| Publication | Date of Publication | Type |
|---|
| A concept of nucleolus for uncertain coalitional game with application to profit allocation | 2024-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6192099 | 2024-02-12 | Paper |
| Large deviations of extremal eigenvalues of sample covariance matrices | 2024-01-12 | Paper |
| Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption | 2023-11-29 | Paper |
| Uncertain Autoregressive Model via LASSO Procedure | 2023-01-31 | Paper |
| Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations | 2023-01-31 | Paper |
| Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation | 2022-11-22 | Paper |
| Variable selection in uncertain regression analysis with imprecise observations | 2022-11-22 | Paper |
| Pricing and recovery in a dual-channel closed-loop supply chain under uncertain environment | 2022-11-22 | Paper |
| Pricing, carbon emission reduction and recycling decisions in a closed-loop supply chain under uncertain environment | 2022-10-10 | Paper |
| The inventory replenishment policy in an uncertain production-inventory-routing system | 2022-10-10 | Paper |
| Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market | 2022-10-06 | Paper |
| Cross validation for uncertain autoregressive model | 2022-09-14 | Paper |
| Pricing of equity swaps in uncertain financial market | 2022-09-02 | Paper |
| Equity warrants pricing problem of mean-reverting model in uncertain environment | 2022-08-08 | Paper |
| Reliability analysis of the uncertain heat conduction model | 2022-08-02 | Paper |
| Least absolute deviations estimation for uncertain autoregressive model | 2022-07-21 | Paper |
| Parameter estimation in uncertain delay differential equations via the method of moments | 2022-07-11 | Paper |
| Least-squares estimation for uncertain moving average model | 2022-05-25 | Paper |
| Parameter estimation of uncertain differential equation with application to financial market | 2022-04-07 | Paper |
| The almost sure stability for uncertain delay differential equations based on normal Lipschitz conditions | 2022-03-03 | Paper |
| Moment estimation in uncertain differential equations based on the milstein scheme | 2022-01-27 | Paper |
| RELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPE | 2022-01-27 | Paper |
| On a type of superlinear growth variational problems | 2022-01-24 | Paper |
| Large-deviation asymptotics of condition numbers of random matrices | 2021-12-01 | Paper |
| A relation between moments of Liu process and Bernoulli numbers | 2021-11-29 | Paper |
| Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market | 2021-11-22 | Paper |
| A linear uncertain pharmacokinetic model driven by Liu process | 2021-11-15 | Paper |
| Uncertain chemical reaction equation | 2021-11-15 | Paper |
| Reciprocal Chains: Foundations | 2021-03-12 | Paper |
| A Dufort-Frankel scheme for one-dimensional uncertain heat equation | 2021-03-06 | Paper |
| Asian-barrier option pricing formulas of uncertain financial market | 2020-12-02 | Paper |
| Uncertain population model | 2020-07-16 | Paper |
| General large deviations of longest gaps in homogeneous Poisson processes | 2020-05-27 | Paper |
| Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate | 2019-11-20 | Paper |
| Numerical method for solving uncertain spring vibration equation | 2019-11-15 | Paper |
| Stability in measure for uncertain heat equations | 2019-10-10 | Paper |
| Uncertain time series analysis with imprecise observations | 2019-09-10 | Paper |
| On longest matching consecutive subsequence | 2019-08-30 | Paper |
| Solving uncertain heat equation via numerical method | 2019-08-14 | Paper |
| Extreme values problem of uncertain heat equation | 2019-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4631989 | 2019-04-24 | Paper |
| Adams method for solving uncertain differential equations | 2019-03-20 | Paper |
| Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model | 2018-10-23 | Paper |
| Uncertain partial differential equation with application to heat conduction | 2018-10-16 | Paper |
| Weather derivatives pricing using regime switching model | 2018-04-25 | Paper |
| Stability in inverse distribution for uncertain differential equations | 2017-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5367649 | 2017-10-20 | Paper |
| Asymptotic expansions for Laplace transforms of Markov processes | 2017-09-25 | Paper |
| The stability of multifactor uncertain differential equation | 2017-05-18 | Paper |
| A Gaussian expectation product inequality | 2017-02-28 | Paper |
| Some results of moments of uncertain set | 2017-01-04 | Paper |
| Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials | 2016-12-09 | Paper |
| Proof of Gaussian moment product conjecture | 2016-09-29 | Paper |
| A general large deviation principle for longest runs | 2016-04-22 | Paper |
| Large deviations for Bernstein bridges | 2016-04-04 | Paper |
| CREDIBILISTIC BIMATRIX GAME WITH ASYMMETRIC INFORMATION: BAYESIAN OPTIMISTIC EQUILIBRIUM STRATEGY | 2015-10-21 | Paper |
| Upper tail probabilities of integrated Brownian motions | 2015-08-04 | Paper |
| On the large deviation principle of generalized Brownian bridges | 2015-07-06 | Paper |
| Exact upper tail probabilities of random series | 2015-05-18 | Paper |
| Conditional persistence of Gaussian random walks | 2015-02-03 | Paper |
| Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation | 2015-01-26 | Paper |
| Probabilities of hitting a convex hull | 2014-11-11 | Paper |
| Large deviations for Markov bridges with jumps | 2014-08-29 | Paper |
| Comparison for upper tail probabilities of random series | 2014-08-07 | Paper |
| Precise large deviations for Ornstein-Uhlenbeck processes | 2014-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4918966 | 2013-05-07 | Paper |
| Precise asymptotics for large deviations of integral forms | 2012-11-23 | Paper |
| Limit theorems with asymptotic expansions for stochastic processes | 2012-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2898614 | 2012-07-11 | Paper |
| An elementary proof of the lower bound of Cramér's theorem in \(\mathbb R^d\) | 2012-05-18 | Paper |
| Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) | 2009-04-24 | Paper |
| \(p\)-variation of an integral functional driven by fractional Brownian motion | 2008-06-19 | Paper |
| Some remarks on local time-space calculus | 2008-01-28 | Paper |
