Unifying Network Connectivity: From Geodesics to Random Walks via the Random Cluster Model
 Lambiotte, R Meng, X Zhu, C Pedreschi, N Dong, G doi:10.21203/rs.3.rs-7300090/v1
A forward-backward algorithm for stochastic control problems: Using the Stochastic Maximum Principle as an Alternative to Dynamic Programming
 Ludwig, S Sirignano, J Huang, R Papanicolaou, G Icores 2012 Proceedings of the 1st International Conference on Operations Research and Enterprise Systems 83-89 (13 Jun 2012)
Fluctuation analysis for the loss from default
 Spiliopoulos, K Sirignano, J Giesecke, K Stochastic Processes and their Applications volume 124 issue 7 2322-2362 (Jul 2014) doi:10.1016/j.spa.2014.02.010
Optimization of Secondary-Air Addition in a Continuous One-Dimensional Spray Combustor
 Sirignano, J Rodriquez, L Sideris, A Sirignano, W Journal of Propulsion and Power volume 26 issue 2 288-294 (Mar 2010) doi:10.2514/1.45771
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT
 Giesecke, K Spiliopoulos, K Sowers, R Sirignano, J Mathematical Finance volume 25 issue 1 77-114 (31 Jan 2015) doi:10.1111/mafi.12011
Large Portfolio Asymptotics for Loss from Default
 Giesecke, K Spiliopoulos, K Sowers, R Sirignano, J (01 Jan 2011) doi:10.2139/ssrn.1923125
Fluctuation Analysis for the Loss from Default
 Spiliopoulos, K Sirignano, J Giesecke, K (01 Jan 2013) doi:10.2139/ssrn.2226994
Stochastic Gradient Descent in Continuous Time
 Sirignano, J Spiliopoulos, K SIAM Journal on Financial Mathematics volume 8 issue 1 933-961 (06 Jan 2017) doi:10.1137/17m1126825
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