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Author ID: zheng.weian Recent zbMATH articles by "Zheng, Weian"
Published as: Zheng, Weian; Zheng, W. A.; Zheng, Wei An; Zheng, Wei-an; Zheng, Wei-An; Zheng, WeiAn; Zheng, W.
Homepage: https://research.shanghai.nyu.edu/centers-and-institutes/math/people/weian-zheng
External Links: MGP · IdRef · theses.fr
Documents Indexed: 64 Publications since 1980, including 3 Books
Co-Authors: 30 Co-Authors with 39 Joint Publications
1,123 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 383 times in 343 Documents Cited by Year
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
75
1984
Brownian-time processes: The PDE connection and the half-derivative generator. Zbl 1018.60066
Allouba, Hassan; Zheng, Weian
48
2001
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
36
1997
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
24
1988
Tightness results for laws of diffusion processes application to stochastic mechanics. Zbl 0579.60050
Zheng, W. A.
23
1985
Mathematical and physical aspects of stochastic mechanics. Zbl 0628.60104
Blanchard, Ph.; Combe, Ph.; Zheng, W.
21
1987
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
21
1990
Convexity of the exercise boundary of the American put option on a zero dividend asset. Zbl 1138.91425
Chen, Xinfu; Chadam, John; Jiang, Lishang; Zheng, Weian
18
2008
A representation formula for transition probability densities of diffusions and applications. Zbl 1070.60072
Qian, Zhongmin; Zheng, Weian
13
2004
Comparison theorem and estimates for transition probability densities of diffusion processes. Zbl 1050.60061
Qian, Zhongmin; Russo, Francesco; Zheng, Weian
11
2003
Construction de processus de Nelson reversibles. Zbl 0564.60075
Meyer, P. A.; Zheng, W. A.
9
1985
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian
9
2002
Discretizing a backward stochastic differential equation. Zbl 1006.60050
Zhang, Yinnan; Zheng, Weian
8
2002
Conditional propagation of chaos and a class of quasilinear PDE’s. Zbl 0836.60053
Zheng, Weian
8
1995
SPDEs driven by space-time white noise in high dimensions: Absolute continuity of the law and convergence of solutions. Zbl 1030.60042
Zhang, T. S.; Zheng, W. A.
8
2002
On reflecting Brownian motion - a weak convergence approach. Zbl 0704.60081
Williams, R. J.; Zheng, W. A.
8
1990
Stability and approximations of symmetric diffusion semigroups and kernels. Zbl 0907.47036
Chen, Zhen-Qing; Qian, Zhongmin; Hu, Yaozhong; Zheng, Weian
7
1998
A note on the convergence of sequences of conditional expectations of random variables. Zbl 0436.60005
Zheng, Wei-an
5
1980
Radial part of Brownian motion on a Riemannian manifold. Zbl 0834.58038
Liao, M.; Zheng, W. A.
5
1995
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
5
1990
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A.
4
1984
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A.
3
1984
Reflecting Brownian motions and comparison theorems for Neumann heat kernels. Zbl 0797.60064
Carmona, René A.; Zheng, Weian
3
1994
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes. Zbl 1141.60063
Han, Dong; Zhang, Xin Sheng; Zheng, Wei An
3
2008
A large deviation result for a class of Dirichlet processes. Zbl 0813.60031
Zheng, Weian
2
1995
On Monge-Kantorovich problem in the plane. (Sur le probléme de Monge-Kantorovich du plan.) Zbl 1207.49054
Shen, Yinfang; Zheng, Weian
2
2010
Semimartingales in predictable random open sets. Zbl 0481.60054
Zheng, Wei An
1
1982
Diffusion processes on a Lipschitz Riemannian manifold and their applications. Zbl 0824.60083
Zheng, Weian
1
1995
Intégrales stochastiques non monotones. Zbl 0541.60044
Zheng, Wei-An; Meyer, P. A.
1
1984
Pathwise conservation law for stationary diffusion processes. Zbl 0578.60078
Blanchard, Ph.; Zheng, Weian
1
1985
On Monge-Kantorovich problem in the plane. (Sur le probléme de Monge-Kantorovich du plan.) Zbl 1207.49054
Shen, Yinfang; Zheng, Weian
2
2010
Convexity of the exercise boundary of the American put option on a zero dividend asset. Zbl 1138.91425
Chen, Xinfu; Chadam, John; Jiang, Lishang; Zheng, Weian
18
2008
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes. Zbl 1141.60063
Han, Dong; Zhang, Xin Sheng; Zheng, Wei An
3
2008
A representation formula for transition probability densities of diffusions and applications. Zbl 1070.60072
Qian, Zhongmin; Zheng, Weian
13
2004
Comparison theorem and estimates for transition probability densities of diffusion processes. Zbl 1050.60061
Qian, Zhongmin; Russo, Francesco; Zheng, Weian
11
2003
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian
9
2002
Discretizing a backward stochastic differential equation. Zbl 1006.60050
Zhang, Yinnan; Zheng, Weian
8
2002
SPDEs driven by space-time white noise in high dimensions: Absolute continuity of the law and convergence of solutions. Zbl 1030.60042
Zhang, T. S.; Zheng, W. A.
8
2002
Brownian-time processes: The PDE connection and the half-derivative generator. Zbl 1018.60066
Allouba, Hassan; Zheng, Weian
48
2001
Stability and approximations of symmetric diffusion semigroups and kernels. Zbl 0907.47036
Chen, Zhen-Qing; Qian, Zhongmin; Hu, Yaozhong; Zheng, Weian
7
1998
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
36
1997
Conditional propagation of chaos and a class of quasilinear PDE’s. Zbl 0836.60053
Zheng, Weian
8
1995
Radial part of Brownian motion on a Riemannian manifold. Zbl 0834.58038
Liao, M.; Zheng, W. A.
5
1995
A large deviation result for a class of Dirichlet processes. Zbl 0813.60031
Zheng, Weian
2
1995
Diffusion processes on a Lipschitz Riemannian manifold and their applications. Zbl 0824.60083
Zheng, Weian
1
1995
Reflecting Brownian motions and comparison theorems for Neumann heat kernels. Zbl 0797.60064
Carmona, René A.; Zheng, Weian
3
1994
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
21
1990
On reflecting Brownian motion - a weak convergence approach. Zbl 0704.60081
Williams, R. J.; Zheng, W. A.
8
1990
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
5
1990
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
24
1988
Mathematical and physical aspects of stochastic mechanics. Zbl 0628.60104
Blanchard, Ph.; Combe, Ph.; Zheng, W.
21
1987
Tightness results for laws of diffusion processes application to stochastic mechanics. Zbl 0579.60050
Zheng, W. A.
23
1985
Construction de processus de Nelson reversibles. Zbl 0564.60075
Meyer, P. A.; Zheng, W. A.
9
1985
Pathwise conservation law for stationary diffusion processes. Zbl 0578.60078
Blanchard, Ph.; Zheng, Weian
1
1985
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
75
1984
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A.
4
1984
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A.
3
1984
Intégrales stochastiques non monotones. Zbl 0541.60044
Zheng, Wei-An; Meyer, P. A.
1
1984
Semimartingales in predictable random open sets. Zbl 0481.60054
Zheng, Wei An
1
1982
A note on the convergence of sequences of conditional expectations of random variables. Zbl 0436.60005
Zheng, Wei-an
5
1980
all top 5

Cited by 468 Authors

10 Zheng, Weian
9 Nane, Erkan
8 Allouba, Hassan
8 Chen, Zhen-Qing
8 Orsingher, Enzo
8 Qian, Zhongmin M.
6 Bass, Richard F.
6 Pardoux, Etienne
6 Zhang, Jianfeng
5 D’Ovidio, Mirko
5 Kumagai, Takashi
5 Meerschaert, Mark Marvin
4 Bahlali, Khaled
4 Beghin, Luisa
4 Chen, Xinfu
4 Dolinsky, Yan
4 Touzi, Nizar
4 Yan, Litan
3 Albeverio, Sergio A.
3 Au, Vo Van
3 Barlow, Martin T.
3 Bäumer, Boris
3 Bayraktar, Erhan
3 Cohen, Asaf
3 Fitzsimmons, Patrick J.
3 Flandoli, Franco
3 Gensbittel, Fabien
3 Gobet, Emmanuel
3 Grothaus, Martin
3 Jakubowski, Adam
3 Liu, Junfeng
3 Ma, Jin
3 Mikami, Toshio
3 Pavon, Michele
3 Rainer, Catherine
3 Słomiński, Leszek
3 Toaldo, Bruno
3 Zięba, Wiesław
2 Arnaudon, Marc
2 Bañuelos, Rodrigo
2 Bianchi, Annamaria
2 Blanchard, Philippe
2 Blath, Jochen
2 Boufoussi, Brahim
2 Budhiraja, Amarjit S.
2 Burdzy, Krzysztof
2 Cardaliaguet, Pierre
2 Chadam, John M.
2 Chetrite, Raphaël
2 Cruzeiro, Ana-Bela
2 Dermoune, Azzouz
2 Deuschel, Jean-Dominique
2 Dolinskyi, Leonid
2 Elouaflin, Abouo
2 Étoré, Pierre
2 Filali, Siham
2 Funaki, Tadahisa
2 Gherbal, Boulakhras
2 Hairer, Martin
2 Hu, Yaozhong
2 Hu, Ying
2 Jiang, Yiming
2 Jourdain, Benjamin
2 Kassmann, Moritz
2 Kim, Yoontae
2 Kouritzin, Michael A.
2 Kuske, Rachel A.
2 Lejay, Antoine
2 Lizama, Carlos
2 Lyons, Terence John
2 Ma, Yutao
2 Mémin, Jean
2 Mezerdi, Brahim
2 Mrad, Mohamed
2 Nguyen Huy Tuan
2 Olla, Stefano
2 Park, Hyun Suk
2 Picard, Jean
2 Redig, Frank
2 Röckner, Michael
2 Russo, Francesco
2 Sau, Federico
2 Schilling, René Leander
2 Simpson, David John Warwick
2 Strauch, Claudia
2 Sturm, Karl-Theodor
2 Takeda, Masayoshi
2 Tan, Xiaolu
2 Thieullen, Michèle
2 Tomašević, Milica
2 Vellaisamy, Palaniappan
2 Wallstrom, Timothy C.
2 Wang, Yongjin
2 Wei, Tingting
2 Wu, Liming
2 Wu, Zhen
2 Xiao, Yimin
2 Xu, Fangjun
2 Yasue, Kunio
2 Ying, Jiangang
...and 368 more Authors
all top 5

Cited in 115 Serials

39 Stochastic Processes and their Applications
31 The Annals of Probability
21 Probability Theory and Related Fields
13 The Annals of Applied Probability
10 Transactions of the American Mathematical Society
10 Statistics & Probability Letters
8 Journal of Mathematical Analysis and Applications
8 Potential Analysis
7 Journal of Mathematical Physics
7 Journal of Theoretical Probability
6 Journal of Functional Analysis
6 Stochastic Analysis and Applications
5 Communications in Mathematical Physics
5 Journal of Applied Probability
5 Acta Mathematica Sinica. English Series
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 SIAM Journal on Control and Optimization
4 Bernoulli
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 SIAM Journal on Financial Mathematics
3 Journal of Statistical Physics
3 Physica A
3 Physics Letters. A
3 Journal of Computational and Applied Mathematics
3 Journal of Differential Equations
3 Acta Mathematicae Applicatae Sinica. English Series
3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Bulletin des Sciences Mathématiques
3 Journal of Evolution Equations
3 Discrete and Continuous Dynamical Systems. Series B
3 Stochastics and Dynamics
3 Stochastics
2 Chaos, Solitons and Fractals
2 Mathematics of Operations Research
2 Osaka Journal of Mathematics
2 Proceedings of the American Mathematical Society
2 Acta Applicandae Mathematicae
2 Mathematical and Computer Modelling
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 Annales Mathématiques Blaise Pascal
2 Random Operators and Stochastic Equations
2 Electronic Journal of Probability
2 Finance and Stochastics
2 Quantitative Finance
2 Communications on Pure and Applied Analysis
2 Advances in Difference Equations
2 Dynamic Games and Applications
2 SN Partial Differential Equations and Applications
1 International Journal of Modern Physics B
1 Advances in Applied Probability
1 Communications on Pure and Applied Mathematics
1 International Journal of Systems Science
1 International Journal of Theoretical Physics
1 Journal d’Analyse Mathématique
1 Journal of Mathematical Biology
1 Letters in Mathematical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Reports on Mathematical Physics
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Bulletin of Mathematical Biology
1 Acta Mathematica
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Automatica
1 Czechoslovak Mathematical Journal
1 Illinois Journal of Mathematics
1 International Journal of Mathematics and Mathematical Sciences
1 International Journal of Game Theory
1 Inventiones Mathematicae
1 Journal of Multivariate Analysis
1 Journal für die Reine und Angewandte Mathematik
1 Journal of Statistical Planning and Inference
1 Kodai Mathematical Journal
1 Mathematische Annalen
1 Nagoya Mathematical Journal
1 Proceedings of the Japan Academy. Series A
1 Results in Mathematics
1 Systems & Control Letters
1 Probability and Mathematical Statistics
1 Chinese Annals of Mathematics. Series B
1 Annals of Pure and Applied Logic
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Applied Numerical Mathematics
1 Annals of Physics
1 Communications in Statistics. Theory and Methods
1 SIAM Journal on Mathematical Analysis
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Annales de l’Institut Henri Poincaré. Physique Théorique
1 Acta Mathematica Sinica. New Series
1 Journal of Mathematical Imaging and Vision
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Applied and Computational Harmonic Analysis
1 Applied Mathematical Finance
1 Electronic Communications in Probability
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Fractional Calculus & Applied Analysis
...and 15 more Serials
all top 5

Cited in 40 Fields

277 Probability theory and stochastic processes (60-XX)
75 Partial differential equations (35-XX)
34 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
26 Global analysis, analysis on manifolds (58-XX)
25 Statistical mechanics, structure of matter (82-XX)
23 Potential theory (31-XX)
21 Systems theory; control (93-XX)
19 Calculus of variations and optimal control; optimization (49-XX)
19 Quantum theory (81-XX)
16 Real functions (26-XX)
16 Numerical analysis (65-XX)
15 Operator theory (47-XX)
14 Statistics (62-XX)
11 Differential geometry (53-XX)
10 Ordinary differential equations (34-XX)
8 Fluid mechanics (76-XX)
8 Biology and other natural sciences (92-XX)
7 Special functions (33-XX)
6 Functional analysis (46-XX)
6 Operations research, mathematical programming (90-XX)
5 Measure and integration (28-XX)
5 Integral equations (45-XX)
4 Combinatorics (05-XX)
4 Integral transforms, operational calculus (44-XX)
3 Dynamical systems and ergodic theory (37-XX)
2 General topology (54-XX)
2 Computer science (68-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Relativity and gravitational theory (83-XX)
2 Astronomy and astrophysics (85-XX)
2 Information and communication theory, circuits (94-XX)
1 Mathematical logic and foundations (03-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Functions of a complex variable (30-XX)
1 Difference and functional equations (39-XX)
1 Approximations and expansions (41-XX)
1 Geometry (51-XX)
1 Manifolds and cell complexes (57-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)

Citations by Year