activity
20162020
most citedOn the First Hitting Time Density of an Ornstein-Uhlenbeck Process

13 citations · 26 across the 6 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2020

Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem

Vadim Kaushansky, Christoph Reisinger, Mykhaylo Shkolnikov +1

The supercooled Stefan problem and its variants describe the freezing of a supercooled liquid in physics, as well as the large system limits of systemic risk models in finance and…