Follow
Andrey Sarantsev
Andrey Sarantsev
University of Nevada, Reno. Department of Mathematics & Statistics
Verified email at unr.edu - Homepage
Title
Cited by
Cited by
Year
Triple and simultaneous collisions of competing Brownian particles
A Sarantsev
502015
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
332017
Brownian Particles with Rank-Dependent Drifts: Out-of-Equilibrium Behavior
M Cabezas, A Dembo, A Sarantsev, V Sidoravicius
arXiv:1708.01918, 2017
272017
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
232017
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
212016
Comparison techniques for competing Brownian particles
A Sarantsev
Journal of Theoretical Probability 32 (2), 545-585, 2019
20*2019
Talagrand concentration inequalities for stochastic partial differential equations
D Khoshnevisan, A Sarantsev
Stochastics and Partial Differential Equations: Analysis and Computations 7 …, 2019
172019
The variance-gamma distribution: A review
A Fischer, RE Gaunt, A Sarantsev
arXiv preprint arXiv:2303.05615, 2023
142023
On a class of diverse market models
A Sarantsev
Annals of Finance 10, 291-314, 2014
132014
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
92019
Yet another condition for absence of collisions for competing Brownian particles
T Ichiba, A Sarantsev
92017
Dynamic contagion in a banking system with births and defaults
T Ichiba, M Ludkovski, A Sarantsev
Annals of Finance 15, 489-538, 2019
82019
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
72020
Two-sided infinite systems of competing Brownian particles
A Sarantsev
ESAIM: Probability and Statistics 21, 317-349, 2017
72017
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
62017
The system can't perform the operation now. Try again later.
Articles 1–20