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Shi, Zhan

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Author ID: shi.zhan Recent zbMATH articles by "Shi, Zhan"
Published as: Shi, Z.; Shi, Zh.; Shi, Zhan
Homepage: http://www.proba.jussieu.fr/pageperso/zhan/
External Links: MGP · Math-Net.Ru · Wikidata
Documents Indexed: 121 Publications since 1990, including 2 Books

Publications by Year

Citations contained in zbMATH

94 Publications have been cited 972 times in 726 Documents Cited by Year
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
159
1995
Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. Zbl 1169.60021
Hu, Yueyun; Shi, Zhan
73
2009
Interacting Brownian particles and the Wigner law. Zbl 0794.60100
Rogers, L. C. G.; Shi, Z.
44
1993
Branching Brownian motion seen from its tip. Zbl 1284.60154
Aïdékon, E.; Berestycki, J.; Brunet, É.; Shi, Z.
33
2013
A Ray-Knight theorem for symmetric Markov processes. Zbl 1044.60064
Eisenbaum, Nathalie; Kaspi, Haya; Marcus, Michael B.; Rosen, Jay; Shi, Zhan
27
2000
The limits of Sinai’s simple random walk in random environment. Zbl 0936.60088
Hu, Yueyun; Shi, Zhan
26
1998
The Seneta-Heyde scaling for the branching random walk. Zbl 1304.60092
Aidekon, Elie; Shi, Zhan
25
2014
Chung’s law for integrated Brownian motion. Zbl 0902.60031
Khoshnevisan, Davar; Shi, Zhan
21
1998
Laws of the iterated logarithm for iterated Wiener processes. Zbl 0816.60027
Hu, Y.; Pierre-Loti-Viaud, D.; Shi, Z.
20
1995
The first exit time of Brownian motion form a parabolic domain. Zbl 1018.60084
Lifshits, Mikhail; Shi, Zhan
19
2002
Small deviations for some multi-parameter Gaussian processes. Zbl 0982.60024
Mason, David M.; Shi, Zhan
19
2001
Sinai’s walk via stochastic calculus. Zbl 1031.60088
Shi, Zhan
18
2001
Brownian sheet and capacity. Zbl 0962.60066
Khoshnevisan, Davar; Shi, Zhan
18
1999
Asymptotics for the survival probability in a killed branching random walk. Zbl 1210.60093
Gantert, Nina; Hu, Yueyun; Shi, Zhan
17
2011
Weak convergence for the minimal position in a branching random walk: a simple proof. Zbl 1240.60227
Aïdékon, Elie; Shi, Zhan
16
2010
Annealed deviations of random walk in random scenery. Zbl 1119.60083
Gantert, Nina; König, Wolfgang; Shi, Zhan
16
2007
Moderate deviations for diffusions with Brownian potentials. Zbl 1066.60096
Hu, Yueyun; Shi, Zhan
16
2004
Many visits to a single site by a transient random walk in random environment. Zbl 1059.60100
Gantert, Nina; Shi, Zhan
15
2002
An embedding for the Kesten-Spitzer random walk in random scenery. Zbl 0997.60079
Csáki, Endre; König, Wolfgang; Shi, Zhan
15
1999
A local time curiosity in random environment. Zbl 0932.60054
Shi, Zhan
15
1998
Rates of convergence of diffusions with drifted Brownian potentials. Zbl 0932.60083
Hu, Yueyun; Shi, Zhan; Yor, Marc
13
1999
The local time of simple random walk in random environment. Zbl 0914.60050
Hu, Yueyun; Shi, Zhan
13
1998
Evaluating the small deviation probabilities for subordinated Lévy processes. Zbl 1076.60039
Linde, Werner; Shi, Zhan
12
2004
The most visited sites of symmetric stable processes. Zbl 0955.60073
Bass, Richard F.; Eisenbaum, Nathalie; Shi, Zhan
12
2000
Lower limits of iterated Wiener processes. Zbl 0824.60025
Shi, Z.
12
1995
A subdiffusive behaviour of recurrent random walk in random environment on a regular tree. Zbl 1113.60096
Hu, Yueyun; Shi, Zhan
11
2007
Some asymptotic properties of the local time of the uniform empirical process. Zbl 0960.60023
Csörgő, Miklós; Shi, Zhan; Yor, Marc
11
1999
Computing the invariant law of a fluid model. Zbl 0814.60070
Rogers, L. C. G.; Shi, Z.
