The following pages link to Wenbo V. Li (Q227651):
Displaying 50 items.
- (Q383912) (redirect page) (← links)
- On the number of switches in unbiased coin-tossing (Q383913) (← links)
- Karhunen-Loève expansions for the detrended Brownian motion (Q449375) (← links)
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion (Q477275) (← links)
- Small ball estimates for Brownian motion and the Brownian sheet (Q685737) (← links)
- Small deviations for a family of smooth Gaussian processes (Q742107) (← links)
- Moment bounds for truncated random variables (Q842962) (← links)
- Large deviations for local times of stable processes and stable random walks in 1 dimension (Q850354) (← links)
- An analysis of the last round matching problem (Q855455) (← links)
- A note on distribution-free symmetrization inequalities (Q895909) (← links)
- Expected lengths of minimum spanning trees for non-identical edge distributions (Q967722) (← links)
- On the supremum of certain families of stochastic processes (Q973167) (← links)
- A note on multivariate Gaussian estimates (Q1018328) (← links)
- Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm (Q1184046) (← links)
- Comparison results for the lower tail of Gaussian seminorms (Q1185792) (← links)
- Limit theorems for the square integral of Brownian motion and its increments (Q1198596) (← links)
- How long does it take to see a flat Brownian path on the average? (Q1210124) (← links)
- Small ball estimates for Gaussian processes under Sobolev type norms (Q1303908) (← links)
- Metric entropy and the small ball problem for Gaussian measures (Q1316388) (← links)
- The Gaussian measure of shifted balls (Q1326276) (← links)
- On the future infima of some transient processes (Q1333573) (← links)
- Gaussian samples approach ``smooth points'' slowest (Q1340815) (← links)
- Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables (Q1380220) (← links)
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion (Q1394539) (← links)
- The first exit time of a Brownian motion from an unbounded convex domain (Q1394540) (← links)
- Large and moderate deviations for intersection local times (Q1424401) (← links)
- Approximation, metric entropy and small ball estimates for Gaussian measures (Q1568299) (← links)
- A normal comparison inequality and its applications (Q1606048) (← links)
- A functional LIL for stochastic integrals and the Lévy area process (Q1780924) (← links)
- Small deviations of stable processes via metric entropy (Q1827471) (← links)
- A functional LIL and some weighted occupation measure results for fractional Brownian motion (Q1866077) (← links)
- A functional LIL for symmetric stable processes. (Q1872511) (← links)
- Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm. (Q1879524) (← links)
- Lower tail probabilities for Gaussian processes. (Q1879851) (← links)
- Small ball probabilities for Gaussian processes with stationary increments under Hölder norms (Q1890742) (← links)
- Lim inf results for Gaussian samples and Chung's functional LIL (Q1904486) (← links)
- Small value probabilities for continuous state branching processes with immigration (Q1934411) (← links)
- Diffusions with holding and jumping boundary (Q1935704) (← links)
- A Gaussian correlation inequality and its applications to small ball probabilities (Q1960735) (← links)
- Small deviations for Gaussian Markov processes under the sup-norm (Q1970312) (← links)
- Small ball probabilities for integrals of weighted Brownian motion (Q1970809) (← links)
- A CLT for the \(L^{2}\) modulus of continuity of Brownian local time (Q2268705) (← links)
- A Gaussian inequality for expected absolute products (Q2428536) (← links)
- Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes (Q2431523) (← links)
- Small value probabilities for supercritical branching processes with immigration (Q2444672) (← links)
- Limiting behaviors for Brownian motion reflected on Brownian motion (Q2565440) (← links)
- (Q2734982) (← links)
- Pricing and Hedging of Cliquet Options and Locally Capped Contracts (Q2873132) (← links)
- STATIONARY WEAK SOLUTIONS FOR STOCHASTIC 3D NAVIER–STOKES EQUATIONS WITH LÉVY NOISE (Q2888811) (← links)
- Gaussian integrals involving absolute value functions (Q2900947) (← links)