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20152026
most citedOn self-intersection local times for generalized Brownian bridges and the distance between step functions

4 citations · 4 across the 5 of their papers we have counts for

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math.PR2026

Coloured Epidemic Models: Functional Law of Large Numbers and Propagation of Chaos

Kushankur Dutta, Olga Izyumtseva, Wasiur R. KhudaBukhsh +1

In this paper, we study a stochastic Susceptible-Infected-Removed (SIR) model where the infection and the recovery rates depend on individual covariates for susceptibility and infe…

math.PR2026

From Individual-Based Stochastic Epidemics to Heterogeneous SIR Equations

Olga Izyumtseva, Wasiur R. KhudaBukhsh, M. Gabriela M. Gomes +1

We develop a stochastic framework for a broad class of heterogeneous SIR epidemic models. In the finite-population construction, each initially susceptible individual is assigned a…

math.PR2026

Self-intersection local times for Volterra Gaussian processes in stochastic flows with interaction

Olga Izyumtseva, Wasiur R. KhudaBukhsh

In this paper, we study self-intersection local times for a stochastic process , where is a Gaussian process of the form , $…

math.PR2024

Stochastic Analysis of Entanglement-assisted Quantum Communication Channels

Karim S. Elsayed, Olga Izyumtseva, Wasiur R. KhudaBukhsh +1

We present a queueing model for a quantum communication network consisting of a primary queue and a service queue in which Bell pairs are formed and stored. The Bell pairs are inhe…

math.PR2024

Local times of self-intersection and sample path properties of Volterra Gaussian processes

Olga Izyumtseva, Wasiur R. KhudaBukhsh

We study a Volterra Gaussian process of the form where is a Wiener process and is a continuous kernel. In dimension one, we prove a law of the…

math.PR2019

Self-intersection local times of random fields in stochastic flows

Andrey Dorogovtsev, Alexander Gnedin, Olga Izyumtseva

In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depe…