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2015 journal article
Optimal stopping for Shepp's urn with risk aversion
Stochastics-An International Journal of Probability and Stochastic Processes, 87(4), 702–722.
By: R. Chen, I. Grigorescu & M. Kang
2014 journal article
Critical scale for a continuous aimd model
Stochastic Models, 30(3), 319–343.
By: I. Grigorescu & M. Kang
2013 journal article
Fixation time for an evolutionary model
Stochastic Models, 29(3), 328–340.
Markov processes with redistribution
Markov Processes and Related Fields, 19(3), 497–520.
2012 journal article
Immortal particle for a catalytic branching process
Probability Theory and Related Fields, 153(1-2), 333–361.
2010 journal article
Steady state and scaling limit for a traffic congestion model
ESAIM: Probability and Statistics, 14, 271–285.
2007 journal article
Ergodic properties of multidimensional Brownian motion with rebirth
Electronic Journal of Probability, 12, 1299–1322.
2006 journal article
Tagged particle limit for a Fleming-Viot type system
Electronic Journal of Probability, 11, 311–331.
2004 journal article
Behavior dominated by slow particles in a disordered asymmetric exclusion process
Annals of Applied Probability, 14(3), 1577–1602.
By: I. Grigorescu, M. Kang & T. Seppalainen
Hydrodynamic limit for a Fleming-Viot type system
Stochastic Processes and Their Applications, 110(1), 111–143.
Path collapse for multidimensional Brownian motion with rebirth
Statistics & Probability Letters, 70(3), 199–209.
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