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Author ID: chiang.tzuu-shuh Recent zbMATH articles by "Chiang, Tzuu-Shuh"
Published as: Chiang, Tzuu-Shuh; Chiang, T. S.; Chiang, Tzuushuh; Chiang, Tzuu-shuh
External Links: MGP · Math-Net.Ru · dblp
Documents Indexed: 34 Publications since 1982
Co-Authors: 8 Co-Authors with 29 Joint Publications
137 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 144 times in 123 Documents Cited by Year
Diffusion for global optimization in \({\mathbb{R}}^ n\). Zbl 0622.60093
Chiang, Tzuu-Shuh; Hwang, Chii-Ruey; Sheu, Shuenn-Jyi
54
1987
A limit theorem for a class of inhomogeneous Markov processes. Zbl 0687.60070
Chiang, Tzuu-Shuh; Chow, Yunshyong
24
1989
On the convergence rate of annealing processes. Zbl 0665.60090
Chiang, Tzuushuh; Chow, Yunshyong
15
1988
Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces. Zbl 0743.60108
Chiang, T. S.; Kallianpur, G.; Sundar, P.
10
1991
McKean-Vlasov equations with discontinuous coefficients. Zbl 0817.60071
Chiang, Tzuu-Shuh
9
1994
Small perturbation of diffusions in inhomogeneous media. Zbl 1002.60070
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
5
2002
On eigenvalues and annealing rates. Zbl 0661.15020
Chiang, Tzuu-Shuh; Chow, Yunshyong
5
1988
Large deviation of diffusion processes with discontinuous drift and their occupation times. Zbl 1044.60065
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
5
2000
Large deviation of small perturbation of some unstable systems. Zbl 0873.60013
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
4
1997
Asymptotic behavior of eigenvalues and random updating schemes. Zbl 0785.15010
Chiang, Tzuu-Shuh; Chow, Yunshyong
2
1993
The asymptotic behavior of simulated annealing processes with absorption. Zbl 0804.60063
Chiang, Tzuu-Shuh; Chow, Yunshyong
2
1994
Exact formulas of certain functional integrals on Wiener spaces. Zbl 0832.60048
Chiang, T. S.; Chow, Y.; Lee, Y. J.
2
1994
A formula for \(E_ W\,\exp (-2^{-1}a^ 2\| x+y\| ^ 2_ 2)\). Zbl 0641.60006
Chiang, Tzuu-Shuh; Chow, Yunshyong; Lee, Yuh-Jia
2
1987
On the problem of exit from cycles for simulated annealing processes. A backward equation approach. Zbl 0937.60067
Chiang, Tzuu-Shuh; Chow, Yunshyong
1
1998
Large deviation of some infinite-dimensional Markov processes. Zbl 0637.60036
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
1
1988
A lower bound of the asymptotic behavior of some Markov processes. Zbl 0499.60030
Chiang, Tzuu-Shuh
1
1982
On the lower bound of large deviation of random walks. Zbl 0559.60031
Chiang, Tzuu-Shuh
1
1985
A convexity approach to option pricing with transaction costs in discrete models. Zbl 1246.91123
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
1
2011
A convexity approach to option pricing with transaction costs in discrete models. Zbl 1246.91123
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
1
2011
Small perturbation of diffusions in inhomogeneous media. Zbl 1002.60070
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
5
2002
Large deviation of diffusion processes with discontinuous drift and their occupation times. Zbl 1044.60065
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
5
2000
On the problem of exit from cycles for simulated annealing processes. A backward equation approach. Zbl 0937.60067
Chiang, Tzuu-Shuh; Chow, Yunshyong
1
1998
Large deviation of small perturbation of some unstable systems. Zbl 0873.60013
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
4
1997
McKean-Vlasov equations with discontinuous coefficients. Zbl 0817.60071
Chiang, Tzuu-Shuh
9
1994
The asymptotic behavior of simulated annealing processes with absorption. Zbl 0804.60063
Chiang, Tzuu-Shuh; Chow, Yunshyong
2
1994
Exact formulas of certain functional integrals on Wiener spaces. Zbl 0832.60048
Chiang, T. S.; Chow, Y.; Lee, Y. J.
2
1994
Asymptotic behavior of eigenvalues and random updating schemes. Zbl 0785.15010
Chiang, Tzuu-Shuh; Chow, Yunshyong
2
1993
Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces. Zbl 0743.60108
Chiang, T. S.; Kallianpur, G.; Sundar, P.
10
1991
A limit theorem for a class of inhomogeneous Markov processes. Zbl 0687.60070
Chiang, Tzuu-Shuh; Chow, Yunshyong
24
1989
On the convergence rate of annealing processes. Zbl 0665.60090
Chiang, Tzuushuh; Chow, Yunshyong
15
1988
On eigenvalues and annealing rates. Zbl 0661.15020
Chiang, Tzuu-Shuh; Chow, Yunshyong
5
1988
Large deviation of some infinite-dimensional Markov processes. Zbl 0637.60036
Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi
1
1988
Diffusion for global optimization in \({\mathbb{R}}^ n\). Zbl 0622.60093
Chiang, Tzuu-Shuh; Hwang, Chii-Ruey; Sheu, Shuenn-Jyi
54
1987
A formula for \(E_ W\,\exp (-2^{-1}a^ 2\| x+y\| ^ 2_ 2)\). Zbl 0641.60006
Chiang, Tzuu-Shuh; Chow, Yunshyong; Lee, Yuh-Jia
2
1987
On the lower bound of large deviation of random walks. Zbl 0559.60031
Chiang, Tzuu-Shuh
1
1985
A lower bound of the asymptotic behavior of some Markov processes. Zbl 0499.60030
Chiang, Tzuu-Shuh
1
1982
all top 5

