1.
On the expected discounted penalty function for a Lévy risk process perturbed by diffusion;
带扰动Lévy风险过程的G-S函数
2.
Construction of Fractional Lévy Noises and Quantum Lévy Processes;
分式Lévy噪声与量子Lévy过程的构造
3.
Research on Barrier Option Valuation Driven by Levy Process;
Lévy过程下的障碍期权定价研究
4.
Existence and Uniqueness of Solutions for FBSDE Driven by a Lévy Process;
Lévy过程驱动下的FBSDE的解的存在唯一性
5.
Study Change Point Detection of Mean Shift in Lévy Stable Process;
Lévy稳定过程均值变点监测研究
6.
Research on Quanto Lookback Option Valuation by Lévy Process;
Lévy过程下的回望式双币期权定价研究
7.
A Stochastic Linear-quadratic Optimal Control Problem with Lévy Process in Infinite Time Horizon;
Lévy过程驱动下的无穷时间区间LQ问题
8.
Dimension Properties of Sample Paths of N-parameter Operator Stable Lévy Processes;
N指标算子稳定Lévy过程样本轨道维数性质
9.
The Asymptotic Estimation of the ARL for the Cuscore Control Charts in Lévy stable process;
Lévy稳定过程中Cuscore控制图平均运行长度的估计
10.
A Notice for a Multicative Function Definded by a Sort of Non-symmetric Lévy Process
关于一类非对称Lévy过程可乘泛函的一个注记
11.
Innovational Representation of Fractional Lévy Processes on Gel'fand Triple
Gelfand三元组上分式Lévy过程的新息表示(英文)
12.
Study On the Change Point Detection of Mean Shift in Léry Stable Process By Cusum Control Chart
CUSUM控制图在Lévy稳定过程中均值变点监测的研究
13.
Comparison Theorem of Backward Doubly Stochastic Differential Equations Driven by Lévy Processes and Application
由Lévy过程驱动的倒向双重随机微分方程的比较定理及其应用
14.
PRICING FOREIGN CURRENCY OPTIONS WITH STOCHASTIC BOND RATES IN EXPONENTIAL LVY MODEL;
基于指数Lévy过程的随机债券利率欧式外币期权定价
15.
Comparison of EWMA and GEWMA in detecing mean shifts of Lévy stable processes
Lévy稳定过程均值变点监测在EWMA和GEWMA控制图中的比较
16.
Comparison of CUSUM and EWMA in Detecting Mean Shifts of Lévy Stable Processes
Lévy稳定过程均值变点监测在CUSUM和EWMA控制图中的比较
17.
Comparison of CUSUM and GLR in detecing mean shifts of Lévy stable processes
Lévy稳定过程均值变点监测在CUSUM和GLR控制图中的比较
18.
Existence and Joint Continuity of Local Time of Multiparameter Fractional Lévy Processes
多参数分数Lévy过程局部时的存在性和联合连续性