Sayan Banerjee

Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case

We show how to build an immersion coupling of a two-dimensional Brownian motion

Coupling the Kolmogorov diffusion : maximality and efficiency considerations

(W_1, W_2)

Noncrossing Partitions, Catalan Words, and the Semicircle Law

along with

Rigidity for Markovian maximal couplings of elliptic diffusions

\binom{n}{2} + n= \tfrac12n(n+1)

Join-the-Shortest Queue diffusion limit in Halfin-Whitt Regime: tail asymptotics and scaling of extrema

integrals of the form

Gravitation versus Brownian motion

\int W_1^iW_2^j \circ dW_2

Fluctuation bounds for continuous time branching processes and nonparametric change point detection in growing networks.

, where

Join-the-Shortest Queue Diffusion Limit in Halfin-Whitt Regime: Sensitivity on the Heavy-traffic Parameter

j=1,\ldots,n

Large Deviations from the Hydrodynamic Limit for a System with Nearest Neighbor Interactions

and

Random mass splitting and a quenched invariance principle

i=0, \ldots, n-j