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Grigorescu, Ilie
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1

Asymptotics and criticality for a space-dependent branching..:

Grigorescu, Ilie ; Kang, Min
Stochastics.  , 2023
Link: https://doi.org/10.1080/..
 
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2

Hydrodynamic Limit for the Bak–Sneppen Branching Diffusions:

Grigorescu, Ilie ; Song, Yishu
Journal of Statistical Physics.  187 (2022)  2 - p. , 2022
Link: https://doi.org/10.1007/..
 
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3

ASYMPTOTICS FOR THE TIME OF RUIN IN THE WAR OF ATTRITION:

ERNST, PHILIP A. ; GRIGORESCU, ILIE
Advances in Applied Probability.  49 (2017)  2 - p. 388-410 , 2017
Link: https://www.jstor.org/st..
 
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4

Asymptotics for the time of ruin in the war of attrition:

Ernst, Philip A. ; Grigorescu, Ilie
Advances in Applied Probability.  49 (2017)  2 - p. 388-410 , 2017
Link: https://doi.org/10.1017/..
 
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5

MAXIMIZING THE VARIANCE OF THE TIME TO RUIN IN A MULTIPLAYE..:

GRIGORESCU, ILIE ; YAO, YI-CHING
Advances in Applied Probability.  48 (2016)  2 - p. 610-630 , 2016
Link: http://www.jstor.org/sta..
 
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6

Maximizing the variance of the time to ruin in a multiplaye..:

Grigorescu, Ilie ; Yao, Yi-Ching
Advances in Applied Probability.  48 (2016)  2 - p. 610-630 , 2016
Link: https://doi.org/10.1017/..
 
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7

Optimal stopping for Shepp's urn with risk aversion:

Chen, Robert W. ; Grigorescu, Ilie ; Kang, Min
Stochastics.  87 (2015)  4 - p. 702-722 , 2015
Link: https://doi.org/10.1080/..
 
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8

Critical Scale for a Continuous AIMD Model:

Grigorescu, Ilie ; Kang, Min
Stochastic Models.  30 (2014)  3 - p. 319-343 , 2014
Link: https://doi.org/10.1080/..
 
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9

Fixation Time for an Evolutionary Model:

Grigorescu, Ilie ; Kang, Min
Stochastic Models.  29 (2013)  3 - p. 328-340 , 2013
Link: https://doi.org/10.1080/..
 
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10

Maximizing the discounted survival probability in Vardi's c..:

Chen, Robert ; Grigorescu, Ilie ; Shepp, Larry
Stochastics.  83 (2011)  4-6 - p. 623-638 , 2011
Link: https://doi.org/10.1080/..
 
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11

Immortal particle for a catalytic branching process:

Grigorescu, Ilie ; Kang, Min
Probability Theory and Related Fields.  153 (2011)  1-2 - p. 333-361 , 2011
Link: https://doi.org/10.1007/..
 
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12

Optimal Strategy for the Vardi Casino with Interest Payment:

Grigorescu, Ilie ; Chen, Robert ; Shepp, Larry
Journal of Applied Probability.  44 (2007)  1 - p. 199-211 , 2007
Link: https://www.jstor.org/st..
 
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13

Large deviations for a catalytic Fleming‐Viot branching sys..:

Grigorescu, Ilie
Communications on Pure and Applied Mathematics.  60 (2006)  7 - p. 1056-1080 , 2006
Link: https://doi.org/10.1002/..
 
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14

Hydrodynamic limit for a Fleming–Viot type system:

Grigorescu, Ilie ; Kang, Min
Stochastic Processes and their Applications.  110 (2004)  1 - p. 111-143 , 2004
Link: https://doi.org/10.1016/..
 
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15

Diffusive Scaling Limits of Mutually Interacting Particle S..:

Feng, Shui ; Grigorescu, Ilie ; Quastel, Jeremy
SIAM Journal on Mathematical Analysis.  35 (2004)  6 - p. 1512-1533 , 2004
Link: https://doi.org/10.1137/..
 
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