Mou-Hsiung Chang

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Person:601060

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zbMath Open chang.mouhsiungMaRDI QIDQ601060

List of research outcomes

PublicationDate of PublicationType
Theory of Quantum Information with Memory2022-08-16Paper
Recurrence and Transience of Quantum Markov Semigroups2015-03-23Paper
Quantum Stochastics2015-02-04Paper
A Survey on Invariance and Ergodicity of Quantum Markov Semigroups2014-06-13Paper
Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory2012-12-13Paper
Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey2012-08-27Paper
A Stochastic Portfolio Optimization Model with Bounded Memory2012-05-24Paper
An approximation scheme for Black-Scholes equations with delays2010-11-03Paper
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients2010-04-28Paper
Spectral approximation of infinite-dimensional Black-Scholes equations with memory2010-04-26Paper
Finite difference approximation for stochastic optimal stopping problems with delays2009-03-30Paper
Finite Difference Approximations for Stochastic Control Systems with Delay2008-06-12Paper
Infinite-dimensional Black-Scholes equation with hereditary structure2008-04-03Paper
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.2008-03-28Paper
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II2008-03-28Paper
Stochastic control of hereditary systems and applications.2008-03-19Paper
Optimal control of stochastic functional differential equations with a bounded memory2008-03-18Paper
The European option with hereditary price structures1999-01-01Paper
Large deviation for Navier-Stokes equations with small stochastic perturbation1996-12-02Paper
https://portal.mardi4nfdi.de/entity/Q48790171996-05-21Paper
Weak infinitesimal generator for a stochastic partial differential equation with time delay1995-09-20Paper
On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces1995-06-12Paper
Nonlinear filtering for image restoration1989-01-01Paper
Martingale dynamics and optimal routing in a network1988-01-01Paper
Discrete approximation of nonlinear filtering for stochastic delay equations1987-01-01Paper
Maximum throughput versus minimum queue: a Martingale approach1986-01-01Paper
Stability of interconnected stochastic delay systems1985-01-01Paper
On razumikhin-type stability conditions for stochastic functional differential equations1984-01-01Paper
Optimal selection with randomly fading memory1984-01-01Paper
On a limit theorem for variation of brownian motion in banach spaces1983-01-01Paper
Equilibrium measure and Brownian escape process1982-01-01Paper
Square variation of Brownian paths in Banach spaces1982-01-01Paper
On delayed averages of Brownian motion in Banach spaces1979-01-01Paper
A note on local asymptotic behavior for Brownian motion in Banach spaces1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41817601979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41869071979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41761901978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41386091977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41271391976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40778631974-01-01Paper

Research outcomes over time


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