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Bernardo D'Auria

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Última actualización: 27/09/2013

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Associate Professor, Department of Statistics, Madrid Universidad Carlos III since 2012.
Ramon y Cajal Researcher, Department of Statistics, Madrid Universidad Carlos III from 2009 to 2012.
Visiting Professor, Department of Statistics, Madrid Universidad Carlos III from 2006 to 2009.
Post-Doc Researcher, EURANDOM, Eindhoven University of Technology, The Netherlands, from 2005 to 2006.
Ph.D. in Informational Engineering, Salerno University, Italy, (2005)

Fields of Interest

Stochastic Processes, Markov-modulated systems, Queueing Theory, Stochastic Optimal Control problems with application to Finance and Insurance.

Teaching

Statistics (Telecommunication Engineering)
Stochastic Processes (PhD.)

foto bernardo dauria

E-Mail: bdauriaest-econ.uc3m.es
Phone: +34 91 624 8804
Fax: +34 91 624 9177
Office: 7.3.J.29 (Leganés)

Recent Publications

  • 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.
  • 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.
  • 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.