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math.PR2022
Many-Server Queueing Systems with Heterogeneous Strategic Servers in Heavy Traffic
Burak Büke, Goncalo dos Reis, Vadim Platonov
In most service systems, the servers are humans who desire to experience a certain level of idleness. In call centers, this manifests itself as the call avoidance behavior, where s…
math.PR2021
On the relation between Stratonovich and Ito integrals with functional integrands of conditional measure flows
Goncalo dos Reis, Vadim Platonov
In this small note we explicit the relation between Ito and Stratonovich integrals when conditional measure flow components are present in the integrands. The `correction' term inv…
math.PR2019
Ito-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows
Goncalo dos Reis, Vadim Platonov
We present several Ito-Wentzell formulae on Wiener spaces for real-valued functional random field of Ito type that depend on measure flows. We distinguish the full- and the margina…