11
1994
Branching random walks. École d’Été de Probabilités de Saint-Flour XLII – 2012. Zbl 1348.60004
Shi, Zhan
10
2015
The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion. Zbl 0833.60033
Hu, Y.; Shi, Z.
10
1995
Almost sure convergence for stochastically biased random walks on trees. Zbl 1257.05162
Faraud, Gabriel; Hu, Yueyun; Shi, Zhan
9
2012
Slow movement of random walk in random environment on a regular tree. Zbl 1124.60083
Hu, Yueyun; Shi, Zhan
9
2007
Valleys and the maximum local time for random walk in random environment. Zbl 1106.60082
Dembo, Amir; Gantert, Nina; Peres, Yuval; Shi, Zhan
9
2007
Favourite sites of simple random walk. Zbl 1001.60081
Shi, Zhan; Tóth, Bálint
9
2000
The number of accessible paths in the hypercube. Zbl 1341.60103
Berestycki, Julien; Brunet, Éric; Shi, Zhan
8
2016
The problem of the most visited site in random environment. Zbl 0954.60040
Hu, Yueyun; Shi, Zhan
8
2000
The occupation time of Brownian motion in a ball. Zbl 0870.60072
Gruet, J.-C.; Shi, Z.
8
1996
Fast sets and points for fractional Brownian motion. Zbl 0960.60038
Khoshnevisan, Davar; Shi, Zhan
7
2000
Uniform oscillations of the local time of iterated Brownian motion. Zbl 0930.60056
Eisenbaum, Nathalie; Shi, Zhan
7
1999
Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times. Zbl 0959.60080
Shi, Z.
7
1996
The infinite valley for a recurrent random walk in random environment. Zbl 1201.60096
Gantert, Nina; Peres, Yuval; Shi, Zhan
6
2010
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017
Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas
6
2007
Small deviations of Riemann-Liouville processes in \({L_{\lowercase{q}}}\) spaces with respect to fractal measures. Zbl 1090.60037
Lifshits, Mikhail A.; Linde, Werner; Shi, Zhan
6
2006
Boundary crossings and the distribution function of the maximum of Brownian sheet. Zbl 1046.60048
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan
6
2000
Small ball estimates for Brownian motion under a weighted sup-norm. Zbl 0973.60083
Berthet, Ph.; Shi, Z.
6
2000
Accessibility percolation with backsteps. Zbl 1358.60101
Berestycki, Julien; Brunet, Éric; Shi, Zhan
5
2017
Large deviations for the branching Brownian motion in presence of selection or coalescence. Zbl 1346.82031
Derrida, Bernard; Shi, Zhan
5
2016
The most visited sites of biased random walks on trees. Zbl 1321.60089
Hu, Yueyun; Shi, Zhan
5
2015
Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation. Zbl 1096.60041
Lifshits, Mikhail; Shi, Zhan
5
2005
Frequently visited sets for random walks. Zbl 1074.60052
Csáki, Endre; Földes, Antónia; Révész, Pál; Rosen, Jay; Shi, Zhan
5
2005
Strong approximation of spatial random walk in random scenery. Zbl 1045.60041
Révész, Pál; Shi, Zhan
5
2000
On an identity in law for the variance of the Brownian bridge. Zbl 0956.60085
Shi, Zhan; Yor, Marc
5
1997
The slow regime of randomly biased walks on trees. Zbl 1360.60156
Hu, Yueyun; Shi, Zhan
4
2016
Small deviations of Gaussian random fields in \(L_{q}\)-spaces. Zbl 1127.60030
Lifshits, Mikhail; Linde, Werner; Shi, Zhan
4
2006
Large-time asymptotics for the density of a branching Wiener process. Zbl 1113.60035
Révész, Pál; Rosen, Jay; Shi, Zhan
4
2005
On the explosion of the local times along lines of Brownian sheet. Zbl 1052.60041
Khoshnevisan, Davar; Révész, Pál; Shi, Zhan
4
2004
Increment sizes of the principal value of Brownian local time. Zbl 0968.60073
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan
4
2000
Windings of Brownian motion and random walks in the plane. Zbl 0938.60073
Shi, Zhan
4
1998
Integrability and lower limits of the local time of iterated Brownian motion. Zbl 0909.60068
Shi, Zh.; Yor, M.
4
1997
Extreme lengths in Brownian and Bessel excursions. Zbl 0907.60036
Hu, Yueyun; Shi, Zhan
4
1997
On a problem of Erdös and Taylor. Zbl 0862.60068
Khoshnevisan, Davar; Lewis, Thomas M.; Shi, Zhan
4
1996
Liminf behaviours of the windings and Lévy’s stochastic areas of planar Brownian motion. Zbl 0810.60076
Shi, Z.
