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Showing results 1 to 20 of 31  next >
Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
2005Accelerating diffusionsHwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, S. -J. ANNALS OF APPLIED PROBABILITY 15(2), 1433-1444
1993Accelerating Gaussian diffusionsHwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, Shuenn-Jyi Ann. Applied Probab. 3(3), 897-913
1997Asymptotics for the principal eigenvalue and eigen function of a nearly first order operator with large potentialFleming, Wendell H.; Sheu, Shuenn-Jyi Ann. Probab. 25(4), 1953-1994
2009Asymptotics of the Probability Minimizing a “Down-side” RiskHata, Hiroaki; Nagai, Hideo; Sheu, Shuenn-Jyi ANNALS OF APPLIED PROBABILITY 25(1), 52-89
1994Brownian motion on pseudohermitian manifoldsCheng, Jih-Hsin ; Sheu, Shuenn-Jyi incomplete draft  
2005Differential games of inf-sup type and Issacs equationsKaise, Hidehiro; Sheu, Shuenn-Jyi Applied Mathematics and Optimization 52(1), 1-22
1987Diffusion for Global Optimization in $\mathbb{R}^n $Chiang, Tzuu-Shuh ; Hwang, Chii-Ruey ; Sheu, Shuenn-Jyi SIAM Journal on Control and Optimization 25(3), 737-753
2000Diffusion processes on graphs: stochastic differential equations, large deviation principleFreidlin, M.; Sheu, Shuenn-Jyi Probability Theory and Related Fields 116(2), 181-220
2008Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic VolatilitySheu, Shuenn-Jyi ; Hata, H.Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic Volatility
2009Ergodic type of Bellman equations of first order with quadratic HamiltonianKaise, H.; Sheu, Shuenn-Jyi APPLIED MATHEMATICS AND OPTIMIZATION 59(1), 37-73
2004Evaluation of  large time expectations for diffusion processesKaise, H.; Sheu, Shuenn-Jyi preprint.  
-Fluctuation of diffusion processesChiang, Tzuu-Shuh ; Sheu, S. J. in preparation.  
2009Hamilton-Jacobi-Bellman equation of an optimal consumption problemSheu, Shuenn-Jyi Hamilton-Jacobi-Bellman equation of an optimal consumption problem,          (          ), 0-0
2001Large deviation of diffusion processes with discontinuous driftChiang, Tzuu-Shuh ; Sheu, S. J. Stochastic Analysis and Related Topics VII, The Silivri Workshop. Birkhauser, 159-175
2000Large deviation of diffusion processes with discontinuous drift and their occupation times.Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi Ann. of Probab. 28, 140-165
1997Large deviation of small perturbation of some unstalbe systemsChiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi Journal of Stochastcic Analysis and Applications 15(1), 31-50
1988Large deviation of some infinite-dimensional markov processesChiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi Stochastics 23(2), 159-178
2009Max-plus stochastic control and risk senstitivitySheu, Shuenn-Jyi ; Fleming, W. H.; Hata, H.Max-plus stochastic control and risk senstitivity,          (          ), 0-0
1985On the eigenvalues and eigenfunctions of a singular perturbated integral equationChow, Yunshyong ; Sheu, Shuenn-Jyi J. Integral Equations 9(3), 199-212
1998On the Geometrical Convergence of Gibbs Sampler inRdHwang, Chii-Ruey ; Sheu, Shuenn-Jyi J. Multivariate Analysis 66(1), 22-37
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