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Zheng, Weian

Co-Author Distance
Author ID: zheng.weian Recent zbMATH articles by "Zheng, Weian"
Published as: Zheng, Weian; Zheng, W. A.; Zheng, Wei An; Zheng, Wei-an; Zheng, Wei-An; Zheng, WeiAn; Zheng, W.
Homepage: https://research.shanghai.nyu.edu/centers-and-institutes/math/people/weian-zheng
External Links: MGP · IdRef · theses.fr
Documents Indexed: 66 Publications since 1980, including 3 Books
Co-Authors: 35 Co-Authors with 42 Joint Publications
1,687 Co-Co-Authors
all top 5

Co-Authors

24 single-authored
5 He, Shengwu
5 Meyer, Paul-André
5 Qian, Zhongmin M.
4 Blanchard, Philippe
3 Lyons, Terence John
2 Bao, Si
2 Chen, Shi
2 Zhang, Xinsheng
2 Zhou, Yu
1 Allouba, Hassan
1 Carmona, René A.
1 Chadam, John M.
1 Chen, Xinfu
1 Chen, Zhen-Qing
1 Combe, Ph.
1 Émery, Michel
1 Han, Dong
1 Hu, Yaozhong
1 Jiang, Lishang
1 Liao, Ming
1 Liu, Wei
1 Nakamura, Lemee
1 Piatnitski, Andrey L.
1 Roman, Luis J.
1 Russo, Francesco
1 Shen, Yinfang
1 Stroock, Daniel W.
1 Wang, Shuai
1 Wang, Xi
1 Wang, Zhaodong
1 Williams, Ruth J.
1 Xu, Zhiyan
1 Yan, Jia-An
1 Zhang, Tusheng S.
1 Zhang, Yinnan
all top 5

Serials

4 Journal of East China Normal University. Natural Science Edition
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Acta Mathematica Sinica. English Series
3 The Annals of Probability
3 Chinese Annals of Mathematics
3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
3 Stochastics and Stochastics Reports
2 International Journal of Mathematics and Mathematical Sciences
2 Journal of Functional Analysis
2 Probability Theory and Related Fields
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Statistical Theory and Related Fields
1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1 Stochastic Processes and their Applications
1 Scientia Sinica. Series A
1 Mathematical Finance
1 Mathematical Physics, Analysis and Geometry
1 International Mathematical Journal
1 Lecture Notes in Physics
1 Science China. Mathematics
1 East China Normal University Scientific Reports
all top 5

Fields

59 Probability theory and stochastic processes (60-XX)
9 Global analysis, analysis on manifolds (58-XX)
9 Statistics (62-XX)
7 Partial differential equations (35-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Quantum theory (81-XX)
2 Numerical analysis (65-XX)
1 Operator theory (47-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Differential geometry (53-XX)
1 Statistical mechanics, structure of matter (82-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

34 Publications have been cited 461 times in 405 Documents Cited by ▼ Year ▼
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
87
1984
Brownian-time processes: The PDE connection and the half-derivative generator. Zbl 1018.60066
Allouba, Hassan; Zheng, Weian
55
2001
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
40
1997
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
34
1988
Tightness results for laws of diffusion processes application to stochastic mechanics. Zbl 0579.60050
Zheng, W. A.
30
1985
Mathematical and physical aspects of stochastic mechanics. Zbl 0628.60104
Blanchard, Ph.; Combe, Ph.; Zheng, W.
28
1987
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
23
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
20
2008
A representation formula for transition probability densities of diffusions and applications. Zbl 1070.60072
Qian, Zhongmin; Zheng, Weian
18
2004
Comparison theorem and estimates for transition probability densities of diffusion processes. Zbl 1050.60061
Qian, Zhongmin; Russo, Francesco; Zheng, Weian
14
2003
Construction de processus de Nelson reversibles. Zbl 0564.60075
Meyer, P. A.; Zheng, W. A.
12
1985
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian
11
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.
10
2002
On reflecting Brownian motion - a weak convergence approach. Zbl 0704.60081
Williams, R. J.; Zheng, W. A.
9
1990
Discretizing a backward stochastic differential equation. Zbl 1006.60050
Zhang, Yinnan; Zheng, Weian
9
2002
Conditional propagation of chaos and a class of quasilinear PDE’s. Zbl 0836.60053
Zheng, Weian
8
1995
Stability and approximations of symmetric diffusion semigroups and kernels. Zbl 0907.47036
Chen, Zhen-Qing; Qian, Zhongmin; Hu, Yaozhong; Zheng, Weian
7
1998
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
6
1990
Radial part of Brownian motion on a Riemannian manifold. Zbl 0834.58038
Liao, M.; Zheng, W. A.
5
1995
A note on the convergence of sequences of conditional expectations of random variables. Zbl 0436.60005
Zheng, Wei-an
5
1980
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A.
5
1984
Reflecting Brownian motions and comparison theorems for Neumann heat kernels. Zbl 0797.60064
Carmona, René A.; Zheng, Weian
4
1994
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A.
4
1984
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes. Zbl 1141.60063
Han, Dong; Zhang, Xin Sheng; Zