Fluid Models for Overloaded Multiclass Many-Server Queueing Systems with First-Come, First-Served Routing. - Rishi Talreja; Ward Whitt (Manag. Sci., 2008)

A Stochastic Model for Order Book Dynamics. - Rama Cont; Sasha Stoikov; Rishi Talreja (Oper. Res., 2010)