| Publication | Date of Publication | Type |
|---|
Parameter estimation for partially observed stochastic processes driven by Ornstein–Uhlenbeck processes with small Lévy noises
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2025-12-18 | Paper |
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
Journal of Applied Probability | 2024-10-11 | Paper |
Stability of stochastic Gilpin-Ayala model driven by <i>α</i> -stable process under regime switching
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Optimal portfolio strategy of wealth process: a Lévy process model-based method
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2024-05-27 | Paper |
Optimal portfolio and reinsurance with two differential risky assets
Communications in Statistics: Theory and Methods | 2023-09-11 | Paper |
Maximum likelihood estimation for the reflected stochastic linear system with a large signal
Brazilian Journal of Probability and Statistics | 2023-09-01 | Paper |
Parameter estimation for generalized Ait-Sahalia-type interest rate model
Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises
Statistics & Probability Letters | 2023-07-12 | Paper |
Option pricing under a Markov-modulated Merton jump-diffusion dividend
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises
Journal of Theoretical Probability | 2023-05-16 | Paper |
Trajectory fitting estimation for a class of SDEs with small Lévy noises
Brazilian Journal of Probability and Statistics | 2022-10-10 | Paper |
Stabilization and destabilization of nonlinear stochastic differential delay equations
Stochastics | 2022-07-05 | Paper |
Optimal investment and reinsurance problem with jump-diffusion model
Communications in Statistics: Theory and Methods | 2022-05-27 | Paper |
Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Option pricing based on a regime switching dividend process
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises
Journal of Nonparametric Statistics | 2022-02-18 | Paper |
Non-fragile \(H_\infty\) control for body slip angle of electric vehicles with onboard vision systems: the dynamic event-triggering approach
Journal of the Franklin Institute | 2020-03-20 | Paper |
Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises
Statistics & Probability Letters | 2020-01-20 | Paper |
A dynamically event-triggered approach to recursive filtering with censored measurements and parameter uncertainties
Journal of the Franklin Institute | 2019-10-16 | Paper |
Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises
Statistics & Probability Letters | 2019-09-05 | Paper |
European option pricing with transaction costs in Lévy jump environment
Abstract and Applied Analysis | 2019-02-14 | Paper |
Almost sure \(H_\infty\) filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays
Journal of the Franklin Institute | 2018-08-16 | Paper |
Pricing power options with a generalized jump diffusion
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
Quantized $H_{\infty }$ Control for Nonlinear Stochastic Time-Delay Systems With Missing Measurements
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
On Nonlinear $H_{\infty }$ Filtering for Discrete-Time Stochastic Systems With Missing Measurements
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Maximum likelihood estimation for the drift parameter in diffusion processes
Stochastics | 2016-11-25 | Paper |
Unknown input and state estimation for linear discrete-time systems with missing measurements and correlated noises
International Journal of General Systems | 2016-08-29 | Paper |
Gaussian estimation for discretely observed Cox-Ingersoll-Ross model
International Journal of General Systems | 2016-08-29 | Paper |
\(H_{\infty}\) fault estimation with randomly occurring uncertainties, quantization effects and successive packet dropouts: the finite-horizon case
International Journal of Robust and Nonlinear Control | 2016-01-22 | Paper |
Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model
Communications in Statistics: Theory and Methods | 2016-01-05 | Paper |
Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems
Nonlinear Analysis. Hybrid Systems | 2015-12-23 | Paper |
Event-triggered synchronization control for complex networks with uncertain inner coupling
International Journal of General Systems | 2015-04-20 | Paper |
Almost sure state estimation for nonlinear stochastic systems with Markovian switching
Nonlinear Dynamics | 2015-03-05 | Paper |
\(H_\infty\) output-feedback control with randomly occurring distributed delays and nonlinearities subject to sensor saturations and channel fadings
Journal of the Franklin Institute | 2014-08-27 | Paper |
