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Author ID: sheu.yuan-chung Recent zbMATH articles by "Sheu, Yuan-Chung"
Published as: Sheu, Yuan-Chung

Publications by Year

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 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

Citations by Year