Triple and simultaneous collisions of competing Brownian particles A Sarantsev | 50 | 2015 |
Infinite Systems of Competing Brownian Particles A Sarantsev arXiv:1403.4229, 31, 2015 | 45* | 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 | 32 | 2017 |
Brownian Particles with Rank-Dependent Drifts: Out-of-Equilibrium Behavior M Cabezas, A Dembo, A Sarantsev, V Sidoravicius arXiv:1708.01918, 2017 | 27 | 2017 |
Diverse market models of competing Brownian particles with splits and mergers I Karatzas, A Sarantsev | 24* | 2016 |
Stationary gap distributions for infinite systems of competing Brownian particles A Sarantsev, LC Tsai | 23 | 2017 |
Multiple collisions in systems of competing Brownian particles C Bruggeman, A Sarantsev | 22* | 2018 |
Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line A Sarantsev arXiv preprint arXiv:1509.01783, 21, 2016 | 21 | 2016 |
Comparison techniques for competing Brownian particles A Sarantsev Journal of Theoretical Probability 32 (2), 545-585, 2019 | 19* | 2019 |
Talagrand concentration inequalities for stochastic partial differential equations D Khoshnevisan, A Sarantsev Stochastics and Partial Differential Equations: Analysis and Computations 7 …, 2019 | 17 | 2019 |
The variance-gamma distribution: A review A Fischer, RE Gaunt, A Sarantsev arXiv preprint arXiv:2303.05615, 2023 | 15 | 2023 |
On a class of diverse market models A Sarantsev Annals of Finance 10, 291-314, 2014 | 12 | 2014 |
Penalty method for obliquely reflected diffusions A Sarantsev Lithuanian Mathematical Journal 61 (4), 518-549, 2021 | 9* | 2021 |
A note on transportation cost inequalities for diffusions with reflections S Pal, A Sarantsev Electronic Communications in Probability 24, 1-11, 2019 | 9 | 2019 |
Yet another condition for absence of collisions for competing Brownian particles T Ichiba, A Sarantsev | 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 |
Two-sided infinite systems of competing Brownian particles A Sarantsev ESAIM: Probability and Statistics 21, 317-349, 2017 | 7 | 2017 |
A Note on Jump Atlas Models A Sarantsev Brazilian Journal of Probability and Statistics 1610, 2020 | 6* | 2020 |
Convergence and stationary distributions for Walsh diffusions T Ichiba, A Sarantsev arXiv preprint arXiv:1706.07127, 2017 | 6 | 2017 |