Xiangfeng Yang

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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!

PublicationDate of PublicationType
An efficient uncertain chance constrained geometric programming model based on value-at-risk for truss structure optimization problems
Journal of Computational and Applied Mathematics
2025-01-16Paper
Uncertain bass model with application to new energy vehicle sales forecasting
Information Sciences
2025-01-08Paper
On the ratio of extremal eigenvalues of \(\beta \)-Laguerre ensembles
Theory of Probability and Mathematical Statistics
2024-11-06Paper
Pricing of shout option in uncertain financial market
Fuzzy Optimization and Decision Making
2024-09-16Paper
A concept of nucleolus for uncertain coalitional game with application to profit allocation
Information Sciences
2024-02-28Paper
Large deviations for Brownian bridges with prescribed terminal densities
 
2024-02-12Paper
Large deviations of extremal eigenvalues of sample covariance matrices
Journal of Applied Probability
2024-01-12Paper
Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption
Fuzzy Optimization and Decision Making
2023-11-29Paper
Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2023-01-31Paper
Uncertain Autoregressive Model via LASSO Procedure
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2023-01-31Paper
Pricing and recovery in a dual-channel closed-loop supply chain under uncertain environment
Soft Computing
2022-11-22Paper
Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation
Soft Computing
2022-11-22Paper
Variable selection in uncertain regression analysis with imprecise observations
Soft Computing
2022-11-22Paper
The inventory replenishment policy in an uncertain production-inventory-routing system
Journal of Industrial and Management Optimization
2022-10-10Paper
Pricing, carbon emission reduction and recycling decisions in a closed-loop supply chain under uncertain environment
Journal of Industrial and Management Optimization
2022-10-10Paper
Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
Journal of Computational and Applied Mathematics
2022-10-06Paper
Cross validation for uncertain autoregressive model
Communications in Statistics. Simulation and Computation
2022-09-14Paper
Pricing of equity swaps in uncertain financial market
Chaos, Solitons and Fractals
2022-09-02Paper
Equity warrants pricing problem of mean-reverting model in uncertain environment
Physica A
2022-08-08Paper
Reliability analysis of the uncertain heat conduction model
Computers & Mathematics with Applications
2022-08-02Paper
Least absolute deviations estimation for uncertain autoregressive model
Soft Computing
2022-07-21Paper
Parameter estimation in uncertain delay differential equations via the method of moments
Applied Mathematics and Computation
2022-07-11Paper
Least-squares estimation for uncertain moving average model
Communications in Statistics: Theory and Methods
2022-05-25Paper
Parameter estimation of uncertain differential equation with application to financial market
Chaos, Solitons and Fractals
2022-04-07Paper
The almost sure stability for uncertain delay differential equations based on normal Lipschitz conditions
Applied Mathematics and Computation
2022-03-03Paper
Reliability index and option pricing formulas of the first-hitting time model based on the uncertain fractional-order differential equation with Caputo type
Fractals
2022-01-27Paper
Moment estimation in uncertain differential equations based on the Milstein scheme
Applied Mathematics and Computation
2022-01-27Paper
On a type of superlinear growth variational problems
Quaestiones Mathematicae
2022-01-24Paper
Large-deviation asymptotics of condition numbers of random matrices
Journal of Applied Probability
2021-12-01Paper
A relation between moments of Liu process and Bernoulli numbers
Fuzzy Optimization and Decision Making
2021-11-29Paper
Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market
Mathematics and Computers in Simulation
2021-11-22Paper
A linear uncertain pharmacokinetic model driven by Liu process
Applied Mathematical Modelling
2021-11-15Paper
Uncertain chemical reaction equation
Applied Mathematics and Computation
2021-11-15Paper
Reciprocal Chains: Foundations
IEEE Transactions on Automatic Control
2021-03-12Paper
A Dufort-Frankel scheme for one-dimensional uncertain heat equation
Mathematics and Computers in Simulation
2021-03-06Paper
Asian-barrier option pricing formulas of uncertain financial market
Chaos, Solitons and Fractals
2020-12-02Paper
Uncertain population model
Soft Computing
2020-07-16Paper
General large deviations of longest gaps in homogeneous Poisson processes
Journal of Mathematical Analysis and Applications
2020-05-27Paper
Power option pricing problem based on uncertain mean-reverting stock model with floating interest rate
Proceedings of the Sixth International Forum on Decision Sciences
2019-11-20Paper
Numerical method for solving uncertain spring vibration equation
Applied Mathematics and Computation
2019-11-15Paper
Stability in measure for uncertain heat equations
Discrete and Continuous Dynamical Systems. Series B
2019-10-10Paper
Uncertain time series analysis with imprecise observations
Fuzzy Optimization and Decision Making
2019-09-10Paper
On longest matching consecutive subsequence
International Journal of Number Theory
2019-08-30Paper
Solving uncertain heat equation via numerical method
Applied Mathematics and Computation
2019-08-14Paper
Extreme values problem of uncertain heat equation
Journal of Industrial and Management Optimization
2019-07-25Paper
scientific article; zbMATH DE number 7047644 (Why is no real title available?)
 