4
1994
Quadratic functionals of Brownian motion, optimal control, and the ”Colditz” example. Zbl 0772.60058
Rogers, L. C. G.; Shi, Z.
4
1992
A weakness in strong localization for Sinai’s walk. Zbl 1117.60091
Shi, Zhan; Zindy, Olivier
3
2007
An extreme-value analysis of the LIL for Brownian motion. Zbl 1112.60064
Khoshnevisan, Davar; Levin, David A.; Shi, Zhan
3
2005
The escape rate of favorite sites of simple random walk and Brownian motion. Zbl 1067.60072
Lifshits, Mikhail A.; Shi, Zhan
3
2004
A joint functional law for the Wiener process and principal value. Zbl 1046.60029
Csáki, E.; Földes, A.; Shi, Z.
3
2003
Pointwise and uniform asymptotics of the Vervaat error process. Zbl 1019.60027
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan; Zitikis, Ričardas
3
2002
Favourite sites, favourite values and jump sizes for random walk and Brownian motion. Zbl 0974.60033
Csáki, Endre; Révész, Pál; Shi, Zhan
3
2000
The measure of the overlap of past and future under a transient Bessel process. Zbl 0886.60078
Adelman, Omer; Shi, Zhan
3
1996
The free energy in the Derrida-Retaux recursive model. Zbl 1400.82116
Hu, Yueyun; Shi, Zhan
2
2018
Large deviations for the rightmost position in a branching Brownian motion. Zbl 1386.60290
Derrida, Bernard; Shi, Zhan
2
2017
Slower deviations of the branching Brownian motion and of branching random walks. Zbl 1377.60062
Derrida, Bernard; Shi, Zhan
2
2017
Random walks and trees. Zbl 1221.60124
Shi, Zhan
2
2011
An \(L^p\)-view of the Bahadur-Kiefer theorem. Zbl 1098.62059
Csörgő, Miklós; Shi, Zhan
2
2005
Fractional Brownian motions as “higher-order” fractional derivatives of Brownian local times. Zbl 1030.60073
Csáki, E.; Shi, Z.; Yor, M.
2
2002
A strong invariance principle for two-dimensional random walk in random scenery. Zbl 1047.60043
Csáki, Endre; Révész, Pál; Shi, Zhan
2
2001
Large favourite sites of simple random walk and the Wiener process. Zbl 0908.60070
Csáki, Endre; Shi, Zhan
2
1998
On transient Bessel processes and planar Brownian motion reflected at their future infima. Zbl 0851.60082
Shi, Z.
2
1995
On the Spitzer and Chung laws of the iterated logarithm for Brownian motion. Zbl 0833.60083
Gruet, J.-C.; Shi, Z.
2
1995
Large deviations for level sets of a branching Brownian motion and Gaussian free fields. Zbl 07084417
Aïdékon, E.; Hu, Yueyun; Shi, Zhan
1
2019
Functional large deviations for Burgers particle systems. Zbl 1121.35146
Lifshits, Mikhail A.; Shi, Zhan
1
2007
Path properties of Cauchy’s principal values related to local time. Zbl 0997.60087
Csáki, E.; Csörgő, M.; Földes, A.; Shi, Z.
1
2001
An \(K^p\)-view of a general version of the Bahadur-Kiefer process. Zbl 0995.60031
Csörgő, M.; Shi, Zh.
1
2001
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space. Zbl 0936.60048
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan
1
1999
Some \(\liminf\) results for two-parameter processes. Zbl 0934.60068
Csáki, Endre; Shi, Zhan
1
1998
Some applications of Lévy’s area formula to pseudo-Brownian and pseudo-Bessel bridges. Zbl 0911.60072
Hu, Yueyun; Shi, Zhan; Yor, Marc
1
1997
Hirsch’s integral test for the iterated Brownian motion. Zbl 0865.60066
Bertoin, Jean; Shi, Zhan
1
1996
How long does it take a transient Bessel process to reach its future infimum? Zbl 0857.60024
Shi, Zhan
1
1996
Some asymptotic results for exponential functionals of Brownian motion. Zbl 0842.60025
Gruet, J.-C.; Shi, Z.
1
1995
Sojourns and future infima of planar Brownian motion. Zbl 0833.60084
Hu, Y.; Shi, Z.
1
1995
On the uniform Bahadur-Kiefer representation. Zbl 0834.62042
Shi, Z.
