Publications

Journal Articles

  1. & On weak solutions of stochastic differential equations with sharp drift coefficients.
  2. & Impacts of noise on ordinary differential equations. Dynamic Systems and Applications
  3. & Characterizing the path-indpendent property of the Girsanov density for degenerated stochastic differential equations. Statistics & Probability Letters 133(2), 71-79.
  4. & Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion. Stochastics and Dynamics, 1750013
  5. & Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles. Journal of Mathematical Analysis and Applications 447(1), 243-268.
  6. & Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps. Statistics & Probability Letters 119, 326-333.
  7. & Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition. Journal of Functional Analysis 271(8), 2308-2338.
  8. & On-Line Portfolio Selection for a Currency Exchange Market. Journal of Mathematical Finance 06(04), 471-488.
  9. & On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations. Advances in Difference Equations 2016(1)
  10. & On a stochastic nonlocal conservation law in a bounded domain. Bulletin des Sciences Mathématiques
  11. & Molecular Versus Electromagnetic Wave Propagation Loss in Macro-Scale Environments. IEEE Transactions on Molecular, Biological and Multi-Scale Communications 1(1), 18-25.
  12. & Model selection and estimation in high dimensional regression models with group SCAD. Statistics & Probability Letters 103, 86-92.
  13. & A comparison of two no-arbitrage conditions. Frontiers of Mathematics in China 9(4), 929-946.
  14. & Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations. Frontiers of Mathematics in China 9(3), 601-622.
  15. & New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients. Stochastic Processes and their Applications 124(12), 4030-4049.
  16. & Reliable communication envelopes of molecular diffusion channels. ELECTRONICS LETTERS 49(19), 1248-1249.
  17. & Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions. Mathematical and Computer Modelling 57(3-4), 570-583.
  18. & A link of stochastic differential equations to nonlinear parabolic equations. Science China Mathematics 55(10), 1971-1976.
  19. & On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in Rd. Bulletin des Sciences Mathématiques 136(5), 484-506.
  20. & An ergodic theorem of a parabolic Anderson model driven by Lévy noise. Frontiers of Mathematics in China 6(6), 1147-1183.
  21. & Log-Harnack inequality for stochastic Burgers equations and applications. Journal of Mathematical Analysis and Applications 384(1), 151-159.
  22. & On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions. Intelligent Information Management 02(02), 149-158.
  23. & Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients. Journal of Mathematical Analysis and Applications 371(1), 309-322.
  24. & Pricing CDO tranches in an intensity based model with the mean reversion approach. Mathematical and Computer Modelling 52(5-6), 814-825.
  25. & Stochastic control of SDEs associated with Lévy generators and application to financial optimization. Frontiers of Mathematics in China
  26. & Solving a non-linear stochastic pseudo-differential equation of Burgers type. Stochastic Processes and their Applications
  27. & On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions. Intelligent Information Management
  28. & Compactness of Schrödinger semigroups with unbounded below potentials. Bulletin des Sciences Mathématiques 132(8), 679-689.
  29. & SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE. Stochastics and Dynamics
  30. & An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes. Stochastic Analysis and Applications 26(3), 471-494.
  31. & MARTINGALE PROPERTY OF EMPIRICAL PROCESSES. Transactions of the American Mathematical Society 359(2), 517-527.
  32. A hyperfinite flat integral for generalized random fields. Journal of Mathematical Analysis and Applications 330(1), 133-143.
  33. & Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization. Frontiers of Mathematics in China
  34. & On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws. Journal of Functional Analysis 238(2), 612-635.

Book Chapters

  1. Lévy white noise, elliptic SPDEs, and Euclidean random fields. In Singapore: World Scientific Co. Pte. Ltd..
  2. & On Stochastic Differential Equations and a Generalised Burgers Equation. In Tusheng Zhang and Xunyu Zhou (Ed.), Stochastic Analysis and Applications to Finance. (pp. 425-435). Singapore: World Scientific Co. Pte. Ltd..