Yu-Ting Chen

Available identifiers

zbMath Open chen.yu-tingMaRDI QIDQ245004

List of research outcomes

Publication	Date of Publication	Type
An Integral Equation Approach for Bond Prices with Applications to Credit Spreads	2020-12-09	Paper
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model	2020-12-09	Paper
The replicator equation in stochastic spatial evolutionary games	2020-10-12	Paper
Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation	2019-05-16	Paper
Universality of Ghirlanda-Guerra identities and spin distributions in mixed \(p\)-spin models	2019-03-20	Paper
Wright-Fisher diffusions in stochastic spatial evolutionary games with death-birth updating	2018-12-17	Paper
Weak atomic convergence of finite voter models toward Fleming-Viot processes	2018-06-01	Paper
First exit from an open set for a matrix-exponential Lévy process	2017-10-06	Paper
On the convergence of densities of finite voter models to the Wright-Fisher diffusion	2016-03-04	Paper
Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration	2016-02-12	Paper
Fixation times in deme structured, finite populations with rare migration	2014-09-24	Paper
A note on first passage functionals for hyper-exponential jump-diffusion processes	2014-09-22	Paper
Sharp benefit-to-cost rules for the evolution of cooperation on regular graphs	2013-04-24	Paper
Smaller population size at the MRCA time for stationary branching processes	2012-11-29	Paper
On the discounted penalty at ruin in a jump-diffusion model	2011-05-06	Paper
A note on \(r\)-balayages of matrix-exponential Lévy processes	2009-11-20	Paper
A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps	2009-10-08	Paper
An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads	2009-04-14	Paper
An ODE approach for the expected discounted penalty at ruin in jump-diffusion model	2009-02-28	Paper

Research outcomes over time

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