1
1995
A generalization of the Chung-Mogul’skii law of the iterated logarithm. Zbl 0732.60038
Shi, Z.
1
1991
Loi du logarithme itéré pour le processus empirique associé aux U- statistiques. (The law of the iterated logarithm for the empirical process of U-statistic structure). Zbl 0709.60028
Shi, Zhan
1
1990
Large deviations for level sets of a branching Brownian motion and Gaussian free fields. Zbl 07084417
Aïdékon, E.; Hu, Yueyun; Shi, Zhan
1
2019
The free energy in the Derrida-Retaux recursive model. Zbl 1400.82116
Hu, Yueyun; Shi, Zhan
2
2018
Accessibility percolation with backsteps. Zbl 1358.60101
Berestycki, Julien; Brunet, Éric; Shi, Zhan
5
2017
Large deviations for the rightmost position in a branching Brownian motion. Zbl 1386.60290
Derrida, Bernard; Shi, Zhan
2
2017
Slower deviations of the branching Brownian motion and of branching random walks. Zbl 1377.60062
Derrida, Bernard; Shi, Zhan
2
2017
The number of accessible paths in the hypercube. Zbl 1341.60103
Berestycki, Julien; Brunet, Éric; Shi, Zhan
8
2016
Large deviations for the branching Brownian motion in presence of selection or coalescence. Zbl 1346.82031
Derrida, Bernard; Shi, Zhan
5
2016
The slow regime of randomly biased walks on trees. Zbl 1360.60156
Hu, Yueyun; Shi, Zhan
4
2016
Branching random walks. École d’Été de Probabilités de Saint-Flour XLII – 2012. Zbl 1348.60004
Shi, Zhan
10
2015
The most visited sites of biased random walks on trees. Zbl 1321.60089
Hu, Yueyun; Shi, Zhan
5
2015
The Seneta-Heyde scaling for the branching random walk. Zbl 1304.60092
Aidekon, Elie; Shi, Zhan
25
2014
Branching Brownian motion seen from its tip. Zbl 1284.60154
Aïdékon, E.; Berestycki, J.; Brunet, É.; Shi, Z.
33
2013
Almost sure convergence for stochastically biased random walks on trees. Zbl 1257.05162
Faraud, Gabriel; Hu, Yueyun; Shi, Zhan
9
2012
Asymptotics for the survival probability in a killed branching random walk. Zbl 1210.60093
Gantert, Nina; Hu, Yueyun; Shi, Zhan
17
2011
Random walks and trees. Zbl 1221.60124
Shi, Zhan
2
2011
Weak convergence for the minimal position in a branching random walk: a simple proof. Zbl 1240.60227
Aïdékon, Elie; Shi, Zhan
16
2010
The infinite valley for a recurrent random walk in random environment. Zbl 1201.60096
Gantert, Nina; Peres, Yuval; Shi, Zhan
6
2010
Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. Zbl 1169.60021
Hu, Yueyun; Shi, Zhan
73
2009
Annealed deviations of random walk in random scenery. Zbl 1119.60083
Gantert, Nina; König, Wolfgang; Shi, Zhan
16
2007
A subdiffusive behaviour of recurrent random walk in random environment on a regular tree. Zbl 1113.60096
Hu, Yueyun; Shi, Zhan
11
2007
Slow movement of random walk in random environment on a regular tree. Zbl 1124.60083
Hu, Yueyun; Shi, Zhan
9
2007
Valleys and the maximum local time for random walk in random environment. Zbl 1106.60082
Dembo, Amir; Gantert, Nina; Peres, Yuval; Shi, Zhan
9
2007
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017
Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas
6
2007
A weakness in strong localization for Sinai’s walk. Zbl 1117.60091
Shi, Zhan; Zindy, Olivier
3
2007
Functional large deviations for Burgers particle systems. Zbl 1121.35146
Lifshits, Mikhail A.; Shi, Zhan
1
2007
Small deviations of Riemann-Liouville processes in \({L_{\lowercase{q}}}\) spaces with respect to fractal measures. Zbl 1090.60037
