Edit Profile (opens in new tab) Sarantsev, Andrey Co-Author Distance Author ID: sarantsev.andrey Published as: Sarantsev, Andrey; Sarantsev, A. External Links: ORCID Documents Indexed: 38 Publications since 2011, including 7 Additional arXiv Preprints Co-Authors: 21 Co-Authors with 21 Joint Publications 607 Co-Co-Authors all top 5 Co-Authors 16 single-authored 4 Ichiba, Tomoyuki 3 Pang, Guodong 3 Suhov, Yurii Mikhailovich 2 Bruggeman, Cameron 2 Fischer, Adrian 2 Gaunt, Robert Edward 1 Barnes, Clayton L. 1 Belopol’skaya, Yana Isaevna 1 Burkert, V. 1 Cabezas, Manuel 1 Crede, V. 1 de Elvira, J. Ruiz 1 Dembo, Amir 1 Flores, Brandon 1 Goffard, Pierre-Olivier 1 Karatzas, Ioannis 1 Khoshnevisan, Davar 1 Klempt, E. 1 Kolli, Praveen 1 Ludkovski, Michael 1 Nikonov, K. V. 1 Ofori-Atta, Blessing 1 Oller, José Antonio 1 Pal, Soumik 1 Pilipenko, Andrey Yu. 1 Sidoravicius, Vladas 1 Thoma, Ulrike 1 Tiator, L. 1 Tsai, Li-cheng 1 Workman, R. all top 5 Serials 4 Statistics & Probability Letters 3 Queueing Systems 3 Annals of Finance 2 Journal of Theoretical Probability 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Electronic Journal of Probability 2 Electronic Communications in Probability 2 Bernoulli 1 Communications on Pure and Applied Mathematics 1 Lithuanian Mathematical Journal 1 Physics Letters. B 1 Journal of Applied Probability 1 The Annals of Applied Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Brazilian Journal of Probability and Statistics 1 Theory of Stochastic Processes 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Stochastic and Partial Differential Equations. Analysis and Computations all top 5 Fields 33 Probability theory and stochastic processes (60-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Statistics (62-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operations research, mathematical programming (90-XX) 1 Combinatorics (05-XX) 1 Partial differential equations (35-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 24 Publications have been cited 167 times in 65 Documents Cited by ▼ Year ▼ Triple and simultaneous collisions of competing Brownian particles. Zbl 1321.60213 Sarantsev, Andrey 27 2015 Infinite systems of competing Brownian particles. Zbl 1382.60123 Sarantsev, Andrey 18 2017 Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution. Zbl 1378.60105 Sarantsev, Andrey 15 2017 Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037 Khoshnevisan, Davar; Sarantsev, Andrey 13 2019 Explicit rates of exponential convergence for reflected jump-diffusions on the half-line. Zbl 1356.60122 Sarantsev, Andrey 12 2016 Brownian particles with rank-dependent drifts: out-of-equilibrium behavior. Zbl 1415.60113 Cabezas, M.; Dembo, A.; Sarantsev, A.; Sidoravicius, V. 11 2019 Stationary gap distributions for infinite systems of competing Brownian particles. Zbl 1368.60103 Sarantsev, Andrey; Tsai, Li-Cheng 10 2017 Diverse market models of competing Brownian particles with splits and mergers. Zbl 1347.91229 Karatzas, Ioannis; Sarantsev, Andrey 8 2016 Multiple collisions in systems of competing Brownian particles. Zbl 1429.60070 Bruggeman, Cameron; Sarantsev, Andrey 8 2018 A note on transportation cost inequalities for diffusions with reflections. Zbl 1416.82031 Pal, Soumik; Sarantsev, Andrey 8 2019 Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085 Sarantsev, Andrey 6 2017 Stationary distributions and convergence for Walsh diffusions. Zbl 1431.60089 Ichiba, Tomoyuki; Sarantsev, Andrey 5 2019 On a class of diverse market