Edit Profile (opens in new tab) Sheu, Yuan-Chung Co-Author Distance Author ID: sheu.yuan-chung Published as: Sheu, Yuan-Chung Documents Indexed: 33 Publications since 1993, including 3 Additional arXiv Preprints Co-Authors: 17 Co-Authors with 25 Joint Publications 234 Co-Co-Authors all top 5 Co-Authors 8 single-authored 9 Chen, Yu-Ting 6 Liu, Gi-Ren 6 Wu, Hau-Tieng 5 Chen, Guanyu 4 Lee, Cheng-Few 3 Chang, Ming-Chi 2 Palmer, Kenneth James 2 Tsai, Ming-Yao 1 Chen, Wei-Kuo 1 Chen, Yu-Tzu 1 Fang, Yang-Jen 1 Hsieh, Hsi-Wei 1 Hsu, Jui-Ming 1 Hwang, Chii-Ruey 1 Lo, Yu-Lun 1 Su, Yan-Wei 1 Wang, Te-Chun all top 5 Serials 3 Stochastic Processes and their Applications 2 Journal of Applied Probability 2 Electronic Communications in Probability 1 Journal of Statistical Physics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 The Annals of Probability 1 Duke Mathematical Journal 1 Journal of Functional Analysis 1 Proceedings of the American Mathematical Society 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 The Annals of Applied Probability 1 SIAM Journal on Mathematical Analysis 1 Stochastics and Stochastics Reports 1 Applied Mathematical Finance 1 Electronic Journal of Probability 1 Finance and Stochastics 1 Taiwanese Journal of Mathematics 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance 1 Random Matrices: Theory and Applications all top 5 Fields 27 Probability theory and stochastic processes (60-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Partial differential equations (35-XX) 5 Potential theory (31-XX) 4 Statistics (62-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 86 times in 74 Documents Cited by ▼ Year ▼ Lifetime and compactness of range super-Brownian motion with a general branching mechanism. Zbl 0911.60060 Sheu, Yuan-Chung 15 1997 Disorder chaos in the spherical mean-field model. Zbl 1357.60106 Chen, Wei-Kuo; Hsieh, Hsi-Wei; Hwang, Chii-Ruey; Sheu, Yuan-Chung 12 2015 An ODE approach for the expected discounted penalty at ruin in jump-diffusion model. Zbl 1164.60034 Chen, Yu-Ting; Lee, Cheng-Few; Sheu, Yuan-Chung 12 2007 On states of exit measures for superdiffusions. Zbl 0854.60079 Sheu, Yuan-Chung 6 1996 Asymptotic behavior of superprocesses. Zbl 0827.60066 Sheu, Yuan-Chung 5 1994 Removable boundary singularities for solutions of some nonlinear differential equations. Zbl 0809.35030 Sheu, Yuan-Chung 5 1994 On the log-Sobolev constant for the simple random walk on the \(n\)-cycle: The even cases. Zbl 1028.60072 Chen, Guan-Yu; Sheu, Yuan-Chung 5 2003 The least cost super replicating portfolio in the Boyle-Vorst model with transaction costs. Zbl 1153.91470 Chen, Guan-Yu; Palmer, Ken; Sheu, Yuan-Chung 5 2008 On optimal stopping problems for matrix-exponential jump-diffusion processes. Zbl 1252.60039 Sheu, Yuan-Chung; Tsai, Ming-Yao 5 2012 On positive solutions of some nonlinear differential equations – a probabilistic approach. Zbl 0836.60093 Sheu, Yuan-Chung 3 1995 Free boundary problems and perpetual American strangles. Zbl 1281.91154 Chang, Ming-Chi; Sheu, Yuan-Chung 3 2013 A note on \(r\)-balayages of matrix-exponential Lévy processes. Zbl 1189.60153 Sheu, Yuan-Chung; Chen, Yu-Ting 3 2009 The \(L^{2}\)-cutoffs for reversible Markov chains. Zbl 1374.60130 Chen, Guan-Yu; Hsu, Jui-Ming; Sheu, Yuan-Chung 2 2017 A note