| Publication | Date of Publication | Type |
|---|
The perturbed compound Poisson risk model with proportional investment
Acta Mathematicae Applicatae Sinica. English Series | 2024-01-16 | Paper |
Robust fixed-time synchronization for coupled delayed neural networks with discontinuous activations subject to a quadratic polynomial growth
Mathematical Problems in Engineering | 2022-01-21 | Paper |
Global finite-time and fixed-time synchronization for discontinuous complex dynamical networks with semi-Markovian switching and mixed delays
Mathematical Problems in Engineering | 2021-05-17 | Paper |
Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Testing heteroscedasticity in nonparametric regression based on trend analysis
Journal of Applied Mathematics | 2019-11-19 | Paper |
Effective Detection for Linear Up-Sampling by a Factor of Fraction
IEEE Transactions on Image Processing | 2017-10-27 | Paper |
Hitting time and place of Brownian motion with drift
The Open Statistics & Probability Journal | 2015-10-14 | Paper |
Spreading speeds and traveling wave solutions in a competitive reaction-diffusion model for species persistence in a stream
Discrete and Continuous Dynamical Systems. Series B | 2014-12-03 | Paper |
Permanence for a two-species Gause-type ratio-dependent predator-prey system with time delay in a two-patch environment
Applied Mathematics and Computation | 2014-06-06 | Paper |
Estimation and inference of semi-varying coefficient models with heteroscedastic errors
Journal of Multivariate Analysis | 2014-01-13 | Paper |
The optimal dividend strategy in the perturbed compound Poisson risk model with investment
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2012-10-05 | Paper |
The Gerber-Shiu function in a risk model perturbed by diffusion
| 2011-09-29 | Paper |
Gerber-Shiu discounted penalty functions for a perturbed risk model with two classes of claims
| 2011-07-19 | Paper |
Dividend payments in the classical risk model under absolute ruin with debit interest
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
On the perturbed compound Poisson risk model under absolute ruin with debit interest and a constant dividend barrier
| 2011-02-05 | Paper |
On the discounted penalty function in a Cox risk model
| 2010-11-05 | Paper |
The perturbed compound Poisson risk process with investment and debit interest
Methodology and Computing in Applied Probability | 2010-10-14 | Paper |
On the classical risk model with credit and debit interests under absolute ruin
Statistics & Probability Letters | 2010-03-01 | Paper |
Face detection using SVM-based classification
| 2009-12-15 | Paper |
Moving object detection and tracking using gmm
| 2009-12-15 | Paper |
Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
Journal of Computational and Applied Mathematics | 2009-10-09 | Paper |
scientific article; zbMATH DE number 5307805 (Why is no real title available?)
| 2008-08-06 | Paper |
Low-drag airfoils in transonic flow of dense gases
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2002-01-17 | Paper |
Numerical studies of transonic BZT gas flows around thin airfoils
Journal of Fluid Mechanics | 2001-08-30 | Paper |
Similarity Solutions of $\phi_x^3 \phi_xx=\phi_\tildey\tildey$ with Applications to Transonic Aerodynamics of Dense Gases
SIAM Journal on Applied Mathematics | 1999-03-31 | Paper |
Transonic flow of dense gases around an airfoil with a parabolic nose
Journal of Fluid Mechanics | 1998-02-25 | Paper |