models. Zbl 1298.91150 Sarantsev, Andrey 4 2014 Yet another condition for absence of collisions for competing Brownian particles. Zbl 1357.60111 Ichiba, Tomoyuki; Sarantsev, Andrey 3 2017 Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099 Goffard, Pierre-Olivier; Sarantsev, Andrey 3 2019 Comparison techniques for competing Brownian particles. Zbl 1478.60270 Sarantsev, Andrey 3 2019 Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment. Zbl 1439.60088 Pang, Guodong; Sarantsev, Andrey; Belopolskaya, Yana; Suhov, Yuri 3 2020 Penalty method for reflected diffusions on the half-line. Zbl 1379.60091 Bruggeman, Cameron; Sarantsev, Andrey 2 2017 Penalty method for obliquely reflected diffusions. Zbl 07441583 Sarantsev, Andrey 2 2021 Dynamic contagion in a banking system with births and defaults. Zbl 1431.91421 Ichiba, Tomoyuki; Ludkovski, Michael; Sarantsev, Andrey 2 2019 Sub-exponential rate of convergence to equilibrium for processes on the half-line. Zbl 1474.60181 Sarantsev, Andrey 1 2021 Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions. Zbl 1450.60043 Sarantsev, Andrey 1 2020 A note on jump Atlas models. Zbl 1467.91169 Barnes, Clayton; Sarantsev, Andrey 1 2020 Weak convergence of obliquely reflected diffusions. Zbl 1401.60152 Sarantsev, Andrey 1 2018 Penalty method for obliquely reflected diffusions. Zbl 07441583 Sarantsev, Andrey 2 2021 Sub-exponential rate of convergence to equilibrium for processes on the half-line. Zbl 1474.60181 Sarantsev, Andrey 1 2021 Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment. Zbl 1439.60088 Pang, Guodong; Sarantsev, Andrey; Belopolskaya, Yana; Suhov, Yuri 3 2020 Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions. Zbl 1450.60043 Sarantsev, Andrey 1 2020 A note on jump Atlas models. Zbl 1467.91169 Barnes, Clayton; Sarantsev, Andrey 1 2020 Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037 Khoshnevisan, Davar; Sarantsev, Andrey 13 2019 Brownian particles with rank-dependent drifts: out-of-equilibrium behavior. Zbl 1415.60113 Cabezas, M.; Dembo, A.; Sarantsev, A.; Sidoravicius, V. 11 2019 A note on transportation cost inequalities for diffusions with reflections. Zbl 1416.82031 Pal, Soumik; Sarantsev, Andrey 8 2019 Stationary distributions and convergence for Walsh diffusions. Zbl 1431.60089 Ichiba, Tomoyuki; Sarantsev, Andrey 5 2019 Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099 Goffard, Pierre-Olivier; Sarantsev, Andrey 3 2019 Comparison techniques for competing Brownian particles. Zbl 1478.60270 Sarantsev, Andrey 3 2019 Dynamic contagion in a banking system with births and defaults. Zbl 1431.91421 Ichiba, Tomoyuki; Ludkovski, Michael; Sarantsev, Andrey 2 2019 Multiple collisions in systems of competing Brownian particles. Zbl 1429.60070 Bruggeman, Cameron; Sarantsev, Andrey 8 2018 Weak convergence of obliquely reflected diffusions. Zbl 1401.60152 Sarantsev, Andrey 1 2018 Infinite systems of competing Brownian particles. Zbl 1382.60123 Sarantsev, Andrey 18 2017 Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution. Zbl 1378.60105 Sarantsev, Andrey 15 2017 Stationary gap distributions for infinite systems of competing Brownian particles. Zbl 1368.60103 Sarantsev, Andrey; Tsai, Li-Cheng 10 2017 Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085 Sarantsev, Andrey 6 2017 Yet another condition for absence of collisions for competing Brownian particles. Zbl 1357.60111 Ichiba, Tomoyuki; Sarantsev, Andrey 3 2017 Penalty method for reflected diffusions on the half-line. Zbl 