on first passage functionals for hyper-exponential jump-diffusion processes. Zbl 1307.60112 Chen, Yu-Ting; Sheu, Yuan-Chung; Chang, Ming-Chi 2 2013 The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs. Zbl 1145.91342 Chen, Guan-Yu; Palmer, Ken; Sheu, Yuan-Chung 1 2007 Asymptotic analysis of higher-order scattering transform of Gaussian processes. Zbl 1492.60142 Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng 1 2022 Explore intrinsic geometry of sleep dynamics and predict sleep stage by unsupervised learning techniques. Zbl 07444925 Liu, Gi-Ren; Lo, Yu-Lun; Sheu, Yuan-Chung; Wu, Hau-Tieng 1 2021 Asymptotic analysis of higher-order scattering transform of Gaussian processes. Zbl 1492.60142 Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng 1 2022 Explore intrinsic geometry of sleep dynamics and predict sleep stage by unsupervised learning techniques. Zbl 07444925 Liu, Gi-Ren; Lo, Yu-Lun; Sheu, Yuan-Chung; Wu, Hau-Tieng 1 2021 The \(L^{2}\)-cutoffs for reversible Markov chains. Zbl 1374.60130 Chen, Guan-Yu; Hsu, Jui-Ming; Sheu, Yuan-Chung 2 2017 Disorder chaos in the spherical mean-field model. Zbl 1357.60106 Chen, Wei-Kuo; Hsieh, Hsi-Wei; Hwang, Chii-Ruey; Sheu, Yuan-Chung 12 2015 Free boundary problems and perpetual American strangles. Zbl 1281.91154 Chang, Ming-Chi; Sheu, Yuan-Chung 3 2013 A note on first passage functionals for hyper-exponential jump-diffusion processes. Zbl 1307.60112 Chen, Yu-Ting; Sheu, Yuan-Chung; Chang, Ming-Chi 2 2013 On optimal stopping problems for matrix-exponential jump-diffusion processes. Zbl 1252.60039 Sheu, Yuan-Chung; Tsai, Ming-Yao 5 2012 A note on \(r\)-balayages of matrix-exponential Lévy processes. Zbl 1189.60153 Sheu, Yuan-Chung; Chen, Yu-Ting 3 2009 The least cost super replicating portfolio in the Boyle-Vorst model with transaction costs. Zbl 1153.91470 Chen, Guan-Yu; Palmer, Ken; Sheu, Yuan-Chung 5 2008 An ODE approach for the expected discounted penalty at ruin in jump-diffusion model. Zbl 1164.60034 Chen, Yu-Ting; Lee, Cheng-Few; Sheu, Yuan-Chung 12 2007 The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs. Zbl 1145.91342 Chen, Guan-Yu; Palmer, Ken; Sheu, Yuan-Chung 1 2007 On the log-Sobolev constant for the simple random walk on the \(n\)-cycle: The even cases. Zbl 1028.60072 Chen, Guan-Yu; Sheu, Yuan-Chung 5 2003 Lifetime and compactness of range super-Brownian motion with a general branching mechanism. Zbl 0911.60060 Sheu, Yuan-Chung 15 1997 On states of exit measures for superdiffusions. Zbl 0854.60079 Sheu, Yuan-Chung 6 1996 On positive solutions of some nonlinear differential equations – a probabilistic approach. Zbl 0836.60093 Sheu, Yuan-Chung 3 1995 Asymptotic behavior of superprocesses. Zbl 0827.60066 Sheu, Yuan-Chung 5 1994 Removable boundary singularities for solutions of some nonlinear differential equations. Zbl 0809.35030 Sheu, Yuan-Chung 5 1994 all cited Publications top 5 cited Publications all top 5 Cited by 100 Authors 13 Ren, Yanxia 8 Kyprianou, Andreas E. 8 Sheu, Yuan-Chung 5 Chen, Wei-Kuo 4 Roux, Alet 4 Zastawniak, Tomasz 3 Dynkin, Evgeniĭ Borisovich 3 Murillo-Salas, Antonio 3 Panchenko, Dmitry 3 Song, Renming 3 Zhang, Rui 2 Aoudia, Djilali Ait 2 Chang, Ming-Chi 2 Chen, Guanyu 2 Chen, Yu-Ting 2 Chi, Yichun 2 Constantinescu, Corina D. 2 Kuznetsov, Sergei E. 2 