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Publications by R.J. Vanderbei

Optimal Switching Between a Pair of Brownian Motions

Stochastic Processes and their Applications

Applied Mathematics

English

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On Infection Spreading Between Independent Brownian Motions

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On the Duality Between Coalescing Brownian Motions

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Brownian Motions of Ellipsoids

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Correction To: A Boundary Property of Semimartingale Reflecting Brownian Motions

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Multilevel Dyson Brownian Motions via Jack Polynomials

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On Independent Times and Positions for Brownian Motions

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A Stochastic Differential Equation SIS Epidemic Model With Two Independent Brownian Motions

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On the Time to Reach Maximum for a Variety of Constrained Brownian Motions

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Construction of the Paths of Brownian Motions on Star Graphs II

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