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学位:博士
- The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries, The North American Journal of Economics and Finance, 2021, 56: 1-22.
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure, Statistics and Probability Letters, 2020, 165108857.
- A moderate deviation principle for stochastic Volterra equation, Statistics and Probability Letters, 2017, 122: 79-85.
- Optima Portfolio and Consumption models under Loss Aversion in Infinite Time Horizon, Probability in the Engineering and Informational Sciences, 2016, 30(4): 553-575.
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence, Statistics and Probability Letters, 2013, 83(10): 2248-2255.
- A solvable singular control problem driven by a jump diffusion process with applications, Stochastic Models (Communications in Statistics. Stochastic Models), 2016, 32(1): 136-159.
- l(1-2) minimisation for compressed sensing with partially known signal support, Electronics letters, 2020, 56(8): 405-407.
- Web renewal counting processes and their applications in insurance, Journal of Inequalities and Applications, 2018, 260: 1-15.
- A Novel Technique for Speech Recognition and Visualization Based Mobile Application to Support Two-Way Communication between Deaf-Mute and Normal Peoples, Wireless Communications & Mobile Computing, 2018, 2018(12).
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise, Stochastics and Dynamics, 2017, 17(4): 1750025-1-1750025-23.
- Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps, Journal of Systems Science and Complexity--English Series, 2017, 30(3): 645-659.
- Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints, Applied Mathematics and Computation, 2017, 299: 80-94.
- Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon, ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV), 2016, 22(3): 743-769.
- Moderate deviations and central limit theorem for positive diffusions, Journal of Inequalities and Applications, 2016, 87: 1-10.
- Dynamic asset allocation with loss aversion in a jump diffusion model, Acta Mathematicae Applicatae Sinica, 2015, 31(2): 557-566.