| Publication | Date of Publication | Type |
|---|
| The existence and multiplicity of normalized solutions for Kirchhoff equations in defocusing case | 2024-12-18 | Paper |
| The complementarity of normalized solutions for Kirchhoff equations with mixed nonlinearity | 2024-08-06 | Paper |
| Application of elastic transformation method and similarity construction method in solving ordinary differential equations | 2024-07-25 | Paper |
| Multiplicity of normalized solutions for Schrödinger equation with mixed nonlinearity | 2024-05-29 | Paper |
| Renormalization group method for singular perturbation initial value problems with delays | 2023-02-17 | Paper |
| Robust estimation and outlier detection for varying-coefficient models via penalized regression | 2022-10-18 | Paper |
| Polarimetric SAR Image Semantic Segmentation With 3D Discrete Wavelet Transform and Markov Random Field | 2022-09-16 | Paper |
| Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy | 2022-03-21 | Paper |
| Optimal dividend, capital injection and reinsurance strategies with variance premium principle | 2021-12-17 | Paper |
| Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance | 2021-12-15 | Paper |
| Semiparametric mixture regression with unspecified error distributions | 2021-11-22 | Paper |
| Renormalization group approach to a class of singularly perturbed delay differential equations | 2021-11-16 | Paper |
| Energy mechanism analysis for chaotic dynamics of gyrostat system and simulation of displacement orbit using COMSOL | 2021-09-24 | Paper |
| Secure extended wildcard pattern matching protocol from cut-and-choose oblivious transfer | 2021-05-03 | Paper |
| Transformation optics with artificial Riemann sheets | 2020-12-18 | Paper |
| Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance | 2020-10-07 | Paper |
| Semiparametric mixture regression with unspecified error distributions | 2020-07-08 | Paper |
| Model selection with misspecified spatial covariance structure | 2020-03-27 | Paper |
| Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax | 2019-11-21 | Paper |
| Analysis of longitudinal data by combining multiple dynamic covariance models | 2019-06-27 | Paper |
| Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data | 2019-05-27 | Paper |
| Pricing of equity indexed annuity under fractional Brownian motion model | 2019-02-14 | Paper |
| Testing proportionality of two large-dimensional covariance matrices | 2018-11-23 | Paper |
| Optimal investment and consumption for an insurer with high-watermark performance fee | 2018-08-27 | Paper |
| A Continuous Method for Reducing Interpolation Artifacts in Mutual Information-Based Rigid Image Registration | 2017-10-27 | Paper |
| Optimal investment and reinsurance for an insurer under Markov-modulated financial market | 2017-05-24 | Paper |
| Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle | 2017-05-02 | Paper |
| Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value | 2016-12-19 | Paper |
| SATenstein: automatically building local search SAT solvers from components | 2016-02-09 | Paper |
| Differentiability and asymptotic properties of Gerber-Shiu function associated with absolute ruin time for a risk model with random premium incomes | 2016-01-15 | Paper |
| Jackson-type inequalities for spherical neural networks with doubling weights | 2015-11-06 | Paper |
| Algorithm runtime prediction: methods \& evaluation | 2015-08-27 | Paper |
| Preparation of entangled coherent states and correspondence between entanglement and non-classical properties in circuit QED | 2015-08-11 | Paper |
| The optimal dividend and capital injection strategies in the classical risk model with randomized observation periods | 2015-06-29 | Paper |
| Cox risk model with variable premium rate and stochastic return on investment | 2015-06-16 | Paper |
| Generalized continuous time random walks and Hermite processes | 2015-05-18 | Paper |
| Long range dependence of the Shanghai stock market and pricing of European option | 2015-02-11 | Paper |
| Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission | 2015-02-03 | Paper |
| A CAS wavelet method for solving a higher order Volterra integro-differential equation | 2014-11-03 | Paper |
| Finite-time synchronization for the brushless DC motor systems | 2014-11-03 | Paper |
| A new test for the proportionality of two large-dimensional covariance matrices | 2014-09-08 | Paper |
| Asymptotic ruin probability for Cox risk model with variable premium rate and constant interest force | 2014-06-30 | Paper |
| A two-stage approach for surgery scheduling | 2014-06-24 | Paper |
| Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model | 2014-03-11 | Paper |
| Optimal stochastic investment games under Markov regime switching market | 2014-03-11 | Paper |
| Transition to chaos in a shell model of turbulence with the change of the viscosity | 2012-10-02 | Paper |
| Asymptotically optimal investment for risk model with random income and diffusions | 2012-01-27 | Paper |
| Asymptotic ruin probabilities for risk model with random premium and stochastic return on investment | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318957 | 2009-07-22 | Paper |
| SATzilla: portfolio-based algorithm selection for SAT | 2009-04-28 | Paper |
| On maximizing the expected terminal utility by investment and reinsurance | 2009-03-30 | Paper |
| A decomposition of the ruin probability for risk processes with Vasicek interest rate | 2009-03-06 | Paper |
| Hierarchical Hardness Models for SAT | 2008-09-02 | Paper |
| Ruin problems with stochastic premium stochastic return on investments | 2008-07-29 | Paper |
| Thermodynamics of squeezed state for mesoscopic RLC circuits | 2007-12-10 | Paper |
| Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate | 2006-07-14 | Paper |
| Robust static output feedback control for discrete time-delay systems | 2006-05-23 | Paper |
| A new approach to heat exchanger control based on model control | 2006-05-23 | Paper |
| Optimization of spare part based on an improved genetic algorithm in a supply chain | 2006-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3373604 | 2006-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314476 | 2005-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4737623 | 2004-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4483806 | 2003-05-27 | Paper |
| Large time and small noise asymptotic results for mean reverting diffusion processes with applications | 2002-02-17 | Paper |
| Study on translating Chinese into Chinese sign language | 2001-10-18 | Paper |
| THE STABILITY OF DYNAMIC RENT-SEEKING GAMES | 2000-06-19 | Paper |
| Surface stretching for Ornstein Uhlenbeck velocity fields | 1998-03-09 | Paper |
| Homogenization for time-dependent two-dimensional incompressible Gaussian flows | 1998-01-22 | Paper |
| Diffusive hydrodynamic limits for systems of interacting diffusions with finite range random interaction | 1997-12-10 | Paper |
| A central limit theorem for reversible exclusion and zero-range particle systems | 1997-10-01 | Paper |
| Spin depolarization decay rates in ?-symmetric stable fields on cubic lattices | 1997-09-08 | Paper |
| Large deviations and exponential decay for the magnetization in a Gaussian random field | 1996-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203021 | 1994-08-30 | Paper |
