E-LIB Suche - Ergebnisse für: Yen, Ju-Yi

1

Random Apportionment: A Stochastic Solution to the Balinski..:

Hong, Jyy-I ; Najnudel, Joseph ; Rao, Siang-Mao.
Methodology and Computing in Applied Probability. 25 (2023) 4 - p. , 2023

Link: https://doi.org/10.1007/..

2

Limit theorems of Brownian additive functionals:

Yen, Ju-Yi
Japan Journal of Industrial and Applied Mathematics. 40 (2023) 2 - p. 809-822 , 2023

Link: https://doi.org/10.1007/..

3

On excursions inside an excursion:

Chen, May-Ru ; Yen, Ju-Yi
Stochastic Processes and their Applications. 138 (2021) - p. 96-116 , 2021

Link: https://doi.org/10.1016/..

4

On moments of Brownian functionals and their interpretation..:

Najnudel, Joseph ; Wu, Ching-Tang ; Yen, Ju-Yi
Statistics & Probability Letters. 161 (2020) - p. 108724 , 2020

Link: https://doi.org/10.1016/..

5

A discussion on some simple epidemiological models:

Najnudel, Joseph ; Yen, Ju-Yi
Chaos, Solitons & Fractals. 140 (2020) - p. 110115 , 2020

Link: https://doi.org/10.1016/..

6

Detailed study of a moving average trading rule:

Ferreira, Fernando F. ; Silva, A. Christian ; Yen, Ju-Yi
Quantitative Finance. 18 (2018) 9 - p. 1599-1617 , 2018

Link: https://doi.org/10.1080/..

7

Weak convergence of h-transforms for one-dimensional diffus..:

Yano, Kouji ; Yano, Yuko ; Yen, Ju-Yi
Statistics & Probability Letters. 122 (2017) - p. 152-156 , 2017

Link: https://doi.org/10.1016/..

8

Integral Representations of Certain Measures in the One-Dim..:

, In: Lecture Notes in Mathematics; In Memoriam Marc Yor - Séminaire de Probabilités XLVII,

Salminen, Paavo ; Yen, Ju-Yi ; Yor, Marc - p. 1-15 , 2015

Link: https://doi.org/10.1007/..

9

Local Times and Excursion Theory for Brownian Motion

A Tale of Wiener and Itô Measures Lecture Notes in Mathematics ; 2088;SpringerLink, Bücher

Yen, Ju-Yi ; Yor, Marc , 2013

Link: http://dx.doi.org/10.100..

10

Some examples of Skorokhod embeddings obtained from the Azé..:

Lim, Adrian P.C. ; Yen, Ju-Yi ; Yor, Marc
Stochastic Processes and their Applications. 123 (2013) 2 - p. 329-346 , 2013

Link: https://doi.org/10.1016/..

11

A Variant of Pitman's Theorem on $$(2J_s-R_s,s\ge 0)$$ ( 2 ..:

Yen, Ju-Yi ; Yor, Marc
Journal of Theoretical Probability. 28 (2013) 1 - p. 223-230 , 2013

Link: https://doi.org/10.1007/..

12

On an identity in law between Brownian quadratic functional:

Yen, Ju-Yi ; Yor, Marc
Statistics & Probability Letters. 83 (2013) 9 - p. 2015-2018 , 2013

Link: https://doi.org/10.1016/..

13

MEASURING THE "NON-STOPPING TIMENESS" OF ENDS OF PREVISIBLE..:

Wu, Ching-Tang ; Yen, Ju-Yi ; Yor, Marc
Taiwanese Journal of Mathematics. 15 (2012) 5 - p. 1589-1599 , 2012

Link: https://www.jstor.org/st..

14

Truncation functions and Laplace transform:

Yen, Ju-Yi ; Yor, Marc
Statistics & Probability Letters. 81 (2011) 3 - p. 417-419 , 2011

Link: https://doi.org/10.1016/..

15

Stochastic resonance and the trade arrival rate of stocks:

Christian Silva, A. ; Yen, Ju-Yi J.
Quantitative Finance. 10 (2010) 5 - p. 461-466 , 2010

Link: https://doi.org/10.1080/..