Terence Chan

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
Smoothness of scale functions for spectrally negative Lévy processes Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2011-09-27	Paper
Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use ASTIN Bulletin	2009-09-02	Paper
On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. Stochastic Processes and their Applications	2005-02-25	Paper
Scaling limits of Wick ordered KPZ equation Communications in Mathematical Physics	2001-03-02	Paper
Semiflexible polymers in straining flows Journal of Statistical Physics	2000-09-27	Paper
Pricing contingent claims on stocks driven by Lévy processes The Annals of Applied Probability	1999-11-14	Paper
Large deviations and quasi-stationarity for density-dependent birth-death processes The Journal of the Australian Mathematical Society. Series B. Applied Mathematics	1999-05-26	Paper
Some diffusion models for the mabinogion sheep problem of williams Advances in Applied Probability	1996-11-12	Paper
Some asymptotic results related to the law of iterated logarithm for Brownian motion Journal of Theoretical Probability	1996-02-11	Paper
Dynamics of the McKean-Vlasov equation The Annals of Probability	1994-10-24	Paper
Occupation times of compact sets by planar Brownian motion Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1994-09-20	Paper
Occupation times of compact sets by planar Brownian motion Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1994-09-20	Paper
Large deviations for empirical measures with degenerate limiting distribution Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1994-08-11	Paper
On polymer conformations in elongational flows Communications in Mathematical Physics	1994-06-20	Paper
The Wigner semi-circle law and eigenvalues of matrix-valued diffusions Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1993-03-22	Paper
Indefinite quadratic functionals of Gaussian processes and least-action paths Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1992-06-26	Paper
Indefinite quadratic functionals of Gaussian processes and least-action paths Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1992-06-26	Paper
An ornstein-uhlenbeck model for random oscillations Stochastics and Stochastic Reports	1990-01-01	Paper
On multi-dimensional annealing problems Mathematical Proceedings of the Cambridge Philosophical Society	1989-01-01	Paper
A new look at the delay network model of program behaviour Performance Evaluation	1987-01-01	Paper

Research outcomes over time

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