Ju-Yi Yen

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List of research outcomes

Publication	Date of Publication	Type
Random apportionment: a stochastic solution to the Balinski-Young impossibility	2024-04-02	Paper
Limit theorems of Brownian additive functionals	2023-06-28	Paper
A discussion on some simple epidemiological models	2022-04-14	Paper
Detailed study of a moving average trading rule	2022-02-08	Paper
On excursions inside an excursion	2021-06-04	Paper
On moments of Brownian functionals and their interpretation in terms of random walks	2020-03-27	Paper
https://portal.mardi4nfdi.de/entity/Q4972753	2019-11-26	Paper
Weak convergence of \(h\)-transforms for one-dimensional diffusions	2017-01-16	Paper
Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory	2016-04-13	Paper
On Two Results of P. Deheuvels	2015-06-24	Paper
Some Topics in Probability Theory	2015-06-24	Paper
A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)	2015-05-26	Paper
Illustration of various methods for solving partly Skorokhod's embedding problem	2014-09-22	Paper
On an identity in law between Brownian quadratic functionals	2014-02-11	Paper
Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures	2013-08-07	Paper
Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm	2013-01-24	Paper
Measuring the ``non-stopping timeness of ends of previsible sets	2012-11-09	Paper
Call option prices based on Bessel processes	2011-05-30	Paper
Truncation functions and Laplace transform	2011-03-14	Paper

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