Bernardo D Auria
Visiting Professor
Mathematics
Complutense University of Madrid
Spain
Biography
Dr. Bernardo D'Auria is affiliated to Mathematics, Complutense University of Madrid, where Dr. Bernardo D'Auria is currently working as Visiting Professor. Dr. Bernardo D'Auria has authored and co-authored several national and international publications and also working as a reviewer for reputed professional journals. Dr. Bernardo D'Auria is having an active association with different societies and academies around the world. Dr. Bernardo D'Auria made his mark in the scientific community with the contributions and widely recognition from honourable subject experts around the world. Dr. Bernardo D'Auria has received several awards for the contributions to the scientific community. Dr. Bernardo D'Auria major research interest involves Stochastic Processes, Markov-modulated systems, Queueing Theory and Stochastic Optimal Control problems with application to Finance and Insurance..
Research Interest
Stochastic Processes, Markov-modulated systems, Queueing Theory and Stochastic Optimal Control problems with application to Finance and Insurance.
Publications
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"B. D Auria, J. Ivanovs, O. Kella and M.R.H. Mandjes (2012). Two-sided reflection of Markov-modulated Brownian motion. Stochastic Models, 28(2), p. 316–332."
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"B. D Auria and O. Kella (2012). Markov modulation of a two-sided reflected Brownian motion with application to fluid queues. Stochastic Processes and their Applications, 122(4), p. 1566–1581."
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"B. D Auria (2012). A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime. Queueing Systems, 71, p. 469-472."
