I work mostly on continuous stochastic processes and their applications. However, I am also interested in point processes and probability on combinatorial structures. Selected research papers and preprints. Sparse random regular graphs: spectral density and eigenvectors. - (with Ioana Dumitriu). Submitted. Analysis of the market weights under the volatility-stabilized market models. - Submitted. A combinatorial analysis of interacting diffusions. Analysis of continuous strict local martingales via h-transforms. An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems. A phase transition behavior for Brownian motions interacting through their ranks On a conjectured sharpness principle for probabilistic forecasting with calibration One-dimensional Brownian particle systems with rank-dependent drifts Symmetrization of Bernoulli. Computing strategies for achieving acceptability: a Monte-Carlo approach |