| Publication | Date of Publication | Type |
|---|
Extreme ATM skew in a local volatility model with discontinuity: joint density approach
Finance and Stochastics | 2024-10-16 | Paper |
Superdiffusive planar random walks with polynomial space-time drifts
Stochastic Processes and their Applications | 2024-10-08 | Paper |
Probabilistic models motivated by cooperative sequential adsorption
Markov Processes and Related Fields | 2024-05-17 | Paper |
| Extreme ATM skew in a local volatility model with discontinuity: joint density approach | 2023-05-18 | Paper |
| scientific article; zbMATH DE number 7662444 (Why is no real title available?) | 2023-03-13 | Paper |
scientific article; zbMATH DE number 7662444 (Why is no real title available?)
(available as arXiv preprint) | 2023-03-13 | Paper |
Discrete SIR model on a homogeneous tree and its continuous limit
Journal of Physics A: Mathematical and Theoretical | 2023-02-17 | Paper |
Skew Brownian motion with dry friction: joint density approach
Statistics & Probability Letters | 2022-06-01 | Paper |
Balls-in-bins models with asymmetric feedback and reflection
(available as arXiv preprint) | 2022-04-12 | Paper |
Linear competition processes and generalized Pólya urns with removals
Stochastic Processes and their Applications | 2022-01-17 | Paper |
| Localisation in a growth model with interaction. Arbitrary graphs | 2020-06-26 | Paper |
Localisation in a growth model with interaction. Arbitrary graphs
(available as arXiv preprint) | 2020-06-26 | Paper |
Boundary effect in competition processes
Journal of Applied Probability | 2019-10-07 | Paper |
Long term behaviour of a reversible system of interacting random walks
Journal of Statistical Physics | 2019-06-26 | Paper |
Long term behaviour of two interacting birth-and-death processes
(available as arXiv preprint) | 2018-09-17 | Paper |
DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE
Mathematical Finance | 2017-10-24 | Paper |
| A note on scaling limits for truncated birth-and-death processes with interaction | 2016-06-29 | Paper |
Long term behaviour of locally interacting birth-and-death processes
Journal of Statistical Physics | 2015-07-24 | Paper |
On equilibrium distribution of a reversible growth model
Journal of Statistical Physics | 2012-11-21 | Paper |
Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorp\-tion
Advances in Applied Probability | 2011-10-10 | Paper |
Queueing with neighbours
(available as arXiv preprint) | 2011-02-18 | Paper |
Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects
Stochastic Processes and their Applications | 2010-07-08 | Paper |
Maximum likelihood estimation for cooperative sequential adsorption
Advances in Applied Probability | 2010-05-11 | Paper |
Approximate models for bacteria leaching through porous media
Applied Mathematics and Computation | 2007-07-10 | Paper |
Limit theorems for random point measures generated by cooperative sequential adsorption
Journal of Statistical Physics | 2007-01-05 | Paper |
Critical growth of a semi-linear process
Journal of Applied Probability | 2004-09-24 | Paper |
Coverage of the whole space
Advances in Applied Probability | 2004-03-07 | Paper |
Probabilistic models motivated by cooperative sequential adsorption
(available as arXiv preprint) | N/A | Paper |
Superdiffusive planar random walks with polynomial space-time drifts
(available as arXiv preprint) | N/A | Paper |
