Journal Articles
- Erhan Bayraktar, Alekos Cecchin and Prakash Chakraborty, 2023, "Mean Field Control and Finite Agent Approximation for Regime-Switching Jump Diffusions", Applied Mathematics \& Optimization, 88, (2), pp. 36
- Prakash Chakraborty, Asaf Cohen and Virginia R Young, 2023, "Optimal dividends under model uncertainty", SIAM Journal on Financial Mathematics, 14, (2), pp. 497--524
- Prakash Chakraborty and Kiseop Lee, 2022, "Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback", Methodology and Computing in Applied Probability, 24, (2), pp. 613--634
- Prakash Chakraborty and Harsha Honnappa, 2022, "Strong embeddings for transitory queueing models", Mathematics of Operations Research, 47, (2), pp. 1048--1081
- Prakash Chakraborty and Harsha Honnappa, 2021, "A many-server functional strong law for a non-stationary loss model", Operations Research Letters, 49, (3), pp. 338--344
- Prakash Chakraborty, Xia Chen, Bo Gao and Samy Tindel, 2020, "Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise", Stochastic Processes and their Applications, 130, (11), pp. 6689--6732
- Prakash Chakraborty, Bjorn Vermeersch, Ali Shakouri and Samy Tindel, 2020, "Relativistic stable processes in quasiballistic heat conduction in semiconductors", Physical Review E, 101, (4), pp. 042110
- Prakash Chakraborty and Samy Tindel, 2019, "Rough differential equations with power type nonlinearities", Stochastic Processes and their Applications, 129, (5), pp. 1533--1555
- Arnob Ghosh, Vaneet Aggarwal and Prakash Chakraborty, 2019, "Tiered spectrum measurement markets for joint licensed and unlicensed secondary access", IEEE Transactions on Network Science and Engineering, 7, (3), pp. 1295--1309
- Ashish Kapoor, Qian Jiang, Sumantra Chatterjee, Prakash Chakraborty, Maria X Sosa, Courtney Berrios and Aravinda Chakravarti, 2015, "Population variation in total genetic risk of Hirschsprung disease from common RET, SEMA3 and NRG1 susceptibility polymorphisms", Human molecular genetics, 24, (10), pp. 2997--3003
Conference Proceedings
- Prakash Chakraborty, 2022, "Mean Field Control and Finite Dimensional Approximation for Regime-Switching Jump Diffusions"
