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Publications in Analysis

Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas

International Journal of Stochastic Analysis

Applied Mathematics

English

Regime-Switching Temperature Dynamics Model for Weather Derivatives

International Journal of Stochastic Analysis

Applied Mathematics

English

A Feedback Retrial Queueing System With Two Types of Batch Arrivals

International Journal of Stochastic Analysis

Applied Mathematics

English

Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System

International Journal of Stochastic Analysis

Applied Mathematics

English

Optimal Bounds for the Variance of Self-Intersection Local Times

International Journal of Stochastic Analysis

Applied Mathematics

English

A BSDE With Delayed Generator Approach to Pricing Under Counterparty Risk and Collateralization

International Journal of Stochastic Analysis

Applied Mathematics

English

Malliavin Differentiability of Solutions of SPDEs With Lévy White Noise

International Journal of Stochastic Analysis

Applied Mathematics

English

Ensemble of Subset of K-Nearest Neighbours Models for Class Membership Probability Estimation

Studies in Classification, Data Analysis, and Knowledge Organization

Computer Science Applications

Information Systems

English

Canonical Correspondence Analysis in Social Science Research

Studies in Classification, Data Analysis, and Knowledge Organization

Computer Science Applications

Information Systems

English

Predicting Micro-Level Behavior in Online Communities for Risk Management

Studies in Classification, Data Analysis, and Knowledge Organization

Computer Science Applications

Information Systems

English