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## Zheng, Weian

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 Author ID: zheng.weian Published as: Zheng, W.; Zheng, W. A.; Zheng, Wei An; Zheng, Wei-An; Zheng, Wei-an; Zheng, WeiAn; Zheng, Weian Homepage: https://research.shanghai.nyu.edu/centers-and-institutes/math/people/weian-zheng External Links: MGP
 Documents Indexed: 64 Publications since 1980, including 3 Books
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#### Co-Authors

 24 single-authored 5 He, Shengwu 5 Meyer, Paul-André 5 Qian, Zhongmin M. 4 Blanchard, Philippe 3 Lyons, Terence John 2 Zhang, Xinsheng 1 Allouba, Hassan 1 Carmona, René A. 1 Chadam, John M. 1 Chen, Xinfu 1 Chen, Zhen-Qing 1 Combe, Ph. 1 Duan, Xi-liang 1 Émery, Michel 1 Han, Dong 1 Hu, Yaozhong 1 Jiang, Lishang 1 Liao, Ming 1 Liu, Wei 1 Nakamura, Lemee 1 Piatnitski, Andrey L. 1 Roman, Luis J. 1 Russo, Francesco 1 Shen, Yinfang 1 Stroock, Daniel W. 1 Wang, Shuai 1 Wang, Zhaodong 1 Williams, Ruth J. 1 Xu, Zhiyan 1 Yan, Jia-An 1 Zhang, Tusheng S. 1 Zhang, Yinnan 1 Zhao, Hanzhong
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#### Serials

 4 Journal of East China Normal University. Natural Science Edition 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Acta Mathematica Sinica. English Series 3 The Annals of Probability 3 Chinese Annals of Mathematics 3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 3 Stochastics and Stochastics Reports 2 International Journal of Mathematics and Mathematical Sciences 2 Journal of Functional Analysis 2 Probability Theory and Related Fields 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Stochastic Processes and their Applications 1 Scientia Sinica. Series A 1 Mathematical Finance 1 Mathematical Physics, Analysis and Geometry 1 International Mathematical Journal 1 Lecture Notes in Physics 1 Science China. Mathematics 1 East China Normal University Scientific Reports
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#### Fields

 59 Probability theory and stochastic processes (60-XX) 9 Global analysis, analysis on manifolds (58-XX) 7 Partial differential equations (35-XX) 7 Statistics (62-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Quantum theory (81-XX) 2 Numerical analysis (65-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Statistical mechanics, structure of matter (82-XX)

