| Publication | Date of Publication | Type |
|---|
| Wong--Zakai approximation of regime-switching SDEs via rough path theory | 2023-04-19 | Paper |
A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Strong convergence to two-dimensional alternating Brownian motion processes
Stochastic Models | 2022-07-18 | Paper |
RAP-modulated fluid processes: first passages and the stationary distribution
Stochastic Processes and their Applications | 2022-05-16 | Paper |
Rate of strong convergence to Markov-modulated Brownian motion
Journal of Applied Probability | 2022-04-01 | Paper |
Counting Candy Crush configurations
Discrete Applied Mathematics | 2021-04-01 | Paper |
| Wong--Zakai approximations with convergence rate for stochastic differential equations with regime switching | 2021-01-08 | Paper |
An explicit solution to the Skorokhod embedding problem for double exponential increments
Statistics & Probability Letters | 2020-09-01 | Paper |
| Analysis of fluid flow models | 2018-02-12 | Paper |
| Doubling Algorithms for Stationary Distributions of Fluid Queues: A Probabilistic Interpretation | 2018-01-18 | Paper |
Slowing time: Markov-modulated Brownian motions with a sticky boundary
Stochastic Models | 2017-07-31 | Paper |
| Componentwise accurate Brownian motion computations using Cyclic Reduction | 2016-05-04 | Paper |
| Feedback control: two-sided Markov-modulated Brownian motion with instantaneous change of phase at boundaries | 2016-03-07 | Paper |
The morphing of fluid queues into Markov-modulated Brownian motion
(available as arXiv preprint) | 2016-01-25 | Paper |
| The morphing of fluid queues into Markov-modulated Brownian motion | 2016-01-25 | Paper |
Componentwise accurate fluid queue computations using doubling algorithms
Numerische Mathematik | 2015-07-09 | Paper |
Fluid approach to two-sided reflected Markov-modulated Brownian motion
Queueing Systems | 2015-07-07 | Paper |
Extinction probabilities of branching processes with countably infinitely many types
Advances in Applied Probability | 2014-01-31 | Paper |
Markovian trees subject to catastrophes: would they survive forever?
Matrix-Analytic Methods in Stochastic Models | 2013-07-29 | Paper |
Two-Dimensional Fluid Queues with Temporary Assistance
Matrix-Analytic Methods in Stochastic Models | 2013-07-29 | Paper |
| On the nature of Phase-Type Poisson distributions | 2012-11-14 | Paper |
Hamiltonian cycle problem and Markov chains.
International Series in Operations Research & Management Science | 2012-02-14 | Paper |
Queues with boundary assistance: The effects of truncation
Queueing Systems | 2012-01-26 | Paper |
Proof of the hamiltonicity-trace conjecture for singularly perturbed Markov chains
Journal of Applied Probability | 2012-01-04 | Paper |
Refined MDP-based branch-and-fix algorithm for the Hamiltonian cycle problem
Mathematics of Operations Research | 2011-04-27 | Paper |
A conjecture on the prevalence of cubic bridge graphs
Discussiones Mathematicae Graph Theory | 2010-12-08 | Paper |
Erratum to ``A note on the graph's resolvent and the multifilar structure
Linear Algebra and its Applications | 2010-04-06 | Paper |
A note on the graph's resolvent and the multifilar structure
Linear Algebra and its Applications | 2009-09-10 | Paper |
Determinants and Longest Cycles of Graphs
SIAM Journal on Discrete Mathematics | 2009-08-20 | Paper |
Consistent behavior of certain perturbed determinants induced by graphs
Linear Algebra and its Applications | 2009-07-02 | Paper |
| scientific article; zbMATH DE number 2088011 (Why is no real title available?) | 2004-08-11 | Paper |
| scientific article; zbMATH DE number 2087976 (Why is no real title available?) | 2004-08-11 | Paper |
| scientific article; zbMATH DE number 2086809 (Why is no real title available?) | 2004-08-11 | Paper |
| scientific article; zbMATH DE number 2086821 (Why is no real title available?) | 2004-08-11 | Paper |
| scientific article; zbMATH DE number 1948457 (Why is no real title available?) | 2003-07-13 | Paper |
| scientific article; zbMATH DE number 1756118 (Why is no real title available?) | 2002-06-16 | Paper |
