| Publication | Date of Publication | Type |
|---|
Convergence and stability of the partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Poisson jumps
Computational and Applied Mathematics | 2026-04-02 | Paper |
Multidimensional sticky Brownian motions: heavy traffic limit and rough tail asymptotics
Stochastic Processes and their Applications | 2025-10-29 | Paper |
On the spectrally negative Lévy risk process with mixed dividends and capital injections
Communications in Statistics. Theory and Methods | 2025-10-17 | Paper |
Asymptotic behavior of stochastic anisotropic Navier-Stokes models
Acta Mathematica Scientia. Series B. (English Edition) | 2025-09-03 | Paper |
A queueing model with ON/OFF sources: approximation and stationarity
Stochastic Models | 2024-09-02 | Paper |
Wireless 3-hop Networks with Stealing Revisited: A Kernel Approach
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
| scientific article; zbMATH DE number 7651685 (Why is no real title available?) | 2023-02-09 | Paper |
| scientific article; zbMATH DE number 7651760 (Why is no real title available?) | 2023-02-09 | Paper |
Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
Queueing Systems | 2022-07-26 | Paper |
Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
ESAIM: Probability and Statistics | 2022-02-16 | Paper |
Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
Science China. Mathematics | 2021-11-11 | Paper |
| Parisian ruin for spectrally negative Lévy processes under a hybrid observation scheme | 2021-09-29 | Paper |
Operator fractional Brownian motion and martingale differences
Abstract and Applied Analysis | 2019-02-14 | Paper |
Spectrally negative Lévy risk model under Erlangized barrier strategy
Journal of Computational and Applied Mathematics | 2019-01-29 | Paper |
| Multidimensional Sticky Brownian Motions: Tail Behaviour of the Joint Stationary Distribution | 2019-01-18 | Paper |
Stochastic interest model based on compound Poisson process and applications in actuarial science
Mathematical Problems in Engineering | 2018-11-05 | Paper |
Exact tail asymptotics for a two-stage queue: complete solution
RAIRO - Operations Research | 2018-08-08 | Paper |
Operator Fractional Brownian Sheet and Martingale Differences
(available as arXiv preprint) | 2018-07-10 | Paper |
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
Statistics & Probability Letters | 2018-06-21 | Paper |
| Optimal asset control of the dual model with a penalty at ruin | 2018-05-25 | Paper |
| Exact asymptotics in complete moment convergence for record times and the associated counting process | 2018-01-29 | Paper |
Limit theorems for functionals of Gaussian vectors
Frontiers of Mathematics in China | 2017-09-26 | Paper |
Kernel method for stationary tails: from discrete to continuous
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
| Weak convergence to multifractional Brownian sheet of Riemann-Liouville type in Besov spaces | 2017-05-17 | Paper |
Convergence rates in precise asymptotics for a kind of complete moment convergence
Stochastics and Dynamics | 2017-03-27 | Paper |
Convergence rate in precise asymptotics for Davis law of large numbers
Statistics & Probability Letters | 2016-10-31 | Paper |
| Applications of adaptive elastic net procedure for logistic regression model | 2016-08-10 | Paper |
Random walks and subfractional Brownian motion
Communications in Statistics. Theory and Methods | 2016-06-30 | Paper |
Approximation to Multifractional Riemann-Liouville Brownian Sheet
Communications in Statistics: Theory and Methods | 2015-07-29 | Paper |
| Adaptive Elastic Net Method for Cox Model | 2015-07-22 | Paper |
| Elastic Net Procedure for Partially Linear Models | 2015-07-21 | Paper |
Exact tail asymptotics for a discrete-time preemptive priority queue
Acta Mathematicae Applicatae Sinica. English Series | 2015-05-06 | Paper |
Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
Journal of Applied Mathematics and Computing | 2014-08-05 | Paper |
Convergence in law to operator fractional Brownian motions
Journal of Theoretical Probability | 2013-11-04 | Paper |
Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
Acta Mathematica Sinica, English Series | 2013-03-28 | Paper |
Stable sub-Gaussian models constructed by Poisson processes
Acta Mathematica Scientia. Series B. (English Edition) | 2012-06-01 | Paper |
A note on approximation to multifractional Brownian motion
Science China. Mathematics | 2012-01-24 | Paper |
Approximations of fractional Brownian motion
Bernoulli | 2011-12-28 | Paper |
Optimal financing and dividend control in the dual model
Mathematical and Computer Modelling | 2011-08-28 | Paper |
Isochronicity at infinity into a class of rational differential system
Qualitative Theory of Dynamical Systems | 2011-04-08 | Paper |
Optimal dividend strategies in a dual model with capital injections
Mathematical Methods of Operations Research | 2010-09-21 | Paper |
A note on operator self-similar Gaussian vector fields
Applied Mathematics Letters | 2010-06-25 | Paper |
A weak limit theorem for generalized multifractional Brownian motion
Statistics & Probability Letters | 2010-03-01 | Paper |
| A stochastic double type insurance risk model with constant interest force | 2009-11-11 | Paper |
