| Publication | Date of Publication | Type |
|---|
Forecasting semi-stationary processes and statistical arbitrage
Statistical Theory and Related Fields | 2023-03-07 | Paper |
High-frequency trading and probability theory
East China Normal University Scientific Reports | 2015-02-11 | Paper |
Stochastic volatility model and technical analysis of stock price
Acta Mathematica Sinica, English Series | 2014-11-27 | Paper |
| scientific article; zbMATH DE number 6174843 (Why is no real title available?) | 2013-06-12 | Paper |
A discussion of Hong-Stein model
Science China. Mathematics | 2013-01-28 | Paper |
On Monge-Kantorovich problem in the plane
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-29 | Paper |
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes
Acta Mathematica Sinica, English Series | 2008-06-11 | Paper |
CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
Mathematical Finance | 2008-05-22 | Paper |
Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes
Acta Mathematica Sinica, English Series | 2006-01-09 | Paper |
A representation formula for transition probability densities of diffusions and applications
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Comparison theorem and estimates for transition probability densities of diffusion processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-03-11 | Paper |
SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions
Stochastics and Stochastic Reports | 2003-10-12 | Paper |
Rate of convergence in homogenization of parabolic PDEs
Mathematical Physics, Analysis and Geometry | 2003-08-21 | Paper |
Sharp bounds for transition probability densities of a class of diffusions
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-05-27 | Paper |
Brownian-time processes: The PDE connection and the half-derivative generator
The Annals of Probability | 2003-05-06 | Paper |
Discretizing a backward stochastic differential equation
International Journal of Mathematics and Mathematical Sciences | 2003-01-13 | Paper |
| Estimation of the phase transition time in the Stefan problem | 2001-12-03 | Paper |
| Rate estimation for weak convergence of diffusion processes | 2001-07-16 | Paper |
Stability of time-dependent diffusion semigroups and kernels
Acta Mathematica Sinica, English Series | 2000-01-05 | Paper |
| scientific article; zbMATH DE number 1241998 (Why is no real title available?) | 1999-05-18 | Paper |
Stability and approximations of symmetric diffusion semigroups and kernels
Journal of Functional Analysis | 1998-11-11 | Paper |
Markov chain approximations to symmetric diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-03-31 | Paper |
Markov chain approximations to symmetric diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-03-31 | Paper |
| scientific article; zbMATH DE number 926733 (Why is no real title available?) | 1997-04-09 | Paper |
| scientific article; zbMATH DE number 926733 (Why is no real title available?) | 1997-04-09 | Paper |
Brownian Motion On A Lipschitz Riemannian Manifold Composed Of Different Materials
Stochastics and Stochastic Reports | 1997-03-03 | Paper |
A phase transition speed estimate in the Stefan problem
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1997-01-28 | Paper |
Conditional propagation of chaos and a class of quasilinear PDE's
The Annals of Probability | 1996-04-22 | Paper |
Radial part of Brownian motion on a Riemannian manifold
The Annals of Probability | 1996-03-10 | Paper |
Heat kernel on a lipschitz manifold composed of two halfspaces with different metrics
Stochastics and Stochastic Reports | 1995-11-14 | Paper |
| scientific article; zbMATH DE number 774051 (Why is no real title available?) | 1995-11-06 | Paper |
A large deviation result for a class of Dirichlet processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1995-03-30 | Paper |
Reflecting Brownian motions and comparison theorems for Neumann heat kernels
Journal of Functional Analysis | 1994-10-10 | Paper |
| scientific article; zbMATH DE number 16692 (Why is no real title available?) | 1992-06-26 | Paper |
On reflecting Brownian motion - a weak convergence approach
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
On reflecting Brownian motion - a weak convergence approach
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
On conditional diffusion processes
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1990-01-01 | Paper |
Diffusion processes with non-smooth diffusion coefficients and their density functions
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4194867 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4067994 (Why is no real title available?) | 1988-01-01 | Paper |
Mathematical and physical aspects of stochastic mechanics
Lecture Notes in Physics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3998885 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4018034 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4018035 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3986318 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3986318 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3899898 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3899898 (Why is no real title available?) | 1985-01-01 | Paper |
Tightness results for laws of diffusion processes application to stochastic mechanics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1985-01-01 | Paper |
Tightness results for laws of diffusion processes application to stochastic mechanics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3925934 (Why is no real title available?) | 1985-01-01 | Paper |
Tightness criteria for laws of semimartingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1984-01-01 | Paper |
Tightness criteria for laws of semimartingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860103 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860103 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3866300 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3866300 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860101 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860101 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860102 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860102 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3864164 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3864164 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3899870 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3808627 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3808627 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3755597 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3755597 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3818749 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3782124 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3816694 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3816729 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3736722 (Why is no real title available?) | 1981-01-01 | Paper |
A note on the convergence of sequences of conditional expectations of random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3667670 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3734866 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3740559 (Why is no real title available?) | 1980-01-01 | Paper |
