1. A. Budhiraja, V. Pipiras and X. Song. Admission
control for multidimensional workload input with heavy
tails and fractional Ornstein-Uhlenbeck
process. Advances in Applied Probability, 47:
no. 2, 475-505 (2015).
2. Y. Hu, D. Nualart and X.
Song. Malliavin calculus for backward stochastic
differential equations and application to numerical
solutions. The Annals of Applied Probability, 21:
no. 6, 2379-2423 (2011).
2016 Gene Golub Summer School
Curriculum VitaeA. Budhiraja, V. Pipiras and X. Song. Admission Control for Multidimensional Workload Input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process. Advances in Applied Probability, 47 (2015), no. 2, 476-505.