S. J. Sheu

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
Price systems for markets with transaction costs and control problems for some finance problems (available as arXiv preprint)	2013-08-01	Paper
A convexity approach to option pricing with transaction costs in discrete models Stochastic Analysis with Financial Applications	2012-09-07	Paper
Max-plus stochastic control and risk-sensitivity Applied Mathematics and Optimization	2010-10-15	Paper
Ergodic type Bellman equations of first order with quadratic Hamiltonian Applied Mathematics and Optimization	2009-07-24	Paper
On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control The Annals of Probability	2006-06-12	Paper
Differential games of inf-sup type and Isaacs equations Applied Mathematics and Optimization	2006-02-08	Paper
scientific article; zbMATH DE number 2134081 (Why is no real title available?)	2005-02-15	Paper
scientific article; zbMATH DE number 2133118 (Why is no real title available?)	2005-02-09	Paper
Large deviation of diffusion processes with discontinuous drift and their occupation times. The Annals of Probability	2003-05-06	Paper
Risk-sensitive control and an optimal investment model. II. The Annals of Applied Probability	2003-05-06	Paper
Small perturbation of diffusions in inhomogeneous media Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2002-09-09	Paper
Small perturbation of diffusions in inhomogeneous media Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2002-09-09	Paper
scientific article; zbMATH DE number 1595035 (Why is no real title available?)	2001-10-02	Paper
Risk-sensitive control and an optimal investment model. Mathematical Finance	2001-03-29	Paper
Optimal long term growth rate of expected utility of wealth The Annals of Applied Probability	2000-09-04	Paper
Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential The Annals of Probability	1998-03-18	Paper
Large deviation of small perturbation of some unstable systems Stochastic Analysis and Applications	1997-10-16	Paper
Large deviation of some infinite-dimensional markov processes^∗ Stochastics	1988-01-01	Paper
A remark on the large deviations of an ergodic markov process Stochastics	1987-01-01	Paper

Research outcomes over time

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