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  1. Scholars Hub of the Academia Sinica
Academia Sinica / Division of Mathematics and Physical Sciences / Institute of Mathematics

Sheu, Shuenn-Jyi

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  • Publications 31
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  • 27 sheu, shuenn-jyi
  • 8 chiang, tzuu-shuh
  • 6 hwang, chii-ruey
  • 3 kaise, h.
  • 3 sheu, s. j.
  • 2 fleming, w. h.
  • 2 fleming, wendell h.
  • 2 hata, h.
  • 2 hwang-ma, s. -y.
  • 2 kaise, hidehiro
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By Issue Date

  • 20 2000 - 2025
  • 10 1923 - 1999

By Type

  • 28 期刊論文/journal paper
  • 3 技術報告/technical report

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Results 1-31 of 31 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12010The behavior of the spectral gap under growing driftFranke, Brice; Hwang, Chii-Ruey ; Pai, Hui-Ming; Sheu, Shuenn-Jyi TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 362(3), 1325-1350
22009Max-plus stochastic control and risk senstitivitySheu, Shuenn-Jyi ; Fleming, W. H.; Hata, H.Max-plus stochastic control and risk senstitivity,          (          ), 0-0
32009Hamilton-Jacobi-Bellman equation of an optimal consumption problemSheu, Shuenn-Jyi Hamilton-Jacobi-Bellman equation of an optimal consumption problem,          (          ), 0-0
42009Ergodic type of Bellman equations of first order with quadratic HamiltonianKaise, H.; Sheu, Shuenn-Jyi APPLIED MATHEMATICS AND OPTIMIZATION 59(1), 37-73
52009Asymptotics of the Probability Minimizing a “Down-side” RiskHata, Hiroaki; Nagai, Hideo; Sheu, Shuenn-Jyi ANNALS OF APPLIED PROBABILITY 25(1), 52-89
62008Down-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
72006Price systems for markets with transaction costs and control problems for some finance problemsChiang, Tzuu-Shuh ; Shiu, Shang-Yuan; Sheu, Shuenn-Jyi Institute of Mathematical Statistics Lecture Notes - Monograph Series 52, 257-271
82006On the structure of solutions of ergodic type Bellman equations related to risk-sensitive controlKaise, Hidehiro; Sheu, Shuenn-Jyi Ann. Probab 34(1), 284-320
92005Differential games of inf-sup type and Issacs equationsKaise, Hidehiro; Sheu, Shuenn-Jyi Applied Mathematics and Optimization 52(1), 1-22
102005Accelerating diffusionsHwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, S. -J. ANNALS OF APPLIED PROBABILITY 15(2), 1433-1444
112004Evaluation of  large time expectations for diffusion processesKaise, H.; Sheu, Shuenn-Jyi preprint.  
122004Risk sensitive optimal investment: solutions of the dynamical programming equationSheu, Shuenn-Jyi ; Kaise, H.Mathematics of Finance (Contemporary Mathematics AMS) 351, 217-230
132003Risk sensitive portfolio management with Cox-Ingersoll-Ross interest ratesBielecki, Tomasz R.; Pliska, Stanley R.; Sheu, Shuenn-Jyi SIAM J. Control Optim. 44(5), 1811-1843
142002Risk sensitive control and an investment model(II)W. H. Fleming; Sheu, Shuenn-Jyi Ann. Applied Probability 12(2), 730-767
152002Small perturbation of diffusions in inhomogeneous mediaChiang, Tzuu-Shuh ; Sheu, S. J. Annales de l'Institut Henri Poincare (B) Probability and Statistics 38(3), 285-318
162001Large deviation of diffusion processes with discontinuous driftChiang, Tzuu-Shuh ; Sheu, S. J. Stochastic Analysis and Related Topics VII, The Silivri Workshop. Birkhauser, 159-175
172000Risk-sensitive control and an optimal investment modelSheu, Shuenn-Jyi ; Fleming, W. H.Math. Finance 10(2), 197-213
182000Diffusion processes on graphs: stochastic differential equations, large deviation principleFreidlin, M.; Sheu, Shuenn-Jyi Probability Theory and Related Fields 116(2), 181-220
192000Large deviation of diffusion processes with discontinuous drift and their occupation times.Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi Ann. of Probab. 28, 140-165
202000On the number of equilibrium states in weakly coupled random networksDate, Akira; Hwang, Chii-Ruey ; Sheu, Shuenn-Jyi Statistics and Probability Letters 49, 291-297
211999Optimal long term growth rate of expected utility of wealthFleming, Wendell H.; Sheu, Shuenn-Jyi Ann. Applied Probab. 9(3), 871-903
221999On the solutions of an equation arising from the singular limit of some eigen problemsSheu, Shuenn-Jyi ; Wentzell, A. D.Stochastic Analysis, Control, Optimization and Applications(A volume in Honor of W. H. Fleming Birkhaeuser, Boston), 135-151
231998On the Geometrical Convergence of Gibbs Sampler inRdHwang, Chii-Ruey ; Sheu, Shuenn-Jyi J. Multivariate Analysis 66(1), 22-37
241997Large deviation of small perturbation of some unstalbe systemsChiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi Journal of Stochastcic Analysis and Applications 15(1), 31-50
251997Asymptotics 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
261994Brownian motion on pseudohermitian manifoldsCheng, Jih-Hsin ; Sheu, Shuenn-Jyi incomplete draft  
271993Accelerating Gaussian diffusionsHwang, Chii-Ruey ; Hwang-Ma, S. -Y.; Sheu, Shuenn-Jyi Ann. Applied Probab. 3(3), 897-913
281988Large deviation of some infinite-dimensional markov processesChiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi Stochastics 23(2), 159-178
291987Diffusion 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
301985On the eigenvalues and eigenfunctions of a singular perturbated integral equationChow, Yunshyong ; Sheu, Shuenn-Jyi J. Integral Equations 9(3), 199-212
31-Fluctuation of diffusion processesChiang, Tzuu-Shuh ; Sheu, S. J. in preparation.  

 

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