The following pages link to Andrey Sarantsev (Q303943):
Displaying 31 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- On a class of diverse market models (Q470733) (← links)
- Yet another condition for absence of collisions for competing Brownian particles (Q507785) (← links)
- Weak convergence of obliquely reflected diffusions (Q1621707) (← links)
- Infinite systems of competing Brownian particles (Q1700414) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- Birth and death processes in interactive random environments (Q2095036) (← links)
- Transient behaviors of single-server queues with diffusive rates (Q2146408) (← links)
- Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions (Q2197628) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Sub-exponential rate of convergence to equilibrium for processes on the half-line (Q2244456) (← links)
- Optimal portfolio with power utility of absolute and relative wealth (Q2244540) (← links)
- Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
- Talagrand concentration inequalities for stochastic partial differential equations (Q2303976) (← links)
- Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment (Q2306745) (← links)
- Large rank-based models with common noise (Q2322620) (← links)
- Stationary distributions and convergence for Walsh diffusions (Q2325330) (← links)
- Stationary gap distributions for infinite systems of competing Brownian particles (Q2362563) (← links)
- Multiple collisions in systems of competing Brownian particles (Q2405178) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
- Triple and simultaneous collisions of competing Brownian particles (Q2515895) (← links)
- A note on transportation cost inequalities for diffusions with reflections (Q2631816) (← links)
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) (← links)
- Penalty method for reflected diffusions on the half-line (Q2974874) (← links)
- Two-Sided Infinite Systems of Competing Brownian Particles (Q4578056) (← links)
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)
- Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
- Zero-Coupon Treasury Rates and Returns using the Volatility Index (Q6752215) (← links)
- Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index (Q6755689) (← links)