Lifshits, Mikhail A.; Linde, Werner; Shi, Zhan
6
2006
Small deviations of Gaussian random fields in \(L_{q}\)-spaces. Zbl 1127.60030
Lifshits, Mikhail; Linde, Werner; Shi, Zhan
4
2006
Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation. Zbl 1096.60041
Lifshits, Mikhail; Shi, Zhan
5
2005
Frequently visited sets for random walks. Zbl 1074.60052
Csáki, Endre; Földes, Antónia; Révész, Pál; Rosen, Jay; Shi, Zhan
5
2005
Large-time asymptotics for the density of a branching Wiener process. Zbl 1113.60035
Révész, Pál; Rosen, Jay; Shi, Zhan
4
2005
An extreme-value analysis of the LIL for Brownian motion. Zbl 1112.60064
Khoshnevisan, Davar; Levin, David A.; Shi, Zhan
3
2005
An \(L^p\)-view of the Bahadur-Kiefer theorem. Zbl 1098.62059
Csörgő, Miklós; Shi, Zhan
2
2005
Moderate deviations for diffusions with Brownian potentials. Zbl 1066.60096
Hu, Yueyun; Shi, Zhan
16
2004
Evaluating the small deviation probabilities for subordinated Lévy processes. Zbl 1076.60039
Linde, Werner; Shi, Zhan
12
2004
On the explosion of the local times along lines of Brownian sheet. Zbl 1052.60041
Khoshnevisan, Davar; Révész, Pál; Shi, Zhan
4
2004
The escape rate of favorite sites of simple random walk and Brownian motion. Zbl 1067.60072
Lifshits, Mikhail A.; Shi, Zhan
3
2004
A joint functional law for the Wiener process and principal value. Zbl 1046.60029
Csáki, E.; Földes, A.; Shi, Z.
3
2003
The first exit time of Brownian motion form a parabolic domain. Zbl 1018.60084
Lifshits, Mikhail; Shi, Zhan
19
2002
Many visits to a single site by a transient random walk in random environment. Zbl 1059.60100
Gantert, Nina; Shi, Zhan
15
2002
Pointwise and uniform asymptotics of the Vervaat error process. Zbl 1019.60027
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan; Zitikis, Ričardas
3
2002
Fractional Brownian motions as “higher-order” fractional derivatives of Brownian local times. Zbl 1030.60073
Csáki, E.; Shi, Z.; Yor, M.
2
2002
Small deviations for some multi-parameter Gaussian processes. Zbl 0982.60024
Mason, David M.; Shi, Zhan
19
2001
Sinai’s walk via stochastic calculus. Zbl 1031.60088
Shi, Zhan
18
2001
A strong invariance principle for two-dimensional random walk in random scenery. Zbl 1047.60043
Csáki, Endre; Révész, Pál; Shi, Zhan
2
2001
Path properties of Cauchy’s principal values related to local time. Zbl 0997.60087
Csáki, E.; Csörgő, M.; Földes, A.; Shi, Z.
1
2001
An \(K^p\)-view of a general version of the Bahadur-Kiefer process. Zbl 0995.60031
Csörgő, M.; Shi, Zh.
1
2001
A Ray-Knight theorem for symmetric Markov processes. Zbl 1044.60064
Eisenbaum, Nathalie; Kaspi, Haya; Marcus, Michael B.; Rosen, Jay; Shi, Zhan
27
2000
The most visited sites of symmetric stable processes. Zbl 0955.60073
Bass, Richard F.; Eisenbaum, Nathalie; Shi, Zhan
12
2000
Favourite sites of simple random walk. Zbl 1001.60081
Shi, Zhan; Tóth, Bálint
9
2000
The problem of the most visited site in random environment. Zbl 0954.60040
Hu, Yueyun; Shi, Zhan
8
2000
Fast sets and points for fractional Brownian motion. Zbl 0960.60038
Khoshnevisan, Davar; Shi, Zhan
7
2000
Boundary crossings and the distribution function of the maximum of Brownian sheet. Zbl 1046.60048
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan
6
2000
Small ball estimates for Brownian motion under a weighted sup-norm. Zbl 0973.60083
Berthet, Ph.; Shi, Z.
