Xiaofan Peng

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!

Publication	Date of Publication	Type
Sojourns of stationary Gaussian processes over a random interval	2024-02-05	Paper
Sojourns of stationary Gaussian processes over a random interval (available as arXiv preprint)	2024-02-05	Paper
On the maxima of suprema of dependent Gaussian models Queueing Systems	2023-12-14	Paper
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend Stochastic Processes and their Applications	2023-03-14	Paper
Extrema of a Gaussian random field: Berman's sojourn time method Acta Mathematica Scientia. Series B. (English Edition)	2022-08-04	Paper
Extrema of multi-dimensional Gaussian processes over random intervals Journal of Applied Probability	2022-04-01	Paper
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (available as arXiv preprint)	2022-03-30	Paper
Approximation of sojourn times of Gaussian processes Methodology and Computing in Applied Probability	2020-05-04	Paper
Finite time Parisian ruin of an integrated Gaussian risk model Statistics & Probability Letters	2017-02-28	Paper
Parisian Ruin Probability Of An Integrated Gaussian Risk Model (available as arXiv preprint)	2016-10-03	Paper
Optimal control with restrictions for a diffusion risk model under constant interest force Applied Mathematics and Optimization	2016-03-08	Paper
Optimal investment, consumption and timing of annuity purchase under a preference change Journal of Mathematical Analysis and Applications	2015-03-27	Paper
Optimal dividend and equity issuance problem with proportional and fixed transaction costs Insurance Mathematics & Economics	2014-04-25	Paper
Optimal dividend problem with a nonlinear regular-singular stochastic control Insurance Mathematics & Economics	2014-04-04	Paper
Extrema of multi-dimensional Gaussian processes over random intervals (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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