| Publication | Date of Publication | Type |
|---|
A discrete-time optimal execution problem with market prices subject to random environments
Top | 2023-10-26 | Paper |
A Schrödinger random operator with semimartingale potential
Random Operators and Stochastic Equations | 2023-09-18 | Paper |
Discrete-time switching control in random walks
International Journal of Control | 2023-06-26 | Paper |
On a nonlinear SPDE derived from a hydrodynamic limit in a Sinai-type random environment
The Annals of Applied Probability | 2023-06-05 | Paper |
The killed Brox diffusion
Stochastic Models | 2022-10-31 | Paper |
Excursions of the Brox diffusion
Journal of Theoretical Probability | 2022-09-29 | Paper |
Solving equations with semimartingale noise
Random Operators and Stochastic Equations | 2022-04-04 | Paper |
Quenched distributions for the maximum, minimum and local time of the Brox diffusion
Statistics & Probability Letters | 2021-11-12 | Paper |
A density for the local time of the Brox diffusion
Statistics & Probability Letters | 2020-10-12 | Paper |
A Gaussian Analytic Function
Operator Algebras, Toeplitz Operators and Related Topics | 2020-09-08 | Paper |
On hydrodynamic limits in Sinai-type random environments
| 2020-05-31 | Paper |
Inverting weak random operators
Random Operators and Stochastic Equations | 2019-05-21 | Paper |
Random eigenvalues from a stochastic heat equation
Statistics & Probability Letters | 2017-02-21 | Paper |
Picard iterations for diffusions on symmetric matrices
Journal of Theoretical Probability | 2017-01-10 | Paper |
Green kernel for a random Schrödinger operator
Communications in Contemporary Mathematics | 2016-08-17 | Paper |
A random matrix from a stochastic heat equation
Statistics & Probability Letters | 2016-04-22 | Paper |
Integral equations for the aggregate claim amount
Revista de Matemática: Teoría y Aplicaciones | 2015-03-11 | Paper |
Ruin probabilities and the ruin time distribution
Boletín de la Sociedad Matemática Mexicana. Third Series | 2013-11-11 | Paper |
Uniform convergence to a law containing Gaussian and Cauchy distributions
Probability in the Engineering and Informational Sciences | 2013-03-13 | Paper |
Erratum
Stochastic Analysis and Applications | 2010-02-10 | Paper |
An integral equation for the distribution of the first exit time of a reflected Brownian motion
The ANZIAM Journal | 2010-01-21 | Paper |
Approximation for the normal inverse Gaussian process using random sums
Stochastic Analysis and Applications | 2009-12-11 | Paper |
Ergodicity of a bounded Markov chain with attractiveness towards the centre
Statistics & Probability Letters | 2009-10-13 | Paper |
A class of Markov chains with beta ergodic distributions
| 2009-02-24 | Paper |
The Daikon system for dynamic detection of likely invariants
Science of Computer Programming | 2007-12-12 | Paper |