6
2000
Strong approximation of spatial random walk in random scenery. Zbl 1045.60041
Révész, Pál; Shi, Zhan
5
2000
Increment sizes of the principal value of Brownian local time. Zbl 0968.60073
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan
4
2000
Favourite sites, favourite values and jump sizes for random walk and Brownian motion. Zbl 0974.60033
Csáki, Endre; Révész, Pál; Shi, Zhan
3
2000
Brownian sheet and capacity. Zbl 0962.60066
Khoshnevisan, Davar; Shi, Zhan
18
1999
An embedding for the Kesten-Spitzer random walk in random scenery. Zbl 0997.60079
Csáki, Endre; König, Wolfgang; Shi, Zhan
15
1999
Rates of convergence of diffusions with drifted Brownian potentials. Zbl 0932.60083
Hu, Yueyun; Shi, Zhan; Yor, Marc
13
1999
Some asymptotic properties of the local time of the uniform empirical process. Zbl 0960.60023
Csörgő, Miklós; Shi, Zhan; Yor, Marc
11
1999
Uniform oscillations of the local time of iterated Brownian motion. Zbl 0930.60056
Eisenbaum, Nathalie; Shi, Zhan
7
1999
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space. Zbl 0936.60048
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan
1
1999
The limits of Sinai’s simple random walk in random environment. Zbl 0936.60088
Hu, Yueyun; Shi, Zhan
26
1998
Chung’s law for integrated Brownian motion. Zbl 0902.60031
Khoshnevisan, Davar; Shi, Zhan
21
1998
A local time curiosity in random environment. Zbl 0932.60054
Shi, Zhan
15
1998
The local time of simple random walk in random environment. Zbl 0914.60050
Hu, Yueyun; Shi, Zhan
13
1998
Windings of Brownian motion and random walks in the plane. Zbl 0938.60073
Shi, Zhan
4
1998
Large favourite sites of simple random walk and the Wiener process. Zbl 0908.60070
Csáki, Endre; Shi, Zhan
2
1998
Some \(\liminf\) results for two-parameter processes. Zbl 0934.60068
Csáki, Endre; Shi, Zhan
1
1998
On an identity in law for the variance of the Brownian bridge. Zbl 0956.60085
Shi, Zhan; Yor, Marc
5
1997
Integrability and lower limits of the local time of iterated Brownian motion. Zbl 0909.60068
Shi, Zh.; Yor, M.
4
1997
Extreme lengths in Brownian and Bessel excursions. Zbl 0907.60036
Hu, Yueyun; Shi, Zhan
4
1997
Some applications of Lévy’s area formula to pseudo-Brownian and pseudo-Bessel bridges. Zbl 0911.60072
Hu, Yueyun; Shi, Zhan; Yor, Marc
1
1997
The occupation time of Brownian motion in a ball. Zbl 0870.60072
Gruet, J.-C.; Shi, Z.
8
1996
Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times. Zbl 0959.60080
Shi, Z.
7
1996
On a problem of Erdös and Taylor. Zbl 0862.60068
Khoshnevisan, Davar; Lewis, Thomas M.; Shi, Zhan
4
1996
The measure of the overlap of past and future under a transient Bessel process. Zbl 0886.60078
Adelman, Omer; Shi, Zhan
3
1996
Hirsch’s integral test for the iterated Brownian motion. Zbl 0865.60066
Bertoin, Jean; Shi, Zhan
1
1996
How long does it take a transient Bessel process to reach its future infimum? Zbl 0857.60024
Shi, Zhan
1
1996
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
159
1995
Laws of the iterated logarithm for iterated Wiener processes. Zbl 0816.60027
Hu, Y.; Pierre-Loti-Viaud, D.; Shi, Z.
20
1995
Lower limits of iterated Wiener processes. Zbl 0824.60025
Shi, Z.
12
1995
The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion. Zbl 0833.60033
Hu, Y.; Shi, Z.
10
1995
On transient Bessel processes and planar Brownian motion reflected at their future infima. Zbl 0851.60082
Shi, Z.
2
1995
On the Spitzer and Chung laws of the iterated logarithm for Brownian motion. Zbl 0833.60083
Gruet, J.-C.; Shi, Z.
2
1995
Some asymptotic results for exponential functionals of Brownian motion. Zbl 0842.60025
Gruet, J.-C.; Shi, Z.
1
1995
Sojourns and future infima of planar Brownian motion. Zbl 0833.60084
Hu, Y.; Shi, Z.
1
1995
On the uniform Bahadur-Kiefer representation. Zbl 0834.62042
Shi, Z.
1
1995
Computing the invariant law of a fluid model. Zbl 0814.60070
Rogers, L. C. G.; Shi, Z.
11
1994
Liminf behaviours of the windings and Lévy’s stochastic areas of planar Brownian motion. Zbl 0810.60076
Shi, Z.
4
1994
Interacting Brownian particles and the Wigner law. Zbl 0794.60100
Rogers, L. C. G.; Shi, Z.
44
1993
Quadratic functionals of Brownian motion, optimal control, and the ”Colditz” example. Zbl 0772.60058
Rogers, L. C. G.; Shi, Z.
4
1992
A generalization of the Chung-Mogul’skii law of the iterated logarithm. Zbl 0732.60038
Shi, Z.
