'e-Dupuis Variational Formula | N/A | Paper |
| Flocking under Fast and Large Jumps: Stability, Chaos, and Traveling Waves | N/A | Paper |
