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
|
Tightness results for laws of diffusion processes application to stochastic mechanics. Zbl 0579.60050
Zheng, W. A. |
|
1985
|
Mathematical and physical aspects of stochastic mechanics. Zbl 0628.60104
Blanchard, Ph.; Combe, Ph.; Zheng, W. |
|
1987
|
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
|
Construction de processus de Nelson reversibles. Zbl 0564.60075
Meyer, P. A.; Zheng, W. A. |
|
1985
|
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian |
|
2002
|
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
|
On reflecting Brownian motion - a weak convergence approach. Zbl 0704.60081
Williams, R. J.; Zheng, W. A. |
|
1990
|
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
|
Stability and approximations of symmetric diffusion semigroups and kernels. Zbl 0907.47036
Chen, Zhen-Qing; Qian, Zhongmin; Hu, Yaozhong; Zheng, Weian |
|
1998
|
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A. |
|
1990
|
Radial part of Brownian motion on a Riemannian manifold. Zbl 0834.58038
Liao, M.; Zheng, W. A. |
|
1995
|
A note on the convergence of sequences of conditional expectations of random variables. Zbl 0436.60005
Zheng, Wei-an |
|
1980
|
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A. |
|
1984
|
Reflecting Brownian motions and comparison theorems for Neumann heat kernels. Zbl 0797.60064
Carmona, René A.; Zheng, Weian |
|
1994
|
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A. |
|
1984
|
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes. Zbl 1141.60063
Han, Dong; Zhang, Xin Sheng; Zheng, Wei An |
|
2008
|
On Monge-Kantorovich problem in the plane.
(Sur le probléme de Monge-Kantorovich du plan.) Zbl 1207.49054
Shen, Yinfang; Zheng, Weian |
|
2010
|
A large deviation result for a class of Dirichlet processes. Zbl 0813.60031
Zheng, Weian |
|
1995
|
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
|
Une remarque sur une même i. s. calculée dans deux filtrations. Zbl 0541.60045
Zheng, Weian |
|
1984
|
Forecasting semi-stationary processes and statistical arbitrage. Zbl 07660240
Bao, Si; Chen, Shi; Zheng, Wei An; Zhou, Yu |
|
2020
|
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
|
Semimartingales in predictable random open sets. Zbl 0481.60054
Zheng, Wei An |
|
1982
|
Remarques sur la convergence des martingales dans les variétés. Zbl 0544.60052
He, S. W.; Zheng, W. A. |
|
1984
|
Intégrales stochastiques non monotones. Zbl 0541.60044
Zheng, Wei-An; Meyer, P. A. |
|
1984
|
Forecasting semi-stationary processes and statistical arbitrage. Zbl 07660240
Bao, Si; Chen, Shi; Zheng, Wei An; Zhou, Yu |
|
2020
|
On Monge-Kantorovich problem in the plane.
(Sur le probléme de Monge-Kantorovich du plan.) 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
|
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian |
|
2002
|
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
|
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
|
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A. |
|
1984
|
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A. |
|
1984
|
Une remarque sur une même i. s. calculée dans deux filtrations. Zbl 0541.60045
Zheng, Weian |
|
1984
|
Remarques sur la convergence des martingales dans les variétés. Zbl 0544.60052
He, S. W.; Zheng, W. A. |
|
1984
|
Intégrales stochastiques non monotones. Zbl 0541.60044
Zheng, Wei-An; 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
|