1
1991
Loi du logarithme itéré pour le processus empirique associé aux U- statistiques. (The law of the iterated logarithm for the empirical process of U-statistic structure). Zbl 0709.60028
Shi, Zhan
1
1990
all top 5

Cited by 883 Authors

35 Shi, Zhan
21 Hu, Yueyun
16 Khoshnevisan, Davar
13 Csáki, Endre
13 Xiao, Yimin
11 Gantert, Nina
11 Lin, Zhengyan
11 Révész, Pál
10 Dhaene, Jan
10 Földes, Antónia
9 Csörgő, Miklós
8 Aidekon, Elie E. F.
8 Chen, Xia
7 Andreoletti, Pierre
7 Aurzada, Frank
7 Deelstra, Griselda
7 Goovaerts, Marc J.
7 Li, Wenbo V.
7 Mallein, Bastien
7 Vanmaele, Michèle
7 Zeitouni, Ofer
6 Berestycki, Julien
6 Bovier, Anton
6 Chen, Xinxin
6 Eisenbaum, Nathalie
6 Katori, Makoto
6 Kistler, Nicola
6 König, Wolfgang Dieter
6 Lifshits, Mikhail A.
6 Linde, Werner
6 Lyuu, Yuh-Dauh
6 Madaule, Thomas
6 Rhodes, Rémi
6 Rosen, Jay S.
6 Vanduffel, Steven
6 Vargas, Vincent
6 Yor, Marc
5 Alsmeyer, Gerold
5 Barral, Julien
5 Chen, Zhenlong
5 Dalang, Robert C.
5 Deblassie, Dante
5 Diel, Roland
5 Ding, Jian
5 Hong, Wenming
5 Liu, Quansheng
5 Nane, Erkan
5 Pirjol, Dan
5 Popov, Serguei Yu.
5 Simon, Thomas
5 Wu, Dongsheng
5 Zhang, Rongmao
5 Zhu, Lingjiong
4 Arguin, Louis-Pierre
4 Berestycki, Nathanaël
4 Bertoin, Jean
4 Buraczewski, Dariusz
4 Cheng, Zongmao
4 Comets, Francis M.
4 Dai, Min
4 El-Nouty, Charles
4 Fontbona, Joaquin
4 Kaas, Rob
4 Kaspi, Haya
4 Kwok, Yue-Kuen
4 Kyriakou, Ioannis
4 Maillard, Pascal
4 Menshikov, Mikhail V.
4 Mörters, Peter
4 Okada, Izumi
4 Pardo, Juan Carlos
4 Pascucci, Andrea
4 Pène, Françoise
4 Peres, Yuval
4 Schweinsberg, Jason Ross
4 Zindy, Olivier
3 Addario-Berry, Louigi
3 Alvarez-Andrade, Sergio
3 Ayache, Antoine
3 Bañuelos, Rodrigo
3 Beghin, Luisa
3 Ben Arous, Gérard
3 Biskup, Marek
3 Brunet, Éric
3 Bulinskaya, Ekaterina Vladimirovna
3 Castell, Fabienne
3 Cheliotis, Dimitris
3 Dai, Tian-Shyr
3 Deheuvels, Paul
3 Dereich, Steffen
3 Derrida, Bernard
3 Devulder, Alexis
3 Fusai, Gianluca
3 Gao, Zhiqiang
3 Guillotin-Plantard, Nadine
3 Hammond, Alan
3 Harris, Simon C.
3 Hashorva, Enkelejd
3 Henrard, Luc
3 Li, Yuqiang
...and 783 more Authors
all top 5

Cited in 161 Serials

80 Stochastic Processes and their Applications
67 The Annals of Probability
37 Probability Theory and Related Fields
33 Journal of Theoretical Probability
26 Statistics & Probability Letters
22 Journal of Statistical Physics
21 Insurance Mathematics & Economics
21 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
17 Quantitative Finance
16 Communications in Mathematical Physics
14 The Annals of Applied Probability
13 International Journal of Theoretical and Applied Finance
12 Applied Mathematics and Computation
11 Journal of Computational and Applied Mathematics
11 Transactions of the American Mathematical Society
11 Bernoulli
9 Journal of Applied Probability
9 Electronic Journal of Probability
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Advances in Applied Probability
7 Stochastic Analysis and Applications
7 Mathematical Finance
7 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 Journal of Functional Analysis
6 Proceedings of the American Mathematical Society
6 Frontiers of Mathematics in China
5 Journal of Mathematical Physics
5 Theory of Probability and its Applications
5 Journal of Economic Dynamics & Control
5 European Journal of Operational Research
5 Potential Analysis
5 Journal of Mathematical Sciences (New York)
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Periodica Mathematica Hungarica
4 Applied Mathematical Finance
4 Finance and Stochastics
4 Acta Mathematica Sinica. English Series
4 Methodology and Computing in Applied Probability
4 Stochastics
3 Computers & Mathematics with Applications
3 Journal of Mathematical Analysis and Applications
3 Chinese Annals of Mathematics. Series B
