The following pages link to Shengwu He (Q230374):
Displaying 43 items.
- On the optimal parking problem (Q918494) (← links)
- Chaos decomposition and property of predictable representation (Q1118255) (← links)
- Stopped processes of temporally homogeneous Markov jump processes (Q1200713) (← links)
- Thinning of point processes, revisited (Q1286666) (← links)
- A note to differential operators in white noise calculus (Q1335333) (← links)
- (Q1382555) (redirect page) (← links)
- On Poisson approximation to the partial sum process of a Markov chain (Q1382557) (← links)
- (Q2767290) (← links)
- ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL (Q3033158) (← links)
- (Q3221116) (← links)
- (Q3310094) (← links)
- (Q3327471) (← links)
- (Q3333814) (← links)
- Optimization Applications of Compensators of Poisson Random Measures (Q3415919) (← links)
- Thinning of Point Processes—Martingale Method (Q3415961) (← links)
- (Q3468387) (← links)
- (Q3657140) (← links)
- (Q3664137) (← links)
- (Q3664138) (← links)
- (Q3664145) (← links)
- (Q3672987) (← links)
- (Q3678397) (← links)
- (Q3730737) (← links)
- (Q3740738) (← links)
- (Q3779507) (← links)
- (Q3788794) (← links)
- (Q3921913) (← links)
- (Q3923336) (← links)
- The property of predictable representation of the sum of independent semimartingales (Q3933722) (← links)
- (Q3973374) (← links)
- (Q4274285) (← links)
- (Q4349229) (← links)
- (Q4516362) (← links)
- (Q4516470) (← links)
- (Q4516585) (← links)
- (Q4516645) (← links)
- (Q4725415) (← links)
- (Q4742084) (← links)
- Local times of self-intersection for multidimensional Brownian motion (Q4844806) (← links)
- (Q4854287) (← links)
- (Q4861757) (← links)
- The characterizations of Laplacians in white noise analysis (Q5285306) (← links)
- Locally risk-minimizing strategies in discrete time incomplete financial markets (Q5955928) (← links)