Cited by 193 Authors

5 Chow, Yunshyong
4 Chiang, Tzuu-Shuh
4 Parpas, Panos
3 Albrecht, Andreas A.
3 Jacobson, Sheldon H.
3 Pavlyukevich, Ilya
3 Rustem, Berc
3 Xiong, Jie
3 Yin, Gang George
2 Becnel, Jeremy J.
2 Catoni, Olivier
2 Desai, Madhav P.
2 Frigerio, Alberto
2 Gao, Xuefeng
2 Gelfand, Saul B.
2 Gong, Guanglu
2 Grillo, Gabriele
2 Hwang, Chii-Ruey
2 Kallianpur, Gopinath
2 Kulik, Alexey M.
2 Leung, Kwong-Sak
2 Miclo, Laurent
2 Mitter, Sanjoy K.
2 Monmarché, Pierre
2 Orosz, Jeffrey E.
2 Pistikopoulos, Efstratios N.
2 Qian, Minping
2 Robini, Marc C.
2 Sengupta, Ambar N.
2 Sheu, Shuenn-Jyi
2 Shi, Zhiyan
2 Soboleva, Daryna D.
2 Veretennikov, Alexander Yu.
2 Wong, Chak-Kuen
2 Yang, Weiguo
2 Zhou, Xunyu
1 Aarts, Emile Hubertus Leonardus
1 Albert, Laura A.
1 Alkon, Daniel L.
1 Athreya, Siva R.
1 Badowski, Grazyna
1 Bahlali, Khaled
1 Barbour, Garth S.
1 Bauer, Martin
1 Bensoussan, Alain
1 Berglund, Nils
1 Blackwell, Kim T.
1 Borkar, Vivek Shripad
1 Budhiraja, Amarjit S.
1 Burghoff, Toralf
1 Cerf, Raphaël
1 Chaintron, Louis-Pierre
1 Chak, Martin
1 Chan, Terence
1 Charnes, Abraham
1 Chau, Huy N.
1 Chen, Hsiao-Chi
1 Chen, Neiping
1 Chen, Xia
1 Chow, Shui-Nee
1 Cot, Cécile
1 Cui, Zhiwei
1 Dai, Yin
1 Dawson, Donald Andrew
1 Defersha, Fantahun M.
1 Dekkers, Anton
1 Dereich, Steffen
1 Diez, Antoine
1 Donati-Martin, Catherine
1 Dowell, M. H.
1 Dutercq, Sébastien
1 E, Weinan
1 Elie, Romuald
1 Esunge, Julius N.
1 Fang, Haitao
1 Feng, Jianfeng
1 Fox, Bennett Louis
1 Gani, Joseph Mark
1 Garcia, Alfredo
1 Goldstein, Larry
1 Gremaud, Pierre-Alain
1 Gu, Quanquan
1 Gu, Xiaoyi
1 Gürbüzbalaban, Mert
1 Hall, Shane N.
1 Haynatzka, Vera R.
1 Huang, Jianhui
1 Huang, Shih-Feng
1 Jacquot, Sophie
1 Jiao, Yuling
1 Josephy, Norman H.
1 Journel, Lucas
1 Kang, Lican
1 Kantas, Nikolas
1 Kassing, Sebastian
1 Kaul, Hemanshu
1 Kimball, Lucia
1 Krykun, Ivan Hryhorovych
1 Kumar, K. Suresh
1 Kurtz, Thomas Gordon
...and 93 more Authors
all top 5