3 Acta Mathematicae Applicatae Sinica. English Series
3 Annals of Operations Research
3 International Journal of Computer Mathematics
3 Bulletin des Sciences Mathématiques
3 Electronic Communications in Probability
3 Infinite Dimensional Analysis, Quantum Probability and Related Topics
3 Annales Henri Poincaré
3 Review of Derivatives Research
3 Science China. Mathematics
2 Rocky Mountain Journal of Mathematics
2 Annales de l’Institut Fourier
2 The Annals of Statistics
2 Applied Mathematics and Optimization
2 Journal of Multivariate Analysis
2 Journal of Statistical Planning and Inference
2 Mathematische Zeitschrift
2 Quarterly of Applied Mathematics
2 Applied Mathematics and Mechanics. (English Edition)
2 Acta Applicandae Mathematicae
2 Science in China. Series A
2 European Journal of Applied Mathematics
2 Monte Carlo Methods and Applications
2 Journal of Difference Equations and Applications
2 LMS Journal of Computation and Mathematics
2 Statistical Inference for Stochastic Processes
2 Decisions in Economics and Finance
2 Stochastics and Dynamics
2 North American Actuarial Journal
2 Journal of Statistical Mechanics: Theory and Experiment
2 Proceedings of the Steklov Institute of Mathematics
2 Journal of Physics A: Mathematical and Theoretical
2 SIAM Journal on Financial Mathematics
2 International Journal of Stochastic Analysis
1 Acta Informatica
1 The Canadian Journal of Statistics
1 Communications on Pure and Applied Mathematics
1 Israel Journal of Mathematics
1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)
1 Journal of Mathematical Biology
1 Letters in Mathematical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Metrika
1 Physics Reports
1 Reports on Mathematical Physics
1 Russian Mathematical Surveys
1 Advances in Mathematics
1 Archiv der Mathematik
1 Calcolo
1 Duke Mathematical Journal
1 International Journal of Mathematics and Mathematical Sciences
1 Inventiones Mathematicae
1 Journal of Approximation Theory
1 Journal of Combinatorial Theory. Series A
1 Journal of the London Mathematical Society. Second Series
1 Journal of the Mathematical Society of Japan
1 Mathematische Nachrichten
...and 61 more Serials
all top 5

Cited in 40 Fields

599 Probability theory and stochastic processes (60-XX)
165 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
75 Statistical mechanics, structure of matter (82-XX)
52 Numerical analysis (65-XX)
47 Partial differential equations (35-XX)
41 Statistics (62-XX)
23 Linear and multilinear algebra; matrix theory (15-XX)
18 Combinatorics (05-XX)
15 Measure and integration (28-XX)
14 Operator theory (47-XX)
12 Biology and other natural sciences (92-XX)
8 Real functions (26-XX)
8 Fluid mechanics (76-XX)
7 Ordinary differential equations (34-XX)
7 Approximations and expansions (41-XX)
6 Potential theory (31-XX)
6 Dynamical systems and ergodic theory (37-XX)
6 Functional analysis (46-XX)
6 Systems theory; control (93-XX)
5 Functions of a complex variable (30-XX)
5 Quantum theory (81-XX)
4 Number theory (11-XX)
4 Special functions (33-XX)
4 Integral transforms, operational calculus (44-XX)
4 Operations research, mathematical programming (90-XX)
3 General and overarching topics; collections (00-XX)
3 Integral equations (45-XX)
3 Calculus of variations and optimal control; optimization (49-XX)
3 Mechanics of particles and systems (70-XX)
3 Information and communication theory, circuits (94-XX)
2 History and biography (01-XX)
2 Difference and functional equations (39-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Computer science (68-XX)
2 Relativity and gravitational theory (83-XX)
1 Group theory and generalizations (20-XX)
1 Sequences, series, summability (40-XX)
1 Abstract harmonic analysis (43-XX)
1 Differential geometry (53-XX)

Citations by Year

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