Le Gall, Jean-François 2 Tetali, Prasad 2 Tsai, Ming-Yao 2 Wang, Yongjin 2 Yamazaki, Kazutoshi 2 Zhu, Yaping 1 Albrecher, Hansjörg 1 Arguin, Louis-Pierre 1 Asmussen, Søren 1 Auffinger, Antonio 1 Ben Arous, Gérard 1 Berestycki, Julien 1 Biffis, Enrico 1 Bobkov, Sergey Germanovich 1 Carbone, Raffaella 1 Chen, Pengzhan 1 Chen, Yu-Tzu 1 Dey, Partha Sarathi 1 Duhalde, Xan 1 Duquesne, Thomas 1 Eckhoff, Maren 1 Egami, Masahiko 1 Eguren, Facundo Oliú 1 Engländer, János 1 Fabozzi, Frank J. 1 Fekete, Dorottya 1 Fleischmann, Klaus 1 Fontbona, Joaquin 1 Fyodorov, Yan V. 1 Gloter, Arnaud 1 Han, Heejae 1 Handschy, Madeline 1 Hanson, Jack 1 He, Yue 1 Hesse, Marion 1 Hu, Yuan 1 Jagannath, Aukosh 1 Jaimungal, Sebastian 1 Jeon, Junkee 1 Kang, Myungjoo 1 Kawai, Reiichiro 1 Ko, Justin 1 Kumagai, Takashi 1 Lee, Somin 1 Lerman, Gilad 1 Li, Zenghu 1 Lin, X. Sheldon 1 Lin, Yi-Shen 1 Lindquist, W. Brent 1 Liu, Gi-Ren 1 Liu, Rongli 1 Liu, Wai-Wai 1 Ma, Yutao 1 Martinelli, Andrea 1 Martinez, Miguel 1 Mordecki, Ernesto 1 Mytnik, Leonid 1 Pérez Garmendia, Jose Luis 1 Pirsic, Isabel 1 Rachev, Svetlozar T. 1 Ramirez, Jorge M. 1 Regensburger, Georg 1 Rosenkranz, Markus 1 Saloff-Coste, Laurent 1 Sammer, M. 1 Sellke, Mark 1 Sen, Arnab 1 Shimizu, Yasutaka 1 Shirvani, Abootaleb 1 Song, Yingda 1 Suo, Xiuyun 1 Tokarz, Krzysztof 1 Wang, Hao 1 Wang, Ran 1 Winkel, Matthias 1 Wu, Hau-Tieng 1 Wu, Liming 1 Yang, Hu 1 Yao, Yi-Ching 1 Yu, Xiangdong 1 Zhang, Zhimin 1 Zhu, Wei R. all top 5 Cited in 40 Serials 7 Stochastic Processes and their Applications 5 The Annals of Probability 5 Insurance Mathematics & Economics 4 Journal of Applied Probability 4 Statistics & Probability Letters 4 Probability Theory and Related Fields 3 Acta Applicandae Mathematicae 3 Science in China. Series A 3 Electronic Communications in Probability 2 Advances in Applied Probability 2 Communications in Mathematical Physics 2 Journal of Functional Analysis 2 Electronic Journal of Probability 2 Acta Mathematica Sinica. English Series 1 Computers & Mathematics with Applications 1 Journal d’Analyse Mathématique 1 Journal of Mathematical Physics 1 Advances in Mathematics 1 Illinois Journal of Mathematics 1 Journal of Computational and Applied Mathematics 1 Stochastic Analysis and Applications 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 The Annals of Applied Probability 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Potential Analysis 1 Combinatorics, Probability and Computing 1 Applied Mathematical Finance 1 Finance and Stochastics 1 Mathematical Finance 1 Abstract and Applied Analysis 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Communications in Nonlinear Science and Numerical Simulation 1 Quantitative Finance 1 Stochastic Models 1 Journal of Statistical Mechanics: Theory and Experiment 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics all top 5 Cited in 21 Fields 64 Probability theory and stochastic processes (60-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Partial differential equations (35-XX) 11 Statistical mechanics, structure of matter (82-XX) 3 Combinatorics (05-XX) 2 Potential theory (31-XX) 2 Functional analysis (46-XX) 2 Statistics (62-XX) 2 Quantum theory (81-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Biology and other natural sciences (92-XX) Citations by Year