1379.60091 Bruggeman, Cameron; Sarantsev, Andrey 2 2017 Explicit rates of exponential convergence for reflected jump-diffusions on the half-line. Zbl 1356.60122 Sarantsev, Andrey 12 2016 Diverse market models of competing Brownian particles with splits and mergers. Zbl 1347.91229 Karatzas, Ioannis; Sarantsev, Andrey 8 2016 Triple and simultaneous collisions of competing Brownian particles. Zbl 1321.60213 Sarantsev, Andrey 27 2015 On a class of diverse market models. Zbl 1298.91150 Sarantsev, Andrey 4 2014 all cited Publications top 5 cited Publications all top 5 Cited by 76 Authors 20 Sarantsev, Andrey 5 Li, Ruinan 3 Banerjee, Sayan 3 Ichiba, Tomoyuki 3 Karatzas, Ioannis 3 Li, Yumeng 3 Pang, Guodong 3 Suhov, Yurii Mikhailovich 3 Wang, Xinyu 3 Zhang, Tusheng S. 2 Barnes, Clayton L. 2 Budhiraja, Amarjit S. 2 Chen, Zhen-Qing 2 Feng, Xinwei 2 Fernholz, Ricardo T. 2 Fernholz, Erhard Robert 2 Franceschi, Sandro 2 Jourdain, Benjamin 2 Lipton, Alexander 2 Raschel, Kilian 2 Reygner, Julien 2 Shang, Shijie 2 Tang, Wenpin 2 Tsai, Li-cheng 1 Amin, Saurabh 1 Bahlali, Khaled 1 Belopol’skaya, Yana Isaevna 1 Bencheikh, Oumaima 1 Berestycki, Julien 1 Blanchet, Jose H. 1 Brown, Brendan 1 Brunet, Éric 1 Chen, Xinyun 1 Dai, Yin 1 Dembo, Amir 1 Estevez, Benjamin 1 Flores, Brandon 1 Gaudio, Julia 1 Goffard, Pierre-Olivier 1 Groisman, Pablo 1 Herzog, David P. 1 Horton, Emma L. 1 Jaillet, Patrick 1 Jara, Milton D. 1 Kaushansky, Vadim 1 Khoshnevisan, Davar 1 Liechty, Karl 1 Ludkovski, Michael 1 Malyshev, Vadim Aleksandrovich 1 Menshikov, Mikhail V. 1 Monter, Sergio A. Almada 1 Mouchtabih, Soufiane 1 Nguyen, Gia Bao 1 Nguyen, Hung D. 1 Nolen, James 1 Ofori-Atta, Blessing 1 Olla, Stefano 1 Pal, Soumik 1 Penington, Sarah 1 Popov, Serguei Yu. 1 Reisinger, Christoph 1 Remenik, Daniel 1 Shkolnikov, Mykhaylo 1 Song, Jian 1 Soprano-Loto, Nahuel 1 Tangpi, Ludovic 1 Vervuurt, Alexander 1 Wade, Andrew R. 1 Wang, Feng-Yu 1 Wang, Ran 1 Watson, Alexander R. 1 Xiao, Yimin 1 Yuan, Wangjun 1 Zhang, Beibei 1 Zhang, Jiacheng 1 Zhang, Rangrang all top 5 Cited in 33 Serials 5 Statistics & Probability Letters 5 Queueing Systems 5 The Annals of Applied Probability 5 Annals of Finance 4 Journal of Theoretical Probability 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Bernoulli 2 Communications in Mathematical Physics 2 Journal of Mathematical Analysis and Applications 2 The Annals of Probability 2 Journal of Applied Probability 2 Acta Applicandae Mathematicae 2 Electronic Journal of Probability 2 Electronic Communications in Probability 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Mathematics of Operations Research 1 Proceedings of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Acta Mathematicae Applicatae Sinica 1 Acta Mathematicae Applicatae Sinica. English Series 1 European Journal of Applied Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 International Journal of Theoretical and Applied Finance 1 Acta Mathematica Sinica. English Series 1 Brazilian Journal of Probability and Statistics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Stochastics and Dynamics 1 Science China. Mathematics 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Cited in 16 Fields 59 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Partial differential equations (35-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Operations research, mathematical programming (90-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistics (62-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year