2019-04-24Paper
Adams method for solving uncertain differential equations
Applied Mathematics and Computation
2019-03-20Paper
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
Soft Computing
2018-10-23Paper
Uncertain partial differential equation with application to heat conduction
Fuzzy Optimization and Decision Making
2018-10-16Paper
Weather derivatives pricing using regime switching model
Monte Carlo Methods and Applications
2018-04-25Paper
Stability in inverse distribution for uncertain differential equations
Journal of Intelligent & Fuzzy Systems
2017-12-14Paper
An optimal relation between small deviations and large deviations
 
2017-10-20Paper
Asymptotic expansions for Laplace transforms of Markov processes
Journal of Mathematical Analysis and Applications
2017-09-25Paper
The stability of multifactor uncertain differential equation
Journal of Intelligent & Fuzzy Systems
2017-05-18Paper
A Gaussian expectation product inequality
Statistics \& Probability Letters
2017-02-28Paper
Some results of moments of uncertain set
Journal of Intelligent & Fuzzy Systems
2017-01-04Paper
Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
Journal of Applied Probability
2016-12-09Paper
Proof of Gaussian moment product conjecture
 
2016-09-29Paper
A general large deviation principle for longest runs
Statistics \& Probability Letters
2016-04-22Paper
Large deviations for Bernstein bridges
Stochastic Processes and their Applications
2016-04-04Paper
Credibilistic bimatrix game with asymmetric information: Bayesian optimistic equilibrium strategy
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2015-10-21Paper
Upper tail probabilities of integrated Brownian motions
Science China. Mathematics
2015-08-04Paper
On the large deviation principle of generalized Brownian bridges
Journal of Mathematical Analysis and Applications
2015-07-06Paper
Exact upper tail probabilities of random series
Statistics \& Probability Letters
2015-05-18Paper
Conditional persistence of Gaussian random walks
Electronic Communications in Probability
2015-02-03Paper
Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation
 
2015-01-26Paper
Probabilities of hitting a convex hull
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2014-11-11Paper
Large deviations for Markov bridges with jumps
Journal of Mathematical Analysis and Applications
2014-08-29Paper
Comparison for upper tail probabilities of random series
Journal of the Korean Statistical Society
2014-08-07Paper
Precise large deviations for Ornstein-Uhlenbeck processes
Kodai Mathematical Journal
2014-01-17Paper
Itô formulas for functionals of elliptic diffusions
 
2013-05-07Paper
Precise asymptotics for large deviations of integral forms
 
2012-11-23Paper
Limit theorems with asymptotic expansions for stochastic processes
Stochastic Processes and their Applications
2012-11-15Paper
Integral convergence related to weak convergence of measures
Applied Mathematical Sciences (Ruse)
2012-07-11Paper
An elementary proof of the lower bound of Cramér's theorem in \(\mathbb R^d\)
Statistics \& Probability Letters
2012-05-18Paper
Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
Potential Analysis
2009-04-24Paper
\(p\)-variation of an integral functional driven by fractional Brownian motion
Statistics \& Probability Letters
2008-06-19Paper
Some remarks on local time-space calculus
Statistics \& Probability Letters
2008-01-28Paper


Research outcomes over time


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