Xiangfeng Yang

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Person:265632

Available identifiers

zbMath Open yang.xiangfengMaRDI QIDQ265632

List of research outcomes





PublicationDate of PublicationType
An efficient uncertain chance constrained geometric programming model based on value-at-risk for truss structure optimization problems2025-01-16Paper
Uncertain bass model with application to new energy vehicle sales forecasting2025-01-08Paper
On the ratio of extremal eigenvalues of \(\beta \)-Laguerre ensembles2024-11-06Paper
Pricing of shout option in uncertain financial market2024-09-16Paper
A concept of nucleolus for uncertain coalitional game with application to profit allocation2024-02-28Paper
https://portal.mardi4nfdi.de/entity/Q61920992024-02-12Paper
Large deviations of extremal eigenvalues of sample covariance matrices2024-01-12Paper
Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption2023-11-29Paper
Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations2023-01-31Paper
Uncertain Autoregressive Model via LASSO Procedure2023-01-31Paper
Pricing and recovery in a dual-channel closed-loop supply chain under uncertain environment2022-11-22Paper
Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation2022-11-22Paper
Variable selection in uncertain regression analysis with imprecise observations2022-11-22Paper
The inventory replenishment policy in an uncertain production-inventory-routing system2022-10-10Paper
Pricing, carbon emission reduction and recycling decisions in a closed-loop supply chain under uncertain environment2022-10-10Paper
Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market2022-10-06Paper
Cross validation for uncertain autoregressive model2022-09-14Paper
Pricing of equity swaps in uncertain financial market2022-09-02Paper
Equity warrants pricing problem of mean-reverting model in uncertain environment2022-08-08Paper
Reliability analysis of the uncertain heat conduction model2022-08-02Paper
Least absolute deviations estimation for uncertain autoregressive model2022-07-21Paper
Parameter estimation in uncertain delay differential equations via the method of moments2022-07-11Paper
Least-squares estimation for uncertain moving average model2022-05-25Paper
Parameter estimation of uncertain differential equation with application to financial market2022-04-07Paper
The almost sure stability for uncertain delay differential equations based on normal Lipschitz conditions2022-03-03Paper
RELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPE2022-01-27Paper
Moment estimation in uncertain differential equations based on the milstein scheme2022-01-27Paper
On a type of superlinear growth variational problems2022-01-24Paper
Large-deviation asymptotics of condition numbers of random matrices2021-12-01Paper
A relation between moments of Liu process and Bernoulli numbers2021-11-29Paper
Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market2021-11-22Paper
A linear uncertain pharmacokinetic model driven by Liu process2021-11-15Paper
Uncertain chemical reaction equation2021-11-15Paper
Reciprocal Chains: Foundations2021-03-12Paper
A Dufort-Frankel scheme for one-dimensional uncertain heat equation2021-03-06Paper
Asian-barrier option pricing formulas of uncertain financial market2020-12-02Paper
Uncertain population model2020-07-16Paper
General large deviations of longest gaps in homogeneous Poisson processes2020-05-27Paper
Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate2019-11-20Paper
Numerical method for solving uncertain spring vibration equation2019-11-15Paper
Stability in measure for uncertain heat equations2019-10-10Paper
Uncertain time series analysis with imprecise observations2019-09-10Paper
On longest matching consecutive subsequence2019-08-30Paper
Solving uncertain heat equation via numerical method2019-08-14Paper
Extreme values problem of uncertain heat equation2019-07-25Paper
https://portal.mardi4nfdi.de/entity/Q46319892019-04-24Paper
Adams method for solving uncertain differential equations2019-03-20Paper
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model2018-10-23Paper
Uncertain partial differential equation with application to heat conduction2018-10-16Paper
Weather derivatives pricing using regime switching model2018-04-25Paper
Stability in inverse distribution for uncertain differential equations2017-12-14Paper
https://portal.mardi4nfdi.de/entity/Q53676492017-10-20Paper
Asymptotic expansions for Laplace transforms of Markov processes2017-09-25Paper
The stability of multifactor uncertain differential equation2017-05-18Paper
A Gaussian expectation product inequality2017-02-28Paper
Some results of moments of uncertain set2017-01-04Paper
Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials2016-12-09Paper
Proof of Gaussian moment product conjecture2016-09-29Paper
A general large deviation principle for longest runs2016-04-22Paper
Large deviations for Bernstein bridges2016-04-04Paper
CREDIBILISTIC BIMATRIX GAME WITH ASYMMETRIC INFORMATION: BAYESIAN OPTIMISTIC EQUILIBRIUM STRATEGY2015-10-21Paper
Upper tail probabilities of integrated Brownian motions2015-08-04Paper
On the large deviation principle of generalized Brownian bridges2015-07-06Paper
Exact upper tail probabilities of random series2015-05-18Paper
Conditional persistence of Gaussian random walks2015-02-03Paper
Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation2015-01-26Paper
Probabilities of hitting a convex hull2014-11-11Paper
Large deviations for Markov bridges with jumps2014-08-29Paper
Comparison for upper tail probabilities of random series2014-08-07Paper
Precise large deviations for Ornstein-Uhlenbeck processes2014-01-17Paper
https://portal.mardi4nfdi.de/entity/Q49189662013-05-07Paper
Precise asymptotics for large deviations of integral forms2012-11-23Paper
Limit theorems with asymptotic expansions for stochastic processes2012-11-15Paper
Integral convergence related to weak convergence of measures2012-07-11Paper
An elementary proof of the lower bound of Cramér's theorem in \(\mathbb R^d\)2012-05-18Paper
Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)2009-04-24Paper
\(p\)-variation of an integral functional driven by fractional Brownian motion2008-06-19Paper
Some remarks on local time-space calculus2008-01-28Paper

Research outcomes over time

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