Book/ Libro: Introduction to Probability and Stochastic Processes with Applications
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118344972
John Wiley & Sons, June 2012. USA ISBN: 978-1-1182-9440-6
Wiley India Edition, 2016 ISBN: 9788126559145
Book: Applied Stochastic Modeling
https://link.springer.com/book/10.1007/978-3-031-31282-3
Springer
Hardcover ISBN 978-3-031-31281-6
Softcover ISBN 978-3-031-31284-7
Research Papers /Artículos de Investigación:
The component outage model for power systems using availability approximations. OPSEARCH 2024. DOI : 10.1007/s12597-024-00753-5
An updated estimation approach for SEIR models with stochastic perturbations: Application to COVID-19 data in Bogotá (2023) An updated estimation approach for SEIR models with stochastic perturbations: Application to COVID-19 data in Bogotá. PLOS ONE 18(8): e0285624. https://doi.org/10.1371/journal.pone.0285624
Machine Learning For Predicting The Dynamics Of Infectious Diseases During Travel Through Physics Informed Neural Networks. Journal of Machine Learning for Modeling and Computing, 2023, vol. 4, no 3. DOI: 10.1615/JMachLearnModelComput.2023047213
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach Applied Stochastic Models in Business and Industry, 2023. https://onlinelibrary.wiley.com/doi/full/10.1002/asmb.2751
Stochastic modeling, analysis, and simulation of the COVID-19 pandemic with explicit behavioral changes in Bogotá: A case study. Infectious Disease Modelling Volume 7, Issue 1, March 2022, Pages 199-211. https://doi.org/10.1016/j.idm.2021.12.008
Branching Process to Model the SARS-COV-2 in the City of Bogotá. Ciencia en Desarrollo 13 (2), 69-83, 2022.
Studies on the basic reproduction number in stochastic epidemic models with random perturbations. Adv Differ Equ 2021, 288 (2021). https://doi.org/10.1186/s13662-021-03445-2
A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit. Computational Economics (2020) https://doi.org/10.1007/s10614-020-09999-9
Time-series modeling of fishery landings in the Colombian Pacific Ocean using an ARIMA model. Regional Studies in Marine Science Volume 39, September 2020 https://doi.org/10.1016/j.rsma.2020.101477
Cost Analysis of Treatment Strategies for the Control of HSV–2 Infection in the US: A Mathematical Modeling-Based Case Study. Mathematical Biosciences 2020 . https://doi.org/10.1016/j.mbs.2020.108347
Transient solution of fluid queue modulated by two independent birth-death processes . International Journal of Operational Research. 2019. https://doi.org/10.1504/IJOR.2019.102067
Studying Complexity and Risk Through Stochastic Population Dynamics: Persistence, Resonance, and Extinction in Ecosystems. Handbook of Statistics. 2019. https://doi.org/10.1016/bs.host.2018.11.001
Transient Solution of Fluid Queue modulated by two independent birth-death processes . International Journal of Operational Research, 2019 Vol.36 No.1, pp.1 - 11. DOI: 10.1504/IJOR.2019.102067
Optimal Number of Frames Transmitted in a Sensing Based Opportunistic Spectrum Access . Physical Communication. Vol 26, pp.156-161, 2018. https://doi.org/10.1016/j.phycom.2017.12.009
Markov Regenerative Credit Rating Model. The Journal of Risk Finance, Vol. 18 Issue: 3, pp.311-325, 2017. https://doi.org/10.1108/JRF-09-2016-0123.
Stochastic Models for the Infectivity Function in an Infinite Population of Susceptible Individuals . Journal of Probability and Statistics Volume 2017 (2017), Article ID 9064821, 6 pages
Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion. Journal of Operational Risk. Volume 11, Number 1 (March 2016).
The Transient and Asymptotic Moments for the Random Mission Time of a System , Revista Ciencia en Desarrollo. Volume 7 Number 2 108-124, 2016.
A Mixture of Generalized Tukey’s Distributions. Journal of Probability and Statistics Volume 2016 (2016), Article ID 3509139, 7 pages http://dx.doi.org/10.1155/2016/350913
Option pricing based on a Log-Skew-Normal mixture. International Journal of Theoretical and Applied Finance. 18, 1550051 (2015) [22 pages] DOI: 10.1142/S021902491550051X
Some Useful Approximations for the Availability Function. International Journal of Reliability, Quality and Safety Engineering 22(02), pp. 1550008 (15 pages) 2015. http://dx.doi.org/10.1142/S0218539315500084
Modeling Electricity Spot Price Dynamics by Using Lévy-Type Cox Processes: An Application to Colombian Market. Actuarial Sciences and Quantitative Finance 1-14 Springer International Publishing. 2015
Stochastic modeling for delay analysis of a VoIP network. . Annals of Operations Research Volume 233 Number 1 171-180, 2015.
Fluid Queue Driven by Finite State Markov Processes. Revista Ciencia en Desarrollo, Vol. 5 No. 2 pp. 79-86, 2015.
Approximation of The Bivariate Renewal Function. Communications in Statistics - Simulation and Computation. Volume 44, Number 1, 154-167, 2015.
A generalization of Tukey’s g−h family of distributions. Journal Statistical Theory and Applications. Journal of Statistical Theory and Applications 14 (1), pp. 28-44, 2014.
On the Study of Simultaneous Service by Random Number of Servers with Retrial and Preemptive Priority. . International Journal of Operational Research. Volume 20 Number 1, 68 -90, 2014.
Results on a Binding Neuron Model and Their Implications for Modified Hourglass Model for Neuronal Network.. Computational and Mathematical Methods in Medicine, 2013.
Option pricing based on the generalized Tukey distribution. International Journal of Financial Markets and Derivatives. 2013
On the Study of Simultaneous Service by Random Number of Servers with Retrial and Preemptive Priority. International Journal of Operational Research. 2013.
The Use of the Tukey’s g - h family of distributions to Calculate Value at Risk and Conditional Value at Risk. The Journal of Risk, Vol. 13 No. 4, 95-116, summer 2011.
A non-Markov Model for volatility jumps. International Journal of Financial Markets and Derivatives Vol 3, 223-235, 2011.
A fluid queue modulated by two independent birth-death processes . Computers and Mathematics with Applications, Vol 60, 2433-2444, 2010.
A Threshold Model for Cell Survival. International Journal of Biomathematics. Vol 2, 119-127, 2009.
Modelamiento estocástico de la pérdida de secuencias teloméricas en células with varios cromosomas. Revista Colombiana de Matemáticas, Vol.(39): 2005.
Procesos Puntuales, Densidades del Producto y Biología Celular., Revista Colombiana de Estadistica, Vol. (28): 2004.
Structured Stochastic Modeling of Progression of Radiation Induced Cells Through Cell Cycles . Journal of Biological Systems, 8, 31-47, 2000.
On Parity of Cells in Tumor growth , Stochastic Processes and their Applications, 61-72, 1999.
A Novel Approach for the Stochastic Effects of Radiation on Cell Survival. Stochastic Analysis and Applications, 16, 131-152, 1998.
A Stochastic Model for Cell Repair Based on Enzyme Kinetics , Journal of Biological Systems, 5, 139-150, 1997.
Optimal Stopping in a Shock Model, Optimization: A Journal of Mathematical Programming and Operations Research 38, 127-132, 1996.