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