###

## Preprints

Maximizing the variance of the time to ruin in a multi-player game with selection

(with Yi-Ching Yao)
* Advances in Applied Probability 48, No. 2* (to appear, 2016)

## Papers

Optimal Stopping for Shepp's Urn with Risk Aversion

(with R. Chen and M. Kang)
* Stochastics* (2014)

Critical scale for a continuous AIMD model

(with M. Kang)
* Stochastic Models* (2014)

Fixation time for an evolution model

Taylor and Francis online
(with M. Kang)
* Stochastic Models, Volume 29, Issue 3, July 2013, pages 328-340.* (2013)

Markov processes with redistribution

(with M. Kang)
* Markov Processes and Related Fields (2013), Volume 19, Issue 3, pages 497-520.
* (2013)

Maximizing the discounted survival probability in Vardi's Casino

(with R. Chen and L. Shepp)
* Stochastics
Vol. 83, Nos. 4-6, 2011, 623-638*

Immortal particle for a catalytic branching process

(with M. Kang)
* PTRF Online first* (2011)

Steady State and Scaling Limit
for a Traffic Congestion Model

(with M. Kang)
*
European Series in Applied and Industrial Mathematics
ESAIM: PS 14 (2010) 271-285*

Optimal Strategy for the Vardi Casino with Interest Payments

(with R. Chen and L. Shepp)
* Journal of Applied Probability* (2007)

Large deviations for a catalytic
Fleming-Viot branching system.

* Communications on
Pure and Applied Mathematics* (2006)

Ergodic properties of multidimensional
Brownian motion with rebirth.

(with Min Kang)* Electron. J.
Probab. 12 (2007), no. 48, 1299--1322
*

Tagged particle limit for a
Fleming-Viot type system.

(with Min Kang) *
Electronic Journal of Probability* (2006)

Path collapse for multidimensional
Brownian motion with rebirth.

(with Min Kang) *
Statist. Probab. Lett. 70 (2004), no. 3, 199--209. *

Hydrodynamic limit for a
Fleming-Viot type system.

(with Min Kang)* Stochastic
Process. Appl. 110 (2004), no. 1, 111--143. *

Behavior dominated by slow particles in a disordered asymmetric
exclusion process.

(with Min Kang and Timo Seppalainen)

* Annals of Applied Prob. 14 (2004), no. 3,
1577-1602.*

Diffusive scaling limits of mutually
interacting particle systems.

(with Shui Feng and Jeremy
Quastel)

*SIAM J. Mathematical Analysis 35 (2004), no. 6,
1512--1533. *

An infinite dimensional central limit
theorem for correlated martingales.

* Ann. Inst. H.
Poincar� Probab. Statist. 40 (2004), no. 2, 167--196.
*

Path collapse for an inhomogeneous random
walk.

(with Min Kang)
* J. Theoret. Probab. 16
(2003), no. 1, 147--159.*

Brownian motion on the figure eight.

(with Min Kang) *Journal of Theoretical Probability,
15 (2002), no. 3, 817--844. *

Large scale behavior of a system of
interacting diffusions.

* (Proceedings of the
Hydrodynamic Limits workshop,*

The Fields Institute, October 1998)
(2000).

Uniqueness of the tagged particle process
in a system
with local interactions

* Ann. Probab. 27 (1999), no. 3, 1268--1282. *

Self-diffusion for Brownian motions with local interaction

* Ann. Probab. 27 (1999), no. 3, 1208--1267. *

## Other papers/talks

January 24-25, 2012 IRS workshop at the Institut Henri Poincare

Recurrence and ergodicity for a
continuous AIMD model

(with M. Kang)
* Preprint* (2011)

The Doeblin condition for a class of diffusions with
jumps

(with M. Kang)
* Preprint* (2009)

Self-diffusion for Brownian motions with local interaction

* Ph.D. thesis, New York University, 1997*