Elsewhere: [math people] [google] [google scholar]

- Supermarket model on graphs. The Annals of Applied Probability 2019. 29:1740-1777 .
- Rate control under heavy traffic with strategic servers. The Annals of Applied Probability 2019. 29:1-35 .
- Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps. The Annals of Applied Probability 2018. 28:204-249 .
- Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type. Electronic Journal of Probability 2017. 2017:- .
- Construction of asymptotically optimal control for crisscross network from a free boundary problem. Stochastic Systems 2016. 6:459-518 .
- Moderate deviation principles for stochastic differential equations with jumps. The Annals of Probability 2016. 44:1723-1775 .
- Large deviations for multidimensional state-dependent shot-noise processes. Journal of Applied Probability 2015. 52:1097-1114 .
- Aggregation models with limited choice and the multiplicative coalescent†. Random Structures & Algorithms 2015. 46:55-116 .
- Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes. Electronic Journal of Probability 2015. 2015:- .
- Limits of relative entropies associated with weakly interacting particle systems. Electronic Journal of Probability 2015. 2015:- .
- Admission control for multidimensional workload input with heavy tails and fractional Ornstein-Uhlenbeck process. Advances in Applied Probability 2015. 47:476-505 .
- Infinite dimensional forward-backward stochastic differential equations and the KPZ equation. Electronic Journal of Probability 2014. 19:1-21 .
- On uniform positivity of transition densities of small noise constrained diffusions. Electronic Communications in Probability 2014. 2014:- .
- On uniform positivity of transition densities of small noise constrained diffusions. Electronic Communications in Probability 2014. 19:1-9 .
- Near critical catalyst reactant branching processes with controlled immigration. The Annals of Applied Probability 2013. 23:2053-2098 .
- Controlled stochastic networks in heavy traffic: Convergence of value functions. The Annals of Applied Probability 2012. 22:734-791 .
- Large deviation properties of weakly interacting processes via weak convergence methods. The Annals of Probability 2012. 40:74-102 .
- Variational representations for continuous time processes. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 2011. 47:725-747 .
- Large deviations for stochastic flows of diffeomorphisms. Bernoulli 2010. 16:234-257 .
- A stochastic differential game for the inhomogeneous $∊fty$-Laplace equation. The Annals of Probability 2010. 38:498-531 .
- A stochastic differential game for the inhomogeneous ∞-Laplace equation. The Annals of Probability 2010. 38:498-531 .
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity. Probability Theory and Related Fields 2008. 142:249-283 .
- Optimal stopping and free boundary characterizations for some Brownian control problems. The Annals of Applied Probability 2008. 18:2367-2391 .
- Large deviations for infinite dimensional stochastic dynamical systems. The Annals of Probability 2008. 36:1390-1420 .
- Long time asymptotics for constrained diffusions in polyhedral domains. Stochastic Processes and their Applications 2007. 117:1014-1036 .
- HJB equations for certain singularly controlled diffusions. The Annals of Applied Probability 2007. 17:1745-1776 .
- Singular control with state constraints on unbounded domain. The Annals of Probability 2006. 34:1864-1909 .
- Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function. The Annals of Applied Probability 2006. 16:1962-2006 .
- Existence of optimal controls for singular control problems with state constraints. The Annals of Applied Probability 2006. 16:2235-2255 .
- Ergodic control for constrained diffusions: Characterization using HJB equations. SIAM Journal on Control and Optimization 2005. 43:1467-1492 .
- A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic. The Annals of Applied Probability 2005. 15:1887-1935 .
- A further remark on dynamic programming for partially observed Markov processes. Stochastic Processes and their Applications 2004. 112:79-93 .
- An ergodic control problem for constrained diffusion processes: existence of optimal Markov control. SIAM Journal on Control and Optimization 2003. 42:532-558 .
- Large deviations for the empirical measures of reflecting Brownian motion and related constrained processes in $R_+$. Electronic Journal of Probability 2003. 8:1-46 .
- Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$. Electronic Journal of Probability 2003. 2003:- .
- Stability properties of constrained jump-diffusion processes. Electronic Journal of Probability 2002. 7:1-31 .
- Correction note: On positive recurrence of constrained diffusion processes. The Annals of Probability 2001. 29:1404- .
- On positive recurrence of constrained diffusion processes. The Annals of Probability 2001. 29:979-1000 .
- Correction to: ``On positive recurrence of constrained diffusion processes'' (p979-1000). The Annals of Probability 2001. 29:1404-1404 .
- Correction Note: On Positive Recurrence of Constrained Diffusion Processes. The Annals of Probability 2001. 29:1404-1404 .
- A variational representation for positive functionals of infinite dimensional Brownian motion. Probability and Mathematical Statistics 2000. 20:39-61 .
- Robustness of nonlinear filters over the infinite time interval. SIAM Journal on Control and Optimization 1998. 36:1618-1637 .