Results 1-28 of 28 (Search time: 0.002 seconds).
| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link | |
|---|---|---|---|---|---|---|---|
| 1 | 2005 | Accelerating diffusions | Hwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, S. -J. | ANNALS OF APPLIED PROBABILITY 15(2), 1433-1444 | |||
| 2 | 1993 | Accelerating Gaussian diffusions | Hwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, Shuenn-Jyi | Ann. Applied Probab. 3(3), 897-913 | |||
| 3 | 1997 | Asymptotics for the principal eigenvalue and eigen function of a nearly first order operator with large potential | Fleming, Wendell H.; Sheu, Shuenn-Jyi | Ann. Probab. 25(4), 1953-1994 | |||
| 4 | 2009 | Asymptotics of the Probability Minimizing a “Down-side” Risk | Hata, Hiroaki; Nagai, Hideo; Sheu, Shuenn-Jyi | ANNALS OF APPLIED PROBABILITY 25(1), 52-89 | |||
| 5 | 1994 | Brownian motion on pseudohermitian manifolds | Cheng, Jih-Hsin ; Sheu, Shuenn-Jyi | incomplete draft | |||
| 6 | 2005 | Differential games of inf-sup type and Issacs equations | Kaise, Hidehiro; Sheu, Shuenn-Jyi | Applied Mathematics and Optimization 52(1), 1-22 | |||
| 7 | 1987 | Diffusion 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 | |||
| 8 | 2000 | Diffusion processes on graphs: stochastic differential equations, large deviation principle | Freidlin, M.; Sheu, Shuenn-Jyi | Probability Theory and Related Fields 116(2), 181-220 | |||
| 9 | 2009 | Ergodic type of Bellman equations of first order with quadratic Hamiltonian | Kaise, H.; Sheu, Shuenn-Jyi | APPLIED MATHEMATICS AND OPTIMIZATION 59(1), 37-73 | |||
| 10 | 2004 | Evaluation of large time expectations for diffusion processes | Kaise, H.; Sheu, Shuenn-Jyi | preprint. | |||
| 11 | - | Fluctuation of diffusion processes | Chiang, Tzuu-Shuh ; Sheu, S. J. | in preparation. | |||
| 12 | 2001 | Large deviation of diffusion processes with discontinuous drift | Chiang, Tzuu-Shuh ; Sheu, S. J. | Stochastic Analysis and Related Topics VII, The Silivri Workshop. Birkhauser, 159-175 | |||
| 13 | 2000 | Large deviation of diffusion processes with discontinuous drift and their occupation times. | Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi | Ann. of Probab. 28, 140-165 | |||
| 14 | 1997 | Large deviation of small perturbation of some unstalbe systems | Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi | Journal of Stochastcic Analysis and Applications 15(1), 31-50 | |||
| 15 | 1988 | Large deviation of some infinite-dimensional markov processes | Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi | Stochastics 23(2), 159-178 | |||
| 16 | 1985 | On the eigenvalues and eigenfunctions of a singular perturbated integral equation | Chow, Yunshyong ; Sheu, Shuenn-Jyi | J. Integral Equations 9(3), 199-212 | |||
| 17 | 1998 | On the Geometrical Convergence of Gibbs Sampler inRd | Hwang, Chii-Ruey ; Sheu, Shuenn-Jyi | J. Multivariate Analysis 66(1), 22-37 | |||
| 18 | 2000 | On the number of equilibrium states in weakly coupled random networks | Date, Akira; Hwang, Chii-Ruey ; Sheu, Shuenn-Jyi | Statistics and Probability Letters 49, 291-297 | |||
| 19 | 1999 | On the solutions of an equation arising from the singular limit of some eigen problems | Sheu, Shuenn-Jyi ; Wentzell, A. D. | Stochastic Analysis, Control, Optimization and Applications(A volume in Honor of W. H. Fleming Birkhaeuser, Boston), 135-151 | |||
| 20 | 2006 | On the structure of solutions of ergodic type Bellman equations related to risk-sensitive control | Kaise, Hidehiro; Sheu, Shuenn-Jyi | Ann. Probab 34(1), 284-320 | |||
| 21 | 1999 | Optimal long term growth rate of expected utility of wealth | Fleming, Wendell H.; Sheu, Shuenn-Jyi | Ann. Applied Probab. 9(3), 871-903 | |||
| 22 | 2006 | Price systems for markets with transaction costs and control problems for some finance problems | Chiang, Tzuu-Shuh ; Shiu, Shang-Yuan; Sheu, Shuenn-Jyi | Institute of Mathematical Statistics Lecture Notes - Monograph Series 52, 257-271 | |||
| 23 | 2002 | Risk sensitive control and an investment model(II) | W. H. Fleming; Sheu, Shuenn-Jyi | Ann. Applied Probability 12(2), 730-767 | |||
| 24 | 2004 | Risk sensitive optimal investment: solutions of the dynamical programming equation | Sheu, Shuenn-Jyi ; Kaise, H. | Mathematics of Finance (Contemporary Mathematics AMS) 351, 217-230 | |||
| 25 | 2003 | Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates | Bielecki, Tomasz R.; Pliska, Stanley R.; Sheu, Shuenn-Jyi | SIAM J. Control Optim. 44(5), 1811-1843 | |||
| 26 | 2000 | Risk-sensitive control and an optimal investment model | Sheu, Shuenn-Jyi ; Fleming, W. H. | Math. Finance 10(2), 197-213 | |||
| 27 | 2002 | Small perturbation of diffusions in inhomogeneous media | Chiang, Tzuu-Shuh ; Sheu, S. J. | Annales de l'Institut Henri Poincare (B) Probability and Statistics 38(3), 285-318 | |||
| 28 | 2010 | The behavior of the spectral gap under growing drift | Franke, Brice; Hwang, Chii-Ruey ; Pai, Hui-Ming; Sheu, Shuenn-Jyi | TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 362(3), 1325-1350 |