#### Citations contained in zbMATH Open

30 Publications have been cited 369 times in 331 Documents Cited by Year
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
1984
Brownian-time processes: The PDE connection and the half-derivative generator. Zbl 1018.60066
Allouba, Hassan; Zheng, Weian
2001
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
1997
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
1988
Mathematical and physical aspects of stochastic mechanics. Zbl 0628.60104
Blanchard, Ph.; Combe, Ph.; Zheng, W.
1987
Tightness results for laws of diffusion processes application to stochastic mechanics. Zbl 0579.60050
Zheng, W. A.
1985
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
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
2008
A representation formula for transition probability densities of diffusions and applications. Zbl 1070.60072
Qian, Zhongmin; Zheng, Weian
2004
Comparison theorem and estimates for transition probability densities of diffusion processes. Zbl 1050.60061
Qian, Zhongmin; Russo, Francesco; Zheng, Weian
2003
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.
2002
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian
2002
Discretizing a backward stochastic differential equation. Zbl 1006.60050
Zhang, Yinnan; Zheng, Weian
2002
Conditional propagation of chaos and a class of quasilinear PDE’s. Zbl 0836.60053
Zheng, Weian
1995
Construction de processus de Nelson reversibles. Zbl 0564.60075
Meyer, P. A.; Zheng, W. A.
1985
Stability and approximations of symmetric diffusion semigroups and kernels. Zbl 0907.47036
Chen, Zhen-Qing; Qian, Zhongmin; Hu, Yaozhong; Zheng, Weian
1998
On reflecting Brownian motion - a weak convergence approach. Zbl 0704.60081
Williams, R. J.; Zheng, W. A.
1990
Radial part of Brownian motion on a Riemannian manifold. Zbl 0834.58038
Liao, M.; Zheng, W. A.
1995
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
1990
A note on the convergence of sequences of conditional expectations of random variables. Zbl 0436.60005
Zheng, Wei-an
1980
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A.
1984
Reflecting Brownian motions and comparison theorems for Neumann heat kernels. Zbl 0797.60064
Carmona, René A.; Zheng, Weian
1994
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A.
1984
On Monge-Kantorovich problem in the plane. Zbl 1207.49054
Shen, Yinfang; Zheng, Weian
2010
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes. Zbl 1141.60063
Han, Dong; Zhang, Xin Sheng; Zheng, Wei An
2008
A large deviation result for a class of Dirichlet processes. Zbl 0813.60031
Zheng, Weian
1995
Diffusion processes on a Lipschitz Riemannian manifold and their applications. Zbl 0824.60083
Zheng, Weian
1995
Pathwise conservation law for stationary diffusion processes. Zbl 0578.60078
Blanchard, Ph.; Zheng, Weian
1985
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.
1983
Semimartingales in predictable random open sets. Zbl 0481.60054
Zheng, Wei An
1982
On Monge-Kantorovich problem in the plane. Zbl 1207.49054
Shen, Yinfang; Zheng, Weian
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
2008
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes. Zbl 1141.60063
Han, Dong; Zhang, Xin Sheng; Zheng, Wei An
2008
A representation formula for transition probability densities of diffusions and applications. Zbl 1070.60072
Qian, Zhongmin; Zheng, Weian
2004
Comparison theorem and estimates for transition probability densities of diffusion processes. Zbl 1050.60061
Qian, Zhongmin; Russo, Francesco; Zheng, Weian
2003
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.
2002
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian
2002
Discretizing a backward stochastic differential equation. Zbl 1006.60050
Zhang, Yinnan; Zheng, Weian
2002
Brownian-time processes: The PDE connection and the half-derivative generator. Zbl 1018.60066
Allouba, Hassan; Zheng, Weian
2001
Stability and approximations of symmetric diffusion semigroups and kernels. Zbl 0907.47036
Chen, Zhen-Qing; Qian, Zhongmin; Hu, Yaozhong; Zheng, Weian
1998
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
1997
Conditional propagation of chaos and a class of quasilinear PDE’s. Zbl 0836.60053
Zheng, Weian
1995
Radial part of Brownian motion on a Riemannian manifold. Zbl 0834.58038
Liao, M.; Zheng, W. A.
1995
A large deviation result for a class of Dirichlet processes. Zbl 0813.60031
Zheng, Weian
1995
Diffusion processes on a Lipschitz Riemannian manifold and their applications. Zbl 0824.60083
Zheng, Weian
1995
Reflecting Brownian motions and comparison theorems for Neumann heat kernels. Zbl 0797.60064
Carmona, René A.; Zheng, Weian
1994
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
1990
On reflecting Brownian motion - a weak convergence approach. Zbl 0704.60081
Williams, R. J.; Zheng, W. A.
1990
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
1990
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
1988
Mathematical and physical aspects of stochastic mechanics. Zbl 0628.60104
Blanchard, Ph.; Combe, Ph.; Zheng, W.
1987
Tightness results for laws of diffusion processes application to stochastic mechanics. Zbl 0579.60050
Zheng, W. A.
1985
Construction de processus de Nelson reversibles. Zbl 0564.60075
Meyer, P. A.; Zheng, W. A.
1985
Pathwise conservation law for stationary diffusion processes. Zbl 0578.60078
Blanchard, Ph.; Zheng, Weian
1985
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
1984
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A.
1984
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A.
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.
1983
Semimartingales in predictable random open sets. Zbl 0481.60054
Zheng, Wei An
1982
A note on the convergence of sequences of conditional expectations of random variables. Zbl 0436.60005
Zheng, Wei-an
1980
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#### Cited by 464 Authors

 10 Zheng, Weian 9 Nane, Erkan 8 Allouba, Hassan 8 Chen, Zhen-Qing 8 Orsingher, Enzo 7 Qian, Zhongmin M. 7 Zhang, Jianfeng 6 Bass, Richard F. 6 Pardoux, Etienne 5 D’Ovidio, Mirko 5 Kumagai, Takashi 5 Meerschaert, Mark M. 4 Beghin, Luisa 4 Chen, Xinfu 4 Touzi, Nizar 4 Yan, Litan 3 Albeverio, Sergio A. 3 Bahlali, Khaled 3 Barlow, Martin T. 3 Bäumer, Boris 3 Cohen, Asaf 3 Dolinsky, Yan 3 Fitzsimmons, Patrick J. 3 Flandoli, Franco 3 Gensbittel, Fabien 3 Gobet, Emmanuel 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 Au, Vo Van 2 Baldi, Paolo 2 Bañuelos, Rodrigo 2 Bianchi, Annamaria 2 Blanchard, Philippe 2 Blath, Jochen 2 Budhiraja, Amarjit S. 2 Burdzy, Krzysztof 2 Cardaliaguet, Pierre 2 Chadam, John M. 2 Cruzeiro, Ana-Bela 2 Dermoune, Azzouz 2 Deuschel, Jean-Dominique 2 Ekström, Erik 2 Elouaflin, Abouo 2 Étoré, Pierre 2 Filali, Siham 2 Funaki, Tadahisa 2 Gherbal, Boulakhras 2 Grothaus, Martin 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 Kuwae, Kazuhiro 2 Lejay, Antoine 2 Li, Xue-Mei 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 Röckner, Michael 2 Russo, Francesco 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 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 Zambrini, Jean-Claude 2 Zhang, Tusheng S. 1 Aebi, Robert 1 Ahn, Cheonghee 1 Aitsahlia, Farid 1 Ancona, Alano 1 Antonyuk, Oleksandra Viktorivna ...and 364 more Authors
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#### Cited in 113 Serials

 39 Stochastic Processes and their Applications 31 The Annals of Probability 19 Probability Theory and Related Fields 12 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 Theoretical Probability 6 Journal of Mathematical Physics 6 Journal of Functional Analysis 6 Stochastic Analysis and Applications 6 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Journal of Applied Probability 5 Acta Mathematica Sinica. English Series 4 Communications in Mathematical Physics 4 Physics Letters. A 4 Bulletin des Sciences Mathématiques 4 Bernoulli 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Statistical Physics 3 Journal of Computational and Applied Mathematics 3 Journal of Differential Equations 3 SIAM Journal on Control and Optimization 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal de Mathématiques Pures et Appliquées. Neuvième Série 3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Journal of Evolution Equations 3 Discrete and Continuous Dynamical Systems. Series B 3 SIAM Journal on Financial Mathematics 2 Physica A 2 Chaos, Solitons and Fractals 2 Mathematics of Operations Research 2 Proceedings of the American Mathematical Society 2 Acta Applicandae Mathematicae 2 Mathematical and Computer Modelling 2 Annales Mathématiques Blaise Pascal 2 Random Operators and Stochastic Equations 2 Electronic Journal of Probability 2 Finance and Stochastics 2 Quantitative Finance 2 Stochastics and Dynamics 2 Communications on Pure and Applied Analysis 2 Dynamic Games 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 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 Osaka Journal of Mathematics 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 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 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 Annales Henri Poincaré 1 The ANZIAM Journal ...and 13 more Serials
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#### Cited in 38 Fields

 268 Probability theory and stochastic processes (60-XX) 70 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) 24 Potential theory (31-XX) 24 Statistical mechanics, structure of matter (82-XX) 20 Quantum theory (81-XX) 20 Systems theory; control (93-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 17 Numerical analysis (65-XX) 15 Real functions (26-XX) 14 Statistics (62-XX) 13 Operator theory (47-XX) 11 Differential geometry (53-XX) 10 Ordinary differential equations (34-XX) 7 Fluid mechanics (76-XX) 7 Operations research, mathematical programming (90-XX) 7 Biology and other natural sciences (92-XX) 6 Special functions (33-XX) 6 Integral equations (45-XX) 6 Functional analysis (46-XX) 5 Measure and integration (28-XX) 4 Combinatorics (05-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Integral transforms, operational calculus (44-XX) 3 Computer science (68-XX) 2 General topology (54-XX) 2 Classical thermodynamics, heat transfer (80-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 Approximations and expansions (41-XX) 1 Manifolds and cell complexes (57-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX)