| Publication | Date of Publication | Type |
|---|
A voltage-conductance kinetic system from neuroscience: probabilistic reformulation and exponential ergodicity
Kinetic and Related Models | 2024-08-13 | Paper |
Distributed mean reversion online portfolio strategy with stock network
European Journal of Operational Research | 2024-06-17 | Paper |
Periodic homogenisation for $P(\phi)_2$
| 2023-11-27 | Paper |
Long time behavior of stochastic NLS with a small multiplicative noise
Communications in Mathematical Physics | 2023-10-25 | Paper |
A voltage-conductance kinetic system from neuroscience: probabilistic reformulation and exponential ergodicity
| 2023-05-06 | Paper |
Universality results for a class of nonlinear wave equations and their Gibbs measures
Séminaire Laurent Schwartz. EDP et Applications | 2022-11-08 | Paper |
Weak universality of dynamical \({\Phi_3^4}\): polynomial potential and general smoothing mechanism
Electronic Journal of Probability | 2022-10-04 | Paper |
Weak universality results for a class of nonlinear wave equations
| 2022-06-13 | Paper |
Global well-posedness for the defocussing mass-critical stochastic nonlinear Schrödinger equation on \(\mathbb{R}\) at \(L^2\) regularity
Analysis \& PDE | 2022-03-16 | Paper |
A binomial tree approach to pricing vulnerable option in a vague world
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2021-09-08 | Paper |
scientific article; zbMATH DE number 7392951 (Why is no real title available?)
| 2021-09-08 | Paper |
Decay of the stochastic linear Schrödinger equation in \(d\geq3\) with small multiplicative noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-08-12 | Paper |
A Wong-Zakai theorem for the stochastic mass-critical nonlinear Schrödinger equation
SIAM Journal on Mathematical Analysis | 2021-07-21 | Paper |
Research on portfolio optimization based on complex network community detection
| 2021-07-01 | Paper |
Fully nonlinear investigation on water entry of a rigid paraboloid
Engineering Analysis with Boundary Elements | 2020-08-05 | Paper |
A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion
Discrete Dynamics in Nature and Society | 2020-07-21 | Paper |
Large scale limit of interface fluctuation models
The Annals of Probability | 2020-06-15 | Paper |
Subcritical approximations to stochastic defocusing mass-critical nonlinear Schrödinger equation on \(\mathbb{R}\)
Journal of Differential Equations | 2019-10-14 | Paper |
On-line strategies for multi-period newsvendor problem with price quantity discount
| 2019-09-20 | Paper |
scientific article; zbMATH DE number 7109393 (Why is no real title available?)
| 2019-09-20 | Paper |
A two-product, multi-period nonstationary newsvendor problem with budget constraint
Soft Computing | 2019-08-14 | Paper |
A Risk–Reward Model for On-line Financial Leasing Problem with an Interest Rate
Frontiers in Algorithmics | 2019-04-26 | Paper |
Optimal portfolio strategy under rolling economic maximum drawdown constraints
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Sharp convergence of nonlinear functionals of a class of Gaussian random fields
Communications in Mathematics and Statistics | 2019-01-02 | Paper |
Moments of 2D parabolic Anderson model
Asymptotic Analysis | 2018-10-12 | Paper |
Global well-posedness for the mass-critical stochastic nonlinear Schr\"odinger equation on $\mathbb{R}$: general $L^2$ data
| 2018-07-11 | Paper |
Inverting the signature of a path
Journal of the European Mathematical Society (JEMS) | 2018-06-21 | Paper |
Construction of \(\Phi^4_3\) diagrams for pedestrians
| 2018-05-24 | Paper |
Large-scale behavior of three-dimensional continuous phase coexistence models
Communications on Pure and Applied Mathematics | 2018-05-04 | Paper |
A risk-reward model with compound interest rate for non-additive two-option ski rental
Information Processing Letters | 2018-04-05 | Paper |
Global well-posedness for the mass-critical stochastic nonlinear Schr\"{o}dinger equation on $\mathbb{R}$: small initial data
| 2018-03-08 | Paper |
A Better bound of randomized algorithms for the multislope ski-rental problem
RAIRO - Theoretical Informatics and Applications | 2018-01-10 | Paper |
A direct consensus framework based on extended MCCM for multiperson decision making problem with different preference representation structures
Journal of Intelligent & Fuzzy Systems | 2017-12-21 | Paper |
Signature inversion for monotone paths
Electronic Communications in Probability | 2017-10-25 | Paper |
Adaptive square-root transformed unscented fastslam with KLD-resampling
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2017-05-23 | Paper |
Research on fuzzy portfolio based on best expected satisfaction level and background risk
| 2017-05-17 | Paper |
Hyperbolic development and inversion of signature
Journal of Functional Analysis | 2017-02-17 | Paper |
An incomplete multi-granular linguistic model and its application in emergency decision of unconventional outburst incidents
Journal of Intelligent & Fuzzy Systems | 2017-01-04 | Paper |
Research on fuzzy portfolio based on the background risk and elastic increment
Mathematics in Practice and Theory | 2016-10-06 | Paper |
A fuzzy portfolio selection model with background risk
Applied Mathematics and Computation | 2016-06-22 | Paper |
Some weight-preserving properties for prioritization methods in judgement matrix
| 2015-10-28 | Paper |
Rate of convergence for the maximum likelihood estimator in fractional Ornstein-Uhlenbeck processes
| 2015-10-28 | Paper |
A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
Fuzzy Sets and Systems | 2015-06-23 | Paper |
Concentration and exact convergence rates for expected Brownian signatures
Electronic Communications in Probability | 2015-02-03 | Paper |
A simple proof of distance bounds for Gaussian rough paths
Electronic Journal of Probability | 2014-01-17 | Paper |
A uniform estimate for rough paths
Bulletin des Sciences Mathématiques | 2014-01-08 | Paper |
A class of on-line portfolio selection algorithms based on linear learning
Applied Mathematics and Computation | 2014-01-02 | Paper |
On the Number of Turns in Reduced Random Lattice Paths
Journal of Applied Probability | 2013-06-26 | Paper |
A risk-reward model for the on-line leasing of depreciable equipment
Information Processing Letters | 2013-04-04 | Paper |
Fuzzy multi-period portfolio selection optimization models using multiple criteria
Automatica | 2013-01-21 | Paper |
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
European Journal of Operational Research | 2012-12-29 | Paper |
Optimal randomized algorithm for a generalized ski-rental with interest rate
Information Processing Letters | 2012-07-25 | Paper |
Risk-reward models for on-line leasing of depreciable equipment
Computers & Mathematics with Applications | 2012-05-28 | Paper |
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
Insurance Mathematics \& Economics | 2012-02-10 | Paper |
Pricing geometric average Asian warranties under fractional Brownian motion
| 2012-01-27 | Paper |
Inversion of signature for paths of bounded variation
| 2011-12-02 | Paper |
Competitive strategy for on-line leasing of depreciable equipment
Mathematical and Computer Modelling | 2011-11-11 | Paper |
Competitive analysis for online leasing problem with compound interest rate
Abstract and Applied Analysis | 2011-09-09 | Paper |
Uncertainty portfolio model in cross currency markets
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2011-02-02 | Paper |
Bi-objective portfolio of risky securities with lower bound and empirical study
| 2010-11-05 | Paper |
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Computational Economics | 2010-10-26 | Paper |
A study of Greek letters of currency option under uncertainty environments
Mathematical and Computer Modelling | 2010-07-16 | Paper |
An amendatory branch and bound algorithm for MAD model with concave transaction costs and bounded assets constraints
| 2010-02-25 | Paper |
A jump-diffusion model for option pricing under fuzzy environments
Insurance Mathematics \& Economics | 2009-06-10 | Paper |
The On-Line Rental Problem with Risk and Probabilistic Forecast
Frontiers in Algorithmics | 2009-03-10 | Paper |
System optimization on distribution center of retail
| 2009-02-03 | Paper |
On the on-line rent-or-buy problem in probabilistic environments
Journal of Global Optimization | 2007-11-14 | Paper |
scientific article; zbMATH DE number 5198600 (Why is no real title available?)
| 2007-10-09 | Paper |
scientific article; zbMATH DE number 5181065 (Why is no real title available?)
| 2007-08-20 | Paper |
scientific article; zbMATH DE number 5116696 (Why is no real title available?)
| 2007-01-19 | Paper |
Weighted portfolio selection for return rate with fuzzy number
| 2006-03-01 | Paper |
scientific article; zbMATH DE number 1816732 (Why is no real title available?)
| 2001-01-01 | Paper |
Periodic homogenisation for two dimensional generalised parabolic Anderson model
| N/A | Paper |
Sharp interface limit for $1$D stochastic Allen-Cahn equation in full small noise regime
| N/A | Paper |
Hairer-Quastel universality for KPZ -- polynomial smoothing mechanisms, general nonlinearities and Poisson noise
| N/A | Paper |
