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Academician profile · PROFESÖR

MİNE ÇAĞLAR

KOÇ ÜNİVERSİTESİ

  • Ana Dal Fen Bilimleri ve Matematik Temel Alanı
  • Yan Dal İstatistik
  • FEN FAKÜLTESİ
  • MATEMATİK BÖLÜMÜ
Articles YÖKSİS 37
Projects 1
Books 0
Proceedings 0
Patents 0
Artistic 0
Scopus (SJR)
Q1 14 Q2 19 Q3 2 Q4 0
WoS (JCR)
Q1 3 Q2 12 Q3 10 Q4 10
TR Index 1 articles

Scopus (SJR)

Q1 14 Q2 19 Q3 2 Q4 0

WoS (JCR)

Q1 3 Q2 12 Q3 10 Q4 10

TR Index

1 articles

37 publications total

Articles

  1. 2025 Long Time Behavior of General Markov Additive Processes ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS DOI 10.30757/ALEA.v22-39
  2. 2024 Stopping Levels for a Spectrally Negative Markov Additive Process Communications in Mathematics and Statistics DOI 10.1007/s40304-023-00385-z
  3. 2023 Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space Studia Mathematica DOI 10.4064/sm210906-2-5
  4. 2023 Hedging portfolio for a market model of degenerate diffusions STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES DOI 10.1080/17442508.2022.2150082
  5. 2022 An optimal stopping problem for spectrally negative Markov additive processes Stochastic Processes and their Applications DOI 10.1016/j.spa.2021.06.010
  6. 2021 Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes Journal of Theoretical Probability DOI 10.1007/s10959-020-01014-z
  7. 2020 Conditional law and occupation times of two-sided sticky Brownian motion Statistics Probability Letters DOI https://linkinghub.elsevier.com/retrieve/pii/S0167715220301590
  8. 2020 Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes Journal of Theoretical Probability DOI 10.1007/s10959-020-01014-z
  9. 2018 Çinlar subgrid scale model for large eddy simulation APPLIED MATHEMATICS AND COMPUTATION DOI 10.1016/j.amc.2017.11.033
  10. 2018 Correlated Coalescing Brownian Flows on R and the Circle ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS DOI 10.30757/ALEA.v15-54
  11. 2017 Conditional speed of branching Brownian motion, skeleton decomposition and application to random obstacles Annales de l’Institut Henri Poincaré, Probabilités et Statistiques DOI 10.1214/16-AIHP739
  12. 2017 Maximum loss and maximum gain of spectrally negative Lévy processes Extremes DOI 10.1007/s10687-016-0279-8
  13. 2017 Application of stochastic flows to the sticky Brownian motion equation ELECTRONIC COMMUNICATIONS IN PROBABILITY DOI 10.1214/16-ECP37
  14. 2016 On the Modeling of CO2 EUA and CER Prices of EU-ETS for the 2008-2012 Period APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY DOI 10.1002/asmb.2154
  15. 2014 Parameter estimation of an agent-based stock price model APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY DOI 10.1002/asmb.1968
  16. 2014 Analysis of push-type epidemic data dissemination in fully connected networks PERFORMANCE EVALUATION DOI 10.1016/j.peva.2014.03.002
  17. 2013 Tail probability of avoiding Poisson traps for branching Brownian motion STATISTICS & PROBABILITY LETTERS DOI 10.1016/j.spl.2013.05.016
  18. 2013 Distribution of maximum loss of fractional Brownian motion with drift STATISTICS & PROBABILITY LETTERS DOI 10.1016/j.spl.2013.09.008
  19. 2012 Exact Solvability of Stochastic Differential Equations Driven by Finite Activity Levy Processes MATHEMATICAL AND COMPUTATIONAL APPLICATIONS
  20. 2011 Lagrangian Prediction and Correlation Analysis with Eulerian Data TURKISH JOURNAL OF EARTH SCIENCES DOI 10.3906/yer-0907-11

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