\(H_{\infty}\) fault detection with randomly occurring nonlinearities and channel fadings
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2014-07-03 | Paper |
State-saturated \(H_{\infty }\) filtering with randomly occurring nonlinearities and packet dropouts: the finite-horizon case
International Journal of Robust and Nonlinear Control | 2014-04-14 | Paper |
\(\mathcal H_\infty \) consensus control for multi-agent systems with missing measurements: the finite-horizon case
Systems & Control Letters | 2014-03-07 | Paper |
Probability-dependent \(H_\infty\) filtering for nonlinear stochastic systems with missing measurements and randomly occurring communication delays
International Journal of Systems Science | 2014-01-15 | Paper |
Dissipative control for state-saturated discrete time-varying systems with randomly occurring nonlinearities and missing measurements
International Journal of Control | 2014-01-09 | Paper |
Distributed \(\mathcal H_{\infty}\) state estimation with stochastic parameters and nonlinearities through sensor networks: the finite-horizon case
Automatica | 2013-07-31 | Paper |
Estimation for stochastic nonlinear systems with randomly distributed time-varying delays and missing measurements
Mathematical Problems in Engineering | 2013-06-11 | Paper |
\(p\)th mean practical stability for large-scale Itô stochastic systems with Markovian switching
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Almost sure stability and stabilization for hybrid stochastic systems with time-varying delays
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Practical stability in the \(p\)th mean for Itô stochastic differential equations
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter
Mathematical Problems in Engineering | 2013-06-11 | Paper |
| Nonlinear stochastic systems with incomplete information. Filtering and control | 2013-01-09 | Paper |
\(H_\infty\) filtering for uncertain time-varying systems with multiple randomly occurred nonlinearities and successive packet dropouts
International Journal of Robust and Nonlinear Control | 2011-11-17 | Paper |
Optimal portfolio selection with liability management and Markov switching under constrained variance
Computers & Mathematics with Applications | 2011-08-28 | Paper |
Robust \(H_\infty \) finite-horizon filtering with randomly occurred nonlinearities and quantization effects
Automatica | 2011-01-19 | Paper |
Global asymptotic stability of uncertain stochastic bi-directional associative memory networks with discrete and distributed delays
Mathematics and Computers in Simulation | 2010-01-15 | Paper |
Robust filtering with stochastic nonlinearities and multiple missing measurements
Automatica | 2009-07-23 | Paper |
\(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
Automatica | 2009-06-11 | Paper |
| Robust exponential stability for uncertain stochastic linear systems with Markovian switching and time delay | 2009-04-28 | Paper |
Delay-dependent stabilization of stochastic interval delay systems with nonlinear disturbances
Systems & Control Letters | 2009-02-09 | Paper |
Robust stability analysis of generalized neural networks with discrete and distributed time delays
Chaos, Solitons and Fractals | 2008-09-09 | Paper |
\(H_{\infty}\) deconvolution filters for stochastic systems with interval uncertainties
Circuits, Systems, and Signal Processing | 2008-04-15 | Paper |
Nonlinear \(H_{\infty }\) control of stochastic time-delay systems with Markovian switching
Chaos, Solitons and Fractals | 2008-03-13 | Paper |
\(H_{\infty }\) filtering on nonlinear stochastic systems with delay
Chaos, Solitons and Fractals | 2008-01-30 | Paper |
A delay-dependent approach to<b><i>H</i></b><sub>∞</sub>filtering for stochastic delayed jumping systems with sensor non-linearities
International Journal of Control | 2007-09-03 | Paper |
Robust filtering for gene expression time series data with variance constraints
International Journal of Computer Mathematics | 2007-07-25 | Paper |
Robust stability for stochastic Hopfield neural networks with time delays
Nonlinear Analysis. Real World Applications | 2007-02-19 | Paper |
Variance-constrained multiobjective filtering for uncertain continuous-time stochastic systems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2006-02-14 | Paper |
Reliable stabilization of stochastic time-delay systems with nonlinear disturbances
International Journal of General Systems | 2005-11-15 | Paper |
\(H_{\infty}\) analysis of nonlinear stochastic time-delay systems
Chaos, Solitons and Fractals | 2005-08-03 | Paper |
The variance and covariance of fuzzy random variables and their applications
Fuzzy Sets and Systems | 2002-05-14 | Paper |
