Mine Caglar

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Hedging portfolio for a market model of degenerate diffusions	2023-07-27	Paper
Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space	2023-02-14	Paper
An optimal stopping problem for spectrally negative Markov additive processes	2022-06-20	Paper
Backward Monge Potential and Monge-Ampere Equation	2021-08-27	Paper
Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes	2021-07-26	Paper
Conditional law and occupation times of two-sided sticky Brownian motion	2020-09-01	Paper
On the Modeling of CO₂ EUA and CER Prices of EU‐ETS for the 2008–2012 Period	2019-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4561262	2018-12-05	Paper
Exact solvability of stochastic differential equations driven by finite activity Lévy processes	2018-07-05	Paper
Path Decomposition of Spectrally Negative Levy Processes	2018-01-18	Paper
Maximum loss and maximum gain of spectrally negative Lévy processes	2017-11-02	Paper
A buffer Hawkes process for limit order books	2017-10-10	Paper
Conditional speed of branching Brownian motion, skeleton decomposition and application to random obstacles	2017-06-13	Paper
Application of stochastic flows to the sticky Brownian motion equation	2017-02-07	Paper
Distribution of maximum loss of fractional Brownian motion with drift	2014-03-14	Paper
Analysis of Push-type Epidemic Data Dissemination in Fully Connected Networks	2014-03-11	Paper
Tail probability of avoiding Poisson traps for branching Brownian motion	2014-02-11	Paper
Stock Price Processes with Infinite Source Poisson Agents	2011-06-30	Paper
Stepwise fair-share buffering for gossip-based peer-to-peer data dissemination	2009-08-26	Paper
Velocity fields with power-law spectra for modeling turbulent flows	2009-08-21	Paper
Traffic characterization of transport level reliable multicasting: comparison of epidemic and feedback controlled loss recovery	2006-06-16	Paper
Lyapunov exponents of Poisson shot-noise velocity fields.	2004-11-26	Paper
Dispersion of mass by two-dimensional homogeneous and incompressible Çinlar flows	2004-06-15	Paper
Simulation of homogeneous and incompressible Çinlar flows	2003-03-27	Paper
Maximum likelihood estimator for the drift of a Brownian flow	2001-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4247407	2000-02-28	Paper

Research outcomes over time

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