| Publication | Date of Publication | Type |
|---|
Introduction to stochastic finance
Universitext | 2018-08-28 | Paper |
A note on the Monge-Kantorovich problem in the plane
Communications on Pure and Applied Analysis | 2015-04-14 | Paper |
Optimal insurance design under rank-dependent expected utility
Mathematical Finance | 2015-02-20 | Paper |
| scientific article; zbMATH DE number 6195903 (Why is no real title available?) | 2013-08-07 | Paper |
| scientific article; zbMATH DE number 6174816 (Why is no real title available?) | 2013-06-12 | Paper |
| scientific article; zbMATH DE number 6173948 (Why is no real title available?) | 2013-06-11 | Paper |
A new look at the Lagrange method for continuous-time stochastic optimization
Science China. Mathematics | 2013-01-28 | Paper |
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
Insurance Mathematics & Economics | 2012-02-10 | Paper |
| A short presentation of Choquet integral | 2010-09-02 | Paper |
Markowitz strategies revised
Acta Mathematica Scientia. Series B. (English Edition) | 2010-07-08 | Paper |
An overview of representation theorems for static risk measures
Science in China. Series A | 2009-12-07 | Paper |
Wick calculus for nonlinear Gaussian functionals
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
| Convex duality theory for optimal investment | 2009-05-22 | Paper |
General matrix-valued inhomogeneous linear stochastic differential equations and applications
Statistics & Probability Letters | 2008-10-30 | Paper |
| A simple proof of two generalized Borel-Cantelli lemmas | 2007-07-24 | Paper |
The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
Science in China. Series A | 2007-02-16 | Paper |
A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
Science in China. Series A | 2006-09-22 | Paper |
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
Mathematical Finance | 2006-06-12 | Paper |
A new look at some basic concepts in arbitrage pricing theory
Science in China. Series A | 2005-08-30 | Paper |
Continuous-time mean-risk portfolio selection
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
Continuous-time mean-risk portfolio selection
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
Precise large deviations for sums of random variables with consistently varying tails
Journal of Applied Probability | 2004-09-24 | Paper |
A limit theorem for partial sums of random variables and its applications.
Statistics & Probability Letters | 2004-02-14 | Paper |
Precise large deviations for the prospective-loss process
Journal of Applied Probability | 2003-11-17 | Paper |
| scientific article; zbMATH DE number 1867103 (Why is no real title available?) | 2003-02-11 | Paper |
| scientific article; zbMATH DE number 1827981 (Why is no real title available?) | 2003-02-06 | Paper |
| Semimartingale theory and stochastic calculus | 2003-01-01 | Paper |
scientific article; zbMATH DE number 1789940 (Why is no real title available?)
(available as arXiv preprint) | 2002-08-27 | Paper |
Gaussian kernel operators on white noise functional spaces
Science in China. Series A | 2002-08-15 | Paper |
On Wick product of generalized operators
Chinese Science Bulletin | 2002-02-18 | Paper |
Generalized Fourier-Mehler transforms on white noise functional spaces
Chinese Science Bulletin | 2002-02-18 | Paper |
A comparison theorem for solutions of backward stochastic differential equations.
Advances in Mathematics (Beijing) | 2002-01-29 | Paper |
| scientific article; zbMATH DE number 1867107 (Why is no real title available?) | 2002-01-01 | Paper |
scientific article; zbMATH DE number 1577393 (Why is no real title available?)
Mathematics and its Applications (Dordrecht) | 2001-03-19 | Paper |
A complex scaling approach to sequential Feynman integrals
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Generalized functions in infinite dimensional analysis
Hiroshima Mathematical Journal | 2000-01-25 | Paper |
| scientific article; zbMATH DE number 1329010 (Why is no real title available?) | 2000-01-11 | Paper |
| scientific article; zbMATH DE number 1240555 (Why is no real title available?) | 1999-11-07 | Paper |
| scientific article; zbMATH DE number 1210395 (Why is no real title available?) | 1999-02-02 | Paper |
| scientific article; zbMATH DE number 1210395 (Why is no real title available?) | 1999-02-02 | Paper |
| scientific article; zbMATH DE number 926732 (Why is no real title available?) | 1997-09-01 | Paper |
| scientific article; zbMATH DE number 926732 (Why is no real title available?) | 1997-09-01 | Paper |
Multiple intersection local time of planar Brownian motion as a particular Hida distribution
Journal of Functional Analysis | 1997-07-07 | Paper |
New distributions over Wiener and Euclidean spaces
Science in China. Series A | 1997-02-13 | Paper |
| scientific article; zbMATH DE number 797346 (Why is no real title available?) | 1996-04-09 | Paper |
Products and transforms of white-noise functionals (in general setting)
Applied Mathematics and Optimization | 1995-09-18 | Paper |
A note on the Lévy Laplacian
Chinese Science Bulletin | 1995-09-18 | Paper |
| scientific article; zbMATH DE number 751035 (Why is no real title available?) | 1995-07-06 | Paper |
From Feynman-Kac formula to Feynman integrals via analytic continuation
Stochastic Processes and their Applications | 1995-05-14 | Paper |
| scientific article; zbMATH DE number 431883 (Why is no real title available?) | 1994-03-14 | Paper |
| scientific article; zbMATH DE number 481040 (Why is no real title available?) | 1993-12-13 | Paper |
| scientific article; zbMATH DE number 124395 (Why is no real title available?) | 1993-02-21 | Paper |
Continuity of affine transformations of white noise test functionals and applications
Stochastic Processes and their Applications | 1993-01-17 | Paper |
| scientific article; zbMATH DE number 26748 (Why is no real title available?) | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 19566 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19566 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18230 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18230 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18231 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18231 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19567 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19567 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19568 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19568 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4818 (Why is no real title available?) | 1992-06-25 | Paper |
Dirichlet forms and symmetric diffusions on a bounded domain in \(R^ d\)
Chinese Annals of Mathematics. Series B | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4205518 (Why is no real title available?) | 1991-01-01 | Paper |
A remark on conditional expectations
Chinese Science Bulletin | 1990-01-01 | Paper |
Dirichlet forms and potential theory of symmetric Hunt processes
Science in China. Series A | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4209186 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4209186 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4186794 (Why is no real title available?) | 1989-01-01 | Paper |
On the existence of density of the law of a Wiener functional
Acta Mathematica Sinica, English Series | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4082659 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4082659 (Why is no real title available?) | 1988-01-01 | Paper |
On the existence of diffusions with singular drift coefficient
Acta Mathematicae Applicatae Sinica. English Series | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4100308 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4061988 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4061988 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4028521 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4028521 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4007360 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4007360 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3982185 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982185 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3969785 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3944929 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3944964 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3861485 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3806628 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3806628 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3806636 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3806636 (Why is no real title available?) | 1983-01-01 | Paper |
Valeurs prises par les martingales locales continues à un instant donne
The Annals of Probability | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3808627 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3808627 (Why is no real title available?) | 1983-01-01 | Paper |
Martingales Locales sur un Ouvert Droit Optionnel†
Stochastics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3789604 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3761117 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3761117 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3761117 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3751939 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3675075 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3676938 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3688407 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3698121 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3669507 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3669507 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3734867 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3671434 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3671434 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3673312 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3673312 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3675075 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3591137 (Why is no real title available?) | 1978-01-01 | Paper |
