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20122021
most citedUniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues

5 citations · 5 across the 6 of their papers we have counts for

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Showing 2020Show all

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math.PR2020

On Sub-Geometric Ergodicity of Diffusion Processes

Petra Lazić, Nikola Sandrić

In this article, we discuss ergodicity properties of a diffusion process given through an Itô stochastic differential equation. We identify conditions on the drift and diffusion co…

math.PR2020

Limit theorems for a stable sausage

Wojciech Cygan, Nikola Sandrić, Stjepan Šebek

In this article, we study fluctuations of the volume of a stable sausage defined via a -dimensional rotationally invariant -stable process. As the main results, we establish…