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Grigorescu, Ilie
24
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Online (24)
Mediatypes
Articles (Online) (21)
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english (21)
french (1)
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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/..
?
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/..
?
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..
?
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/..
?
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..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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..
?
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/..
?
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/..
?
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/..
1-15