Ziteng Cheng

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain2023-07-03Paper
Mean field regret in discrete time games2023-01-17Paper
Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility
Stochastic Processes and their Applications
2023-01-02Paper
Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains
Stochastics
2022-07-06Paper
Bayesian estimations for diagonalizable bilinear SPDEs
Stochastic Processes and their Applications
2020-01-24Paper


Research outcomes over time


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