Ju-Yi Yen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Random apportionment: a stochastic solution to the Balinski-Young impossibility Methodology and Computing in Applied Probability	2024-04-02	Paper
Limit theorems of Brownian additive functionals Japan Journal of Industrial and Applied Mathematics	2023-06-28	Paper
A discussion on some simple epidemiological models Chaos, Solitons and Fractals	2022-04-14	Paper
Detailed study of a moving average trading rule Quantitative Finance	2022-02-08	Paper
On excursions inside an excursion Stochastic Processes and their Applications	2021-06-04	Paper
On moments of Brownian functionals and their interpretation in terms of random walks Statistics & Probability Letters	2020-03-27	Paper
scientific article; zbMATH DE number 7136689 (Why is no real title available?)	2019-11-26	Paper
Weak convergence of \(h\)-transforms for one-dimensional diffusions Statistics & Probability Letters	2017-01-16	Paper
Integral representations of certain measures in the one-dimensional diffusions excursion theory Lecture Notes in Mathematics	2016-04-13	Paper
On two results of P. Deheuvels Mathematical Statistics and Limit Theorems	2015-06-24	Paper
Some Topics in Probability Theory Mathematical Statistics and Limit Theorems	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 \(\mathbf n_{(-)}\) Journal of Theoretical Probability	2015-05-26	Paper
Illustration of various methods for solving partly Skorokhod's embedding problem Electronic Communications in Probability	2014-09-22	Paper
On an identity in law between Brownian quadratic functionals Statistics & Probability Letters	2014-02-11	Paper
Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures Lecture Notes in Mathematics	2013-08-07	Paper
Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm Stochastic Processes and their Applications	2013-01-24	Paper
Measuring the ``non-stopping timeness of ends of previsible sets Taiwanese Journal of Mathematics	2012-11-09	Paper
Measuring the ``non-stopping timeness of ends of previsible sets Taiwanese Journal of Mathematics	2012-11-09	Paper
Call option prices based on Bessel processes Methodology and Computing in Applied Probability	2011-05-30	Paper
Truncation functions and Laplace transform Statistics & Probability Letters	2011-03-14	Paper

Research outcomes over time

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