Hongwei Long

Available identifiers

zbMath Open long.hongweiMaRDI QIDQ299875

List of research outcomes

Publication	Date of Publication	Type
Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations	2020-04-07	Paper
An approximation scheme for impulse control with random reaction periods	2019-02-22	Paper
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps	2018-06-13	Paper
The Kumaraswamy transmuted Pareto distribution	2018-01-18	Paper
Least squares estimators for stochastic differential equations driven by small Lévy noises	2017-05-18	Paper
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets	2016-10-07	Paper
A discontinuous mispricing model under asymmetric information	2016-10-06	Paper
A jump model for fads in asset prices under asymmetric information	2016-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q3462062	2016-01-04	Paper
A note on γ-radonifying and summing operators	2015-07-28	Paper
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises	2014-01-10	Paper
Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions	2013-05-29	Paper
Impulse control with random reaction periods: a central bank intervention problem	2013-03-05	Paper
Invariant measures for stochastic evolution equations in M-type 2 Banach spaces	2012-06-02	Paper
Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations	2011-07-19	Paper
On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions	2010-07-08	Paper
Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises	2009-10-09	Paper
Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions	2009-07-29	Paper
On extending classical filtering equations	2008-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q5421860	2007-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q3378599	2006-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q3378716	2006-04-04	Paper
Markov chain approximations to filtering equations for reflecting diffusion processes.	2005-11-29	Paper
A NOTE ON THE ESSENTIAL SELF-ADJOINTNESS OF ORNSTEIN–UHLENBECK OPERATORS PERTURBED BY A DISSIPATIVE DRIFT AND A POTENTIAL	2005-09-09	Paper
Convergence of Markov chain approximations to stochastic reaction-diffusion equations	2003-05-06	Paper
Nonlinear filtering for diffusions in random environments	2003-04-27	Paper
On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise	2003-03-25	Paper
Kolmogorov equations in Hilbert spaces with application to essential self-adjointness of symmetric diffusion operators	2001-03-02	Paper
An approximation criterion for essential self-adjointness of Dirichlet operators on certain Banach spaces	2001-02-18	Paper
Kato's inequality and essential self-adjointness of dirichlet operators on certain banach spaces	2000-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4347341	2000-10-17	Paper
Necessary and sufficient conditions for the symmetrizability of dierential operators over innite dimensional state spaces	2000-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4358816	1998-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q4326152	1995-06-18	Paper
The pathwise uniqueness of solution of non-Markovian stochastic differential equations with jumps in plane	1995-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q4272249	1994-01-10	Paper

Research outcomes over time

This page was built for person: Hongwei Long