| Publication | Date of Publication | Type |
|---|
Gaussian approximation for the moving averaged modulus wavelet transform and its variants
Applied and Computational Harmonic Analysis | 2024-12-12 | Paper |
When scattering transform meets non-Gaussian random processes, a double scaling limit result
Bernoulli | 2024-07-02 | Paper |
Matrix deviation inequality for ℓp-norm
Random Matrices: Theory and Applications | 2024-02-12 | Paper |
Ridge detection for nonstationary multicomponent signals with time-varying wave-shape functions and its applications
| 2023-09-12 | Paper |
Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization
SIAM Journal on Mathematical Analysis | 2023-05-08 | Paper |
Gaussian Approximation for the Moving Averaged Modulus Wavelet Transform and its Variants
| 2023-01-04 | Paper |
Asymptotic analysis of higher-order scattering transform of Gaussian processes
Electronic Journal of Probability | 2022-05-10 | Paper |
When Scattering Transform Meets Non-Gaussian Random Processes, a Double Scaling Limit Result
| 2021-12-26 | Paper |
Explore Intrinsic Geometry of Sleep Dynamics and Predict Sleep Stage by Unsupervised Learning Techniques
Springer Optimization and Its Applications | 2021-12-14 | Paper |
An Integral Equation Approach for Bond Prices with Applications to Credit Spreads
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Pricing perpetual American compound options under a matrix-exponential jump-diffusion model
Applied Mathematical Finance | 2018-09-18 | Paper |
The \(L^{2}\)-cutoffs for reversible Markov chains
The Annals of Applied Probability | 2017-11-07 | Paper |
First exit from an open set for a matrix-exponential Lévy process
Statistics & Probability Letters | 2017-10-06 | Paper |
Disorder chaos in the spherical mean-field model
Journal of Statistical Physics | 2017-03-03 | Paper |
A note on first passage functionals for hyper-exponential jump-diffusion processes
Electronic Communications in Probability | 2014-09-22 | Paper |
Free boundary problems and perpetual American strangles
Quantitative Finance | 2014-02-20 | Paper |
The cutoff phenomenon for Ehrenfest chains
Stochastic Processes and their Applications | 2012-07-20 | Paper |
On optimal stopping problems for matrix-exponential jump-diffusion processes
Journal of Applied Probability | 2012-07-08 | Paper |
On the discounted penalty at ruin in a jump-diffusion model
Taiwanese Journal of Mathematics | 2011-05-06 | Paper |
A note on \(r\)-balayages of matrix-exponential Lévy processes
Electronic Communications in Probability | 2009-11-20 | Paper |
A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps
Stochastic Analysis and Applications | 2009-10-08 | Paper |
An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads
Journal of Applied Probability | 2009-04-14 | Paper |
An ODE approach for the expected discounted penalty at ruin in jump-diffusion model
Finance and Stochastics | 2009-02-28 | Paper |
The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs
| 2008-10-17 | Paper |
THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS
International Journal of Theoretical and Applied Finance | 2008-08-26 | Paper |
On the log-Sobolev constant for the simple random walk on the \(n\)-cycle: The even cases
Journal of Functional Analysis | 2003-09-04 | Paper |
A Hausdorff measure classification of polar lateral boundary sets for superdiffusions
Mathematical Proceedings of the Cambridge Philosophical Society | 2000-09-19 | Paper |
On a problem of Dynkin
Proceedings of the American Mathematical Society | 1999-10-28 | Paper |
Lifetime and compactness of range super-Brownian motion with a general branching mechanism
Stochastic Processes and their Applications | 1999-01-14 | Paper |
On states of exit measures for superdiffusions
The Annals of Probability | 1997-01-13 | Paper |
On positive solutions of some nonlinear differential equations -- a probabilistic approach
Stochastic Processes and their Applications | 1996-04-22 | Paper |
Asymptotic behavior of superprocesses
Stochastics and Stochastic Reports | 1995-12-04 | Paper |
Removable boundary singularities for solutions of some nonlinear differential equations
Duke Mathematical Journal | 1994-10-09 | Paper |
A Hausdorff measure classification of \(G\)-polar sets for the superdiffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
