Andrey Sarantsev

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Tomoyuki IchibaProfessor, Statistics and Applied Probability, University of California Santa BarbaraVerifierad e-postadress på ucsb.edu
Robert E. GauntDepartment of Mathematics, The University of ManchesterVerifierad e-postadress på manchester.ac.uk
amir demboprofessor of mathematics and statistics, stanford universityVerifierad e-postadress på stat.stanford.edu
Cameron BruggemanGraduate Student of Mathematics, Columbia UniversityVerifierad e-postadress på math.columbia.edu
Li-Cheng TsaiDepartment of Mathematics, University of UtahVerifierad e-postadress på utah.edu
Manuel Cabezasuniversidad católica de ChileVerifierad e-postadress på uc.cl
Davar KhoshnevisanProfessor of Mathematics, University of UtahVerifierad e-postadress på math.utah.edu
Nikolay StrigulAssociate Professor, Washington State University VancouverVerifierad e-postadress på wsu.edu
Ioannis KaratzasProfessor of Mathematics, Columbia UniversityVerifierad e-postadress på columbia.edu
Blessing S. Ofori-AttaDivision of Epidemiology, School of Medicine, University of UtahVerifierad e-postadress på hsc.utah.edu
Soumik PalUniversity of Washington SeattleVerifierad e-postadress på uw.edu
Mike LudkovskiProfessor, UC Santa BarbaraVerifierad e-postadress på pstat.ucsb.edu
Yana BelopolskayaProf. Sirius University of Science and TechnologyVerifierad e-postadress på yb1569.spb.edu
Aditya MaheshwariSenior Applied Scientist, Amazon.comVerifierad e-postadress på amazon.com
Pierre-O. GoffardMaître de Conférence (Associate Professor), Université de StrasbourgVerifierad e-postadress på univ-lyon1.fr
Andrey PilipenkoInstitute of Mathematics of NAS of Ukraine; Igor Sikorsky Kyiv Polytechnic InstituteVerifierad e-postadress på imath.kiev.ua
Praveen KolliStaff Machine Learning Engineer @ DoorDashVerifierad e-postadress på columbia.edu
Geoffrey BlewittUniversity of Nevada, RenoVerifierad e-postadress på unr.edu
Arko Pratim SenUniversity of Nevada, RenoVerifierad e-postadress på unr.edu
Andrei DereviankoSara Louise Hartman Professor, University of Nevada, RenoVerifierad e-postadress på unr.edu

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Andrey Sarantsev

University of Nevada, Reno. Department of Mathematics & Statistics

Verifierad e-postadress på unr.edu - Startsida

Probability Theory Stochastic Analysis Stochastic Finance Financial Econometrics Time Series


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Triple and simultaneous collisions of competing Brownian particles A Sarantsev	55	2015
Infinite Systems of Competing Brownian Particles A Sarantsev arXiv:1403.4229, 31, 2015	51*	2015
Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution A Sarantsev Journal of Theoretical Probability 30, 1200-1223, 2017	34	2017
The variance-gamma distribution: A review A Fischer, RE Gaunt, A Sarantsev arXiv preprint arXiv:2303.05615, 2023	33	2023
Stationary gap distributions for infinite systems of competing Brownian particles A Sarantsev, LC Tsai	31	2017
Brownian Particles with Rank-Dependent Drifts: Out-of-Equilibrium Behavior M Cabezas, A Dembo, A Sarantsev, V Sidoravicius arXiv:1708.01918, 2017	30	2017
Diverse market models of competing Brownian particles with splits and mergers I Karatzas, A Sarantsev	25*	2016
Multiple collisions in systems of competing Brownian particles C Bruggeman, A Sarantsev	24*	2018
Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line A Sarantsev arXiv preprint arXiv:1509.01783, 21, 2016	22	2016
Comparison techniques for competing Brownian particles A Sarantsev Journal of Theoretical Probability 32 (2), 545-585, 2019	21*	2019
Talagrand concentration inequalities for stochastic partial differential equations D Khoshnevisan, A Sarantsev Stochastics and Partial Differential Equations: Analysis and Computations 7 …, 2019	20	2019
Yet another condition for absence of collisions for competing Brownian particles T Ichiba, A Sarantsev	13	2017
On a class of diverse market models A Sarantsev Annals of Finance 10, 291-314, 2014	12	2014
A note on transportation cost inequalities for diffusions with reflections S Pal, A Sarantsev Electronic Communications in Probability 24, 1-11, 2019	10	2019
Penalty method for obliquely reflected diffusions A Sarantsev Lithuanian Mathematical Journal 61 (4), 518-549, 2021	9*	2021
Two-sided infinite systems of competing Brownian particles A Sarantsev ESAIM: Probability and Statistics 21, 317-349, 2017	9	2017
Dynamic contagion in a banking system with births and defaults T Ichiba, M Ludkovski, A Sarantsev Annals of Finance 15, 489-538, 2019	8	2019
Stationary distributions and convergence for M/M/1 queues in interactive random environment G Pang, A Sarantsev, Y Belopolskaya, Y Suhov Queueing Systems 94, 357-392, 2020	7	2020
Stationary distributions and convergence for Walsh diffusions T Ichiba, A Sarantsev	7	2019
A Note on Jump Atlas Models A Sarantsev Brazilian Journal of Probability and Statistics 1610, 2020	6*	2020

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