Zankan Nie

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Person:881903

Available identifiers

zbMath Open nie.zankanMaRDI QIDQ881903

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q50986022022-09-01Paper
https://portal.mardi4nfdi.de/entity/Q36223102009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q35405022008-11-24Paper
https://portal.mardi4nfdi.de/entity/Q54359592008-01-14Paper
Convergence of approximate solutions to stochastic delay differential equations with Poisson jump2007-12-07Paper
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem2007-05-18Paper
Optimal search procedure on coin-weighing problem2006-10-05Paper
Ulam-Rényi problem on searching with errors and optimal error-correcting codes2006-08-28Paper
Attractor of stochastic differential delay equations with Markov jumping parameters2006-03-09Paper
Searching for two counterfeit coins with two-arms balance2005-12-27Paper
https://portal.mardi4nfdi.de/entity/Q57092742005-11-29Paper
On admissible efficient portfolio selection policy2005-11-16Paper
Multi-asset investment-consumption model with transaction costs2005-09-29Paper
Searching for a counterfeit coin with two unreliable weighings2005-09-28Paper
https://portal.mardi4nfdi.de/entity/Q54661692005-08-23Paper
https://portal.mardi4nfdi.de/entity/Q46796162005-06-21Paper
https://portal.mardi4nfdi.de/entity/Q46797122005-06-21Paper
https://portal.mardi4nfdi.de/entity/Q46757372005-05-06Paper
https://portal.mardi4nfdi.de/entity/Q46636052005-04-04Paper
https://portal.mardi4nfdi.de/entity/Q46629332005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q46510662005-02-21Paper
On admissible efficient portfolio selection problem2005-01-17Paper
https://portal.mardi4nfdi.de/entity/Q48304792004-12-10Paper
Convergence of the Euler scheme for stochastic functional partial differential equations2004-10-13Paper
https://portal.mardi4nfdi.de/entity/Q48107682004-08-16Paper
Optimal detection of two counterfeit coins with two-arms balance.2004-03-14Paper
https://portal.mardi4nfdi.de/entity/Q44539822004-03-07Paper
https://portal.mardi4nfdi.de/entity/Q44092362003-10-14Paper
https://portal.mardi4nfdi.de/entity/Q44253182003-09-24Paper
https://portal.mardi4nfdi.de/entity/Q44269982003-09-18Paper
https://portal.mardi4nfdi.de/entity/Q44268722003-09-17Paper
https://portal.mardi4nfdi.de/entity/Q44835502003-08-20Paper
https://portal.mardi4nfdi.de/entity/Q47922082003-02-11Paper
https://portal.mardi4nfdi.de/entity/Q47805782003-01-30Paper
https://portal.mardi4nfdi.de/entity/Q31481292003-01-29Paper
https://portal.mardi4nfdi.de/entity/Q47916172003-01-28Paper
https://portal.mardi4nfdi.de/entity/Q45458592002-12-15Paper
Set-valued measures generated by set-valued increasing processes2002-11-25Paper
https://portal.mardi4nfdi.de/entity/Q45440822002-08-11Paper
https://portal.mardi4nfdi.de/entity/Q45439972002-08-11Paper
The MAP/PH(PH/PH)/1 discrete-time queueing system with repairable server2001-09-19Paper
Further results on convergence analysis of genetic algorithms based on an axiomatisation model2001-07-30Paper
A new estimate of shape parameter in the family of gamma distributions2001-07-19Paper
Existence, uniqueness and stability of solutions to two-parameter stochastic integrodifferential equations2001-07-01Paper
https://portal.mardi4nfdi.de/entity/Q45167472000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q42650471999-10-07Paper
https://portal.mardi4nfdi.de/entity/Q42651851999-10-07Paper
https://portal.mardi4nfdi.de/entity/Q43674521998-09-30Paper
https://portal.mardi4nfdi.de/entity/Q43549071998-04-20Paper
https://portal.mardi4nfdi.de/entity/Q43330971997-08-17Paper
https://portal.mardi4nfdi.de/entity/Q42788781994-03-22Paper
https://portal.mardi4nfdi.de/entity/Q40250911993-02-18Paper
https://portal.mardi4nfdi.de/entity/Q40082681992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q33497071990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38303131988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37665981987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47435191982-01-01Paper

Research outcomes over time

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