Cited in 76 Serials

8 Journal of Global Optimization
7 Stochastic Processes and their Applications
6 Journal of Optimization Theory and Applications
5 The Annals of Applied Probability
4 Probability Theory and Related Fields
3 Journal of Computational Physics
3 Journal of Statistical Physics
3 The Annals of Probability
3 Applied Mathematics and Optimization
3 Journal of Multivariate Analysis
3 Probability in the Engineering and Informational Sciences
2 Journal of Differential Equations
2 SIAM Journal on Control and Optimization
2 Stochastic Analysis and Applications
2 Acta Mathematicae Applicatae Sinica. English Series
2 Journal of Theoretical Probability
2 Mathematical and Computer Modelling
2 Theory of Probability and Mathematical Statistics
2 Electronic Journal of Probability
2 Sādhanā
2 Modern Stochastics. Theory and Applications
1 Advances in Applied Probability
1 Biological Cybernetics
1 Computers & Mathematics with Applications
1 Discrete Applied Mathematics
1 International Journal of Systems Science
1 Mathematical Biosciences
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Stochastics
1 Theory of Probability and its Applications
1 Journal of Mathematical Economics
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Mathematische Zeitschrift
1 Operations Research
1 Osaka Journal of Mathematics
1 Transactions of the American Mathematical Society
1 Advances in Applied Mathematics
1 Statistics & Probability Letters
1 Acta Applicandae Mathematicae
1 Optimization
1 Algorithmica
1 Journal of Scientific Computing
1 European Journal of Applied Mathematics
1 Annals of Operations Research
1 Random Structures & Algorithms
1 Communications in Statistics. Theory and Methods
1 Mathematical Programming. Series A. Series B
1 Chinese Science Bulletin
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Computational Optimization and Applications
1 SIAM Journal on Scientific Computing
1 Journal of Mathematical Sciences (New York)
1 NoDEA. Nonlinear Differential Equations and Applications
1 Electronic Communications in Probability
1 Bernoulli
1 International Transactions in Operational Research
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Methodology and Computing in Applied Probability
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Stochastics and Dynamics
1 Computational Biology and Chemistry
1 Inverse Problems in Science and Engineering
1 Frontiers of Mathematics in China
1 Kinetic and Related Models
1 International Journal of Economic Theory
1 Science China. Mathematics
1 Journal of Probability and Statistics
1 Numerical Algebra, Control and Optimization
1 Mathematical Control and Related Fields
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 Mathematics
1 SIAM/ASA Journal on Uncertainty Quantification
1 Transactions of the American Mathematical Society. Series B

Citations by Year