1 citations · 1 across the 1 of their papers we have counts for
5 papers
Optimal Dividends under Model Uncertainty
Prakash Chakraborty, Asaf Cohen, Virginia R. Young
We consider a diffusive model for optimally distributing dividends, while allowing for Knightian model ambiguity concerning the drift of the surplus process. We show that the value…
A Many-Server Functional Strong Law For A Non-Stationary Loss Model
Prakash Chakraborty, Harsha Honnappa
The purpose of this note is to show that it is possible to establish a many-server functional strong law of large numbers (FSLLN) for the fraction of occupied servers (i.e., the sc…
Relativistic stable processes in quasi-ballistic heat conduction in thin film semiconductors
Prakash Chakraborty, Bjorn Vermeersch, Ali Shakouri +1
In this article, we show how relativistic alpha stable processes can be used to explain quasi-ballistic heat conduction in semiconductors. This is a method that can fit experimenta…
Strong Embeddings for Transitory Queueing Models
Prakash Chakraborty, Harsha Honnappa
In this paper we establish strong embedding theorems, in the sense of the Komlos-Major-Tusnady framework, for the performance metrics of a general class of transitory queueing mode…
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
Prakash Chakraborty, Xia Chen, Bo Gao +1
In this note we consider the parabolic Anderson model in one dimension with time-independent fractional noise in space. We consider the case and get exist…