Journal Articles

M. Caglar, I. Demirel, A.S. Ustunel (2022) Hedging portfolio for a market model of degenerate diffusions, Stochastics, to appear.

M. Caglar, I. Demirel (2022) Regularity of Backward Monge Potential and Monge-Ampére Equation on Wiener Space, Studia Mathematica, to appear.

M. Caglar, A. Kyprianou, C. Vardar-Acar (2021) An optimal stopping problem for spectrally negative Markov additive processes, Stochastic Processes and their Applications, 150: 1109-1138.

C. Vardar-Acar, M. Çaglar, F. Avram (2021) Maximum Drawdown and Drawdown Duration of Spectrally Negative Levy Processes Decomposed at Extremes , Journal of Theoretical Probability, 34: 1486–1505.

B. Can, M. Çaglar (2020) Conditional Law and Occupation Times of Two-Sided Sticky Brownian Motion, Statistics and Probability Letters, 165: 108856. (Reprint).

M. Çaglar, H. Hajri, A.H. Karakus (2018) Correlated Coalescing Brownian Flows on R and the Circle, Latin American Journal of Probability and Mathematical Statistics (ALEA)XV: 1447-1464.

R.Kara, M. Çaglar (2018) Çinlar Subgrid Scale Model for Large Eddy Simulation, Applied Mathematics and Computation322: 89-99.

M. Oz, M. Çaglar, J. Englander (2017) Conditional Speed of Branching Brownian Motion, Skeleton Decomposition and Application to Random Obstacles, Annales de l’Institut Henri Poincaré (AIHP)53: 842–864 (Reprint).

H. Hajri, M. Çaglar, M. Arnaudon (2017) Application of Stochastic Flows to the Sticky Brownian Motion Equation, Electronic Communications in Probability22: paper no. 3, 10 pp. (Reprint).

C. Vardar-Acar, M. Çaglar (2017) Maximum Loss and Maximum Gain of Spectrally Negative Levy Processes, Extremes 20: 301–308 (Reprint-view only).

Ü. Gürler, D. Yenigün, M. Çaglar, E. Berk (2016) On the Modeling of CO2 EUA and CER Prices for the 2008-2012 period, Applied Stochastic Models in Business and Industry32: 375–395.

M. Çaglar (2015) A Poisson Shot-Noise Process of Pulses and its Scaling Limits, Communications on Stochastic Analysis9: 503-527 (Reprint).

R.Kara, M. Çaglar (2015) The Energy Spectrum of Stochastic Eddies with Gamma Distribution, Applied Mathematics and Information Sciences, No. 1L (Feb. 2015): 39-49.

M. Çaglar, N. Bahtiyar, I. Altintas (2014) Parameter Estimation of an Agent Based Stock Price Model, Applied Stochastic Models in Business and Industry30: 227-239.

M. Çaglar, D. Sezer (2014) Analysis of push-type epidemic data dissemination in fully connected networks. Performance Evaluation77: 21-36.

M. Çaglar, M. Iftikhar, B. Landfelt (2014) Interarrival Distribution of a Long-Range Dependent Workload Process. Applied Mathematics and Information Sciences, No. 1L (Apr. 2014): 15-26.

M. Çaglar, C. Vardar-Acar (2013) Distribution of Maximum Loss of Fractional Brownian Motion with Drift. Statistics and Probability Letters83: 2729-2734 (manuscript).

M. Oz, M. Çaglar (2013) Tail Probability of Avoiding Poisson Traps for Branching Brownian Motion. Statistics and Probability Letters,  83: 2034-2038 (manuscript).

R.G. Aktas, R.J. Keyton, M. Çaglar, A.G. Oktayer  (2013) Quantitative Analysis of Immunogold Labeling for Basic Fibroblast Growth Factor According to the Activational Stages of Mast Cells. Analytical and Quantitative Cytopathology and Histopathology, 35: 306-315.

I. Iyigunler, M. Çaglar, G. Unal (2012) Exact Solvability of Stochastic Differential Equations Driven by Finite Activity Levy Processes.  Mathematical and Computational Applications17: 68-82.

M. Çaglar, T. Bilal, L. Piterbarg (2011) Lagrangian Prediction and Correlation Analysis with Eulerian Data. Turkish J. Earth Sciences20: 343-358.

O. Ozkasap, M. Çaglar, E.S. Yazici, S. Kucukcifci (2010) An Analytical Framework for Self-Organizing Peer-to-Peer Anti-Entropy Algorithms. Performance Evaluation,  67: 141-159 (Preprint). Simulation codes .

O. Ozkasap, M. Çaglar, E. Cem, E. Ahi, E. Iskender (2009) Stepwise Fair-Share Buffering for Gossip-Based Peer-to-Peer Data Dissemination. Computer Networks53: 2259–2274 (Preprint).

O. Ozkasap, M. Çaglar, A. Alagoz (2009) Principles and performance analysis of SeCond: A system for epidemic peer-to-peer content distribution. Journal of Network and Computer Applications32: 666-683 (Preprint).

M. Iftikhar, B. Landfelt, M. Çaglar (2009) Towards the Formation of Comprehensive SLAs between Heterogeneous Wireless DiffServ Domains, Telecommunication Systems42: 179-199 (Preprint; the original publication is available at

M. Iftikhar, T. Singh, B. Landfelt, M. Çaglar (2008) Multiclass G/M/1 queueing system with self-similar input and non-preemptive priority. Computer Communications, 31: 1012–1027 (Preprint)

M. Çaglar (2007) Velocity Fields with Power-Law Spectra for Modeling Turbulent Flows,  Applied Mathematical Modelling31: 1934-1946 (Preprint).

O. Ozkasap, E.S. Yazici, S. Kucukcifci, and M. Çaglar (2006) Exact performance measures for peer-to-peer epidemic information diffusion Lecture Notes in Computer Science4263: 866-876 (Preprint).

M. Çaglar, L. Piterbarg, T. Ozgokmen (2006) Parameterization of Submeso-Scale Eddy-Rich Flows using a Stochastic Velocity Model. Journal of Atmospheric and Oceanic Technology, 23: 1745-1758.

O. Ozkasap, M. Çaglar (2006) Traffic Characterization of Transport Level Reliable Multicasting: Comparison of Epidemic and Feedback Controlled Loss Recovery. Computer Networks50: 1193-1218 (Preprint).

M. Çaglar, O. Ozkasap (2004) Multicast Transport Protocol Analysis: Self-Similar Sources. Lecture Notes in Computer Science3042: 1294-1299 (Preprint).

M. Çaglar (2004) A Long-Range Dependent Workload Model for Packet Data Traffic. Mathematics of Operations Research29: 92-105. (Reprint).

M. Çaglar (2003) Dispersion of mass by two-dimensional homogeneous and incompressible Çinlar flows. Applied Mathematical Modelling, 27: 997-1011. (Preprint)

O. Ozkasap, M. Çaglar (2003) Network Traffic Properties of Bimodal Multicast Protocol. Turkish Journal of Electrical Engineering11: 17-34 (Text).

M. Çaglar, E. Çinlar (2001) Lyapunov Exponents of Poisson Shot-Noise Velocity Fields. Stochastic Processes and their Applications, 94: 29-49. (Preprint)

M. Çaglar (2000)  Simulation of Fractional Brownian Motion with Micropulses. Advances in Performance Analysis3: 43-69. (Preprint)

M. Çaglar (2000)  Simulation of Homogeneous and Incompressible Çinlar Flows. Applied Mathematical Modelling24: 297-314. (Preprint)

M. Çaglar (2000)  Estimation of the Drift of a Brownian Flow. Applied Stochastic Models in Business and Industry (Wiley), 16: 23-33. (Preprint)

M. M. Siddiqui, M. Çaglar (1994)  Residual Lifetime Distribution and its Applications. Microelectronics and Reliability34: 211-227.

Book Chapter

L. Piterbarg, M. Çaglar (2008) Research Trends in Stochastic Flows Modeling the Upper Ocean Turbulence, in Leading-Edge Applied Mathematical Modeling Research, M.P. Alvarez (Ed.), pages 67-110, Nova.

Conference Proceedings

R. Kara, M. Çaglar  (2017) Çinlar Model at Fully Developed Channel Flow for Re=2000. AIPConference Proceedings, Vol.1978, ICNAAM 2017, 25-30 Sep., Thessaloniki, Greece.

M.  Çaglar, A.H. Karakus, I. Karatzas (2017) Planar Brownian Flows with Rank-Based Characteristics, AIP Conf. Proc., Vol.1978, ICNAAM 2017, 25-30 Sep., Thessaloniki, Greece.

L. Goratti, G. Baldini, M. Çaglar, A. Rabbachin (2013) Applying Generalized Urn Models to Cognitive Radio Networks, IEEE ICC 2013, 9-13 June, Budapest.

R.Kara, M. Çaglar (2012) The Energy Spectrum for Stochastic Eddies with Gamma Distribution, AIP Conference Proceedings, Vol. 1479, ICNAAM 2012, 19-25 Sep., Kos, Greece. (Preprint)

E. Iskender, M. Çaglar, O. Ozkasap, (2008) ( ISCN ’08),  Analytical Model for Topology Dependence in Peer-to-Peer Anti-Entropy Spreading, 8th International Symposium on Computer Networks ( ISCN ’08), June, Istanbul. (Preprint)

E. Ahi, M. Çaglar, O. Ozkasap (2006) Stepwise Probabilistic Buffering for Epidemic Information Dissemination, Bionetics 2006 (International Conference on Bioinspired Models of Networked, Information and Computer Systems), December, Italy. (Preprint)

E. Ahi, M. Çaglar, O. Ozkasap (2006) Message Buffering in Epidemic Data Dissemination, 7th International Symposium on Computer Networks ( ISCN ’06), June, Istanbul. (Preprint)

A. Alagöz, O. Ozkasap, M. Çaglar (2006) SeCond: A System for Epidemic Peer-to-Peer Content Distribution,  7th International Symposium on Computer Networks ( ISCN ’06), June, Istanbul. (Preprint)

E.S. Yazici, S. Kucukcifci, O. Ozkasap, M. Çaglar (2006) Exact Probability Distributions for Peer-to-Peer Epidemic Information Diffusion,  The Eighth Workshop on Mathematical Performance Modeling and Analysis (MAMA 2006), 27 June, Saint-Malo, France, ACM SIGMETRICS Performance Evaluation Review, 34(3), 6-8. (Preprint)

M. Çaglar, O. Ozkasap (2006) A Chain-Binomial Model for Pull and Push-Based Information Diffusion, IEEE International Conference on Communications (ICC), 11-14 June, Istanbul.(Preprint)

M. Çaglar, O. Ozkasap (2004) Multicast Transport Protocol Analysis: Self-Similar Sources. Proceedings, Third International IFIP-TC6 Networking Conference, May 9-14, Athens, Greece. (Preprint)

O. Ozkasap, M. Çaglar (2003) Traffic Behavior of Scalable Multicast: Self-similarity and Protocol Dependence. Proceedings, International Teletraffic Congress (ITC) 18, 31 Aug.- 5 Sep., Berlin, Germany. (Preprint)

O. Ozkasap, M. Çaglar (2001) Multicast Network Traffic and Long-Range Dependence. Proceedings, IASTED International Conference, Advances in Communication, Rhodes, Greece, July 3-6, 2001. (Preprint)

M. Çaglar, K.R. Krishnan (2000) Parametric Resampling Analysis of Traffic Measurements for Capacity Management. Proceedings, ITC Specialist Seminar on IP Traffic Measurement, Modeling and Management, Monterey, CA,USA, 18-20 September, 2000. (Preprint)

M. Çaglar, K.R. Krishnan, I. Saniee (1998) Estimation of Traffic Parameters in High-Speed Data Networks. Proceedings, Sixteenth International Teletraffic Congress (ITC) Edinburgh, UK, 7-11 June,1999. (Preprint)