Edit Profile (opens in new tab) He, Shengwu Co-Author Distance Author ID: he.shengwu Published as: He, Shengwu; He, Sheng Wu; He, S. W.; He, Sheng-Wu; He, Sheng-wu; He, S. more...less Documents Indexed: 44 Publications since 1980, including 1 Book Co-Authors: 14 Co-Authors with 37 Joint Publications 477 Co-Co-Authors all top 5 Co-Authors 7 single-authored 21 Wang, Jia-Gang 5 Zheng, Weian 3 Xia, Aihua 3 Yao, Rongqin 2 Li, Jianjun 2 Qian, Zhongmin M. 2 Xia, Jianming 2 Yan, Jia-An 1 Chen, Xiru 1 Qian, Shixian 1 Wang, Jinglong 1 Wang, Zhenpeng 1 Yang, Wenqiang 1 Zhang, Zhiqiang all top 5 Serials 8 Journal of East China Normal University. Natural Science Edition 5 Chinese Journal of Applied Probability and Statistics 3 Chinese Science Bulletin 2 Nagoya Mathematical Journal 2 Chinese Annals of Mathematics 2 Advances in Mathematics (Beijing) 2 Probability in the Engineering and Informational Sciences 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Journal of Time Series Analysis 1 Chinese Annals of Mathematics. Series B 1 Journal of Shanghai Normal University. Natural Sciences Edition 1 Acta Mathematicae Applicatae Sinica. English Series 1 Science in China. Series A 1 Stochastic Processes and their Applications 1 Scientia Sinica. Series A all top 5 Fields 42 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Statistics (62-XX) 1 Measure and integration (28-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 321 times in 313 Documents Cited by ▼ Year ▼ Semimartingale theory and stochastic calculus. Zbl 0781.60002 He, Sheng-wu; Wang, Jia-gang; Yan, Jia-an 280 1992 The property of predictable representation of the sum of independent semimartingales. Zbl 0476.60047 He, Sheng Wu; Wang, Jia Gang 11 1982 Local times of self-intersection for multidimensional Brownian motion. Zbl 0824.60087 He, Shengwu; Yang, Wenqiang; Yao, Rongqin; Wang, Jiagang 9 1995 On embedding a discrete-parameter ARMA model in a continuous-parameter ARMA model. Zbl 0691.62077 He, S. W.; Wang, J. G. 7 1989 On Poisson approximation to the partial sum process of a Markov chain. Zbl 0889.60049 He, S.; Xia, A. 3 1997 Thinning of point processes – martingale method. Zbl 1134.60343 He, Shengwu; Wang, Jiagang 2 1990 Sur la convergence des semimartingales continues dans \(R^ n \)et des martingales dans une variété. Zbl 0512.60031 He, S. W.; Yan, J. A.; Zheng, W. A. 2 1983 Some remarks on single jump processes. Zbl 0512.60019 He, S. W. 1 1983 The characterizations for Laplacians in white noise analysis. Zbl 0864.60057 He, Sheng-Wu; Wang, Jia-Gang; Yao, Rong-Qin 1 1996 Remarques sur la convergence des martingales dans les variétés. Zbl 0544.60052 He, S. W.; Zheng, W. A. 1 1984 Thinning of point processes, revisited. Zbl 0923.60050 He, Shengwu; Wang, Jiagang 1 1996 Locally risk-minimizing strategies in discrete time incomplete financial markets. Zbl 1017.91030 He, Shengwu; Xia, Jianming 1 1998 On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift. Zbl 0833.60081 Qian, Zhongmin; He, Shengwu 1 1995 The convergence of partial sum processes of Markov chains. Zbl 0839.60063 He, Shengwu; Wang, Jiagang 1 1995 A finite discrete-time model of financial markets. Zbl 1054.91539 He, Shengwu; Li, Jianjun; Xia, Jianming 1 1999 A finite discrete-time model of financial markets. Zbl 1054.91539 He, Shengwu; Li, Jianjun; Xia, Jianming 1 1999 Locally risk-minimizing strategies in discrete time incomplete financial markets. Zbl 1017.91030 He, Shengwu; Xia, Jianming 1 1998 On Poisson approximation to the partial sum process of a Markov chain. Zbl 0889.60049 He, S.; Xia, A. 3 1997 The characterizations for Laplacians in white noise analysis. Zbl 0864.60057 He, Sheng-Wu; Wang, Jia-Gang; Yao, Rong-Qin 1 1996 Thinning of point processes, revisited. Zbl 0923.60050 He, Shengwu; Wang, Jiagang 1 1996 Local times of self-intersection for multidimensional Brownian motion. Zbl 0824.60087 He, Shengwu; Yang, Wenqiang; Yao, Rongqin; Wang, Jiagang 9 1995 On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift. Zbl 0833.60081 Qian, Zhongmin; He, Shengwu 1 1995 The convergence of partial sum processes of Markov chains. Zbl 0839.60063 He, Shengwu; Wang, Jiagang 1 1995 Semimartingale theory and stochastic calculus. Zbl 0781.60002 He, Sheng-wu; Wang, Jia-gang; Yan, Jia-an 280 1992 Thinning of point processes – martingale method. Zbl 1134.60343 He, Shengwu; Wang, Jiagang 2 1990 On embedding a discrete-parameter ARMA model in a continuous-parameter ARMA model. Zbl 0691.62077 He, S. W.; Wang, J. G. 7 1989 Remarques sur la convergence des martingales dans les variétés. Zbl 0544.60052 He, S. W.; Zheng, W. A. 1 1984 Sur la convergence des semimartingales continues dans \(R^ n \)et des martingales dans une variété. Zbl 0512.60031 He, S. W.; Yan, J. A.; Zheng, W. A. 2 1983 Some remarks on single jump processes. Zbl 0512.60019 He, S. W. 1 1983 The property of predictable representation of the sum of independent semimartingales. Zbl 0476.60047 He, Sheng Wu; Wang, Jia Gang 11 1982 all cited Publications top 5 cited Publications all top 5 Cited by 340 Authors 16 Chen, Zhen-Qing 15 Jeanblanc, Monique 11 Fontana, Claudio 9 Bandini, Elena 9 Crepey, Stephane 9 Rutkowski, Marek 9 Song, Shiqi 8 Aksamit, Anna 8 Choulli, Tahir 8 Criens, David 8 Li, Libo 8 Ma, Zhi-Ming 6 Di Tella, Paolo 6 Kuwae, Kazuhiro 6 Ohashi, Alberto Masayoshi F. 6 Russo, Francesco 6 Sun, Wei 5 Deng, Jun 5 Gao, Fuqing 5 Leão, Dorival 5 Zhang, Tusheng S. 4 Bielecki, Tomasz R. 4 Calzolari, Antonella 4 Confortola, Fulvia 4 Engelbert, Hans-Jürgen 4 Feng, Yuhu 4 Kardaras, Constantinos 4 Kuhn, Christoph 4 Nie, Tianyang 4 Niemann, Lars 4 Perkkiö, Ari-Pekka 4 Petrović, Ljiljana 4 Possamaï, Dylan 4 Song, Renming 4 Song, Yuanzhuo 4 Torti, Barbara 4 Valjarević, Dragana 4 Wu, Zhen 3 Becherer, Dirk 3 Bertozzi, Andrea Louise 3 Bock, Wolfgang 3 Chen, Chuanzhong 3 Chen, Xian 3 Cosso, Andrea 3 Delong, Łukasz 3 Fei, Weiyin 3 Fitzsimmons, Patrick J. 3 Grbac, Zorana 3 He, Shengwu 3 Hu, Yaozhong 3 Jakubowski, Jacek 3 Ji, Shaolin 3 Ma, Li 3 Miura, Yusuke 3 Niewȩgłowski, Mariusz Andrzej 3 Papapantoleon, Antonis 3 Pennanen, Teemu 3 Ren, Yaofeng 3 Rheinländer, Thorsten 3 Saplaouras, Alexandros 3 Schmidt, Thorsten 3 Steinicke, Alexander 3 Tang, Shanjian 3 Wang, Chuntian 3 Xiong, Dewen 3 Yan, Jun 2 Albeverio, Sergio A. 2 Armenti, Yannick 2 Biagini, Sara 2 Chen, Zhenlong 2 Coculescu, Delia 2 da Silva, José Luís 2 Dette, Holger 2 Fattler, Torben 2 Fuhrman, Marco 2 Fujii, Masaaki 2 Geiss, Christel 2 Guatteri, Giuseppina 2 Hong, Liang 2 Hubalek, Friedrich 2 Kentia, Klebert 2 Kharroubi, Idris 2 Kiiski, Matti 2 Kohlmann, Michael 2 Lee, Junbeom 2 Lim, Thomas 2 Lowther, George 2 Nualart, David 2 Overbeck, Ludger 2 Pepelyshev, Andrey 2 Robertson, Scott 2 Röder, Jasmin A. L. 2 Sang, Liheng 2 Schweizer, Martin 2 Sgarra, Carlo 2 Shiozawa, Yuichi 2 Short, Martin B. 2 Simas, Alexandre B. 2 Sokol, Alexander 2 Steiger, Gallus ...and 240 more Authors all top 5 Cited in 103 Serials 37 Stochastic Processes and their Applications 12 Journal of Theoretical Probability 12 The Annals of Applied Probability 12 Finance and Stochastics 11 The Annals of Probability 11 Stochastics 10 Electronic Journal of Probability 8 Stochastic Analysis and Applications 7 Stochastics and Dynamics 7 SIAM Journal on Financial Mathematics 6 SIAM Journal on Control and Optimization 6 Statistics & Probability Letters 6 Acta Mathematicae Applicatae Sinica. English Series 5 Journal of Mathematical Analysis and Applications 5 Fuzzy Sets and Systems 5 Journal of Functional Analysis 5 Tôhoku Mathematical Journal. Second Series 5 Insurance Mathematics & Economics 5 Mathematical Finance 5 Probability, Uncertainty and Quantitative Risk 4 Theory of Probability and its Applications 4 Journal of Applied Probability 4 Journal of the Mathematical Society of Japan 4 Probability Theory and Related Fields 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 Lithuanian Mathematical Journal 3 The Annals of Statistics 3 Transactions of the American Mathematical Society 3 Bernoulli 3 Acta Mathematica Sinica. English Series 3 Science China. Mathematics 3 Frontiers of Mathematical Finance 2 Applied Mathematics and Optimization 2 Journal of Differential Equations 2 Journal of Mathematical Economics 2 Proceedings of the American Mathematical Society 2 Indagationes Mathematicae. New Series 2 Discrete and Continuous Dynamical Systems 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 International Journal of Theoretical and Applied Finance 2 Methodology and Computing in Applied Probability 2 Stochastic Models 2 Asia-Pacific Financial Markets 2 Mathematics and Financial Economics 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 Psychometrika 1 Reports on Mathematical Physics 1 Studia Mathematica 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Information Sciences 1 Journal of Computational and Applied Mathematics 1 Journal of Optimization Theory and Applications 1 Journal of Statistical Planning and Inference 1 Mathematische Annalen 1 Nagoya Mathematical Journal 1 Osaka Journal of Mathematics 1 Tamkang Journal of Mathematics 1 Systems & Control Letters 1 Bulletin of the Korean Mathematical Society 1 Journal of Time Series Analysis 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Applied Numerical Mathematics 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Applied Mathematics and Stochastic Analysis 1 European Journal of Applied Mathematics 1 Neural Computation 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Potential Analysis 1 Applied Mathematics. Series B (English Edition) 1 Applicationes Mathematicae 1 Filomat 1 Journal of Convex Analysis 1 Bulletin des Sciences Mathématiques 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 Abstract and Applied Analysis 1 Journal of Inequalities and Applications 1 Probability in the Engineering and Informational Sciences 1 Scandinavian Actuarial Journal 1 Discrete and Continuous Dynamical Systems. Series B 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 The Australian Journal of Mathematical Analysis and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Communications in Computational Physics 1 Networks and Heterogeneous Media 1 Set-Valued and Variational Analysis 1 International Journal of Stochastic Analysis 1 Sankhyā. Series A 1 Mathematical Control and Related Fields 1 Statistics & Risk Modeling ...and 3 more Serials all top 5 Cited in 28 Fields 285 Probability theory and stochastic processes (60-XX) 116 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Systems theory; control (93-XX) 23 Potential theory (31-XX) 22 Statistics (62-XX) 16 Partial differential equations (35-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 10 Numerical analysis (65-XX) 9 Operator theory (47-XX) 6 Measure and integration (28-XX) 4 Operations research, mathematical programming (90-XX) 4 Biology and other natural sciences (92-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Functional analysis (46-XX) 2 Mathematical logic and foundations (03-XX) 2 Computer science (68-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year