pith. sign in

Andrey Sarantsev

Identifiers

  • name variant Andrey Sarantsev 0.60 · backfill

Papers (29)

  1. A Simple Bivariate Example of Fast Convergence Rates for Maximum Likelihood Estimates math.ST · 2026 · author #1
  2. Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law stat.ME · 2026 · author #2
  3. Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index q-fin.MF · 2024 · author #2
  4. A Note on Transportation Cost Inequalities for Diffusions with Reflections math.PR · 2018 · author #2
  5. Dynamic Contagion in a Banking System with Births and Defaults math.PR · 2018 · author #3
  6. Large Rank-Based Models with Common Noise math.PR · 2018 · author #2
  7. Exponential convergence rate of ruin probabilities for level-dependent L\'evy-driven risk processes math.PR · 2017 · author #2
  8. Talagrand Concentration Inequalities for Stochastic Partial Differential Equations math.PR · 2017 · author #2
  9. Brownian Particles with Rank-Dependent Drifts: Out-of-Equilibrium Behavior math.PR · 2017 · author #3
  10. Modeling Financial System with Interbank Flows, Borrowing, and Investing q-fin.RM · 2017 · author #2
  11. Convergence and Stationary Distributions for Walsh Diffusions math.PR · 2017 · author #2
  12. A Note on Jump Atlas Models math.PR · 2016 · author #2
  13. Yet Another Condition for Absence of Collisions for Competing Brownian Particles math.PR · 2016 · author #2
  14. Stationary Gap Distributions for Infinite Systems of Competing Brownian Particles math.PR · 2016 · author #1
  15. Two-Sided Infinite Systems of Competing Brownian Particles math.PR · 2015 · author #1
  16. Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line math.PR · 2015 · author #1
  17. Reflected Brownian Motion in a Convex Polyhedral Cone: Tail Estimates for the Stationary Distribution math.PR · 2015 · author #1
  18. Weak Convergence of Obliquely Reflected Diffusions math.PR · 2015 · author #1
  19. Penalty Method for Reflected Diffusions on the Half-Line math.PR · 2015 · author #2
  20. On the nature of $a_1(1420)$ hep-ph · 2015 · author #3
  21. Diverse market models of competing Brownian particles with splits and mergers math.PR · 2014 · author #2
  22. Infinite Systems of Competing Brownian Particles math.PR · 2014 · author #1
  23. Triple and Simultaneous Collisions of Competing Brownian Particles math.PR · 2014 · author #1
  24. Multiple Collisions in Systems of Competing Brownian Particles math.PR · 2013 · author #2
  25. Comparison Techniques for Competing Brownian Particles math.PR · 2013 · author #1
  26. On a Class of Diverse Market Models math.PR · 2013 · author #1
  27. On a Generalization of Bernoulli and Euler Numbers math.CO · 2011 · author #1
  28. Statistical Investigation of Increments of Currency Rates Logarithms math.ST · 2011 · author #1
  29. Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes math.PR · 2011 · author #1

Mentions

  • 1401.6255 #1 · backfill · confidence 0.70 Andrey Sarantsev
  • 1309.2621 #2 · backfill · confidence 0.70 Andrey Sarantsev
  • 1305.1653 #1 · backfill · confidence 0.70 Andrey Sarantsev
  • 1301.5941 #1 · backfill · confidence 0.70 Andrey Sarantsev
  • 1107.3882 #1 · backfill · confidence 0.70 Andrey Sarantsev
  • 1107.3880 #1 · backfill · confidence 0.70 Andrey Sarantsev
  • 1107.3869 #1 · backfill · confidence 0.70 Andrey Sarantsev

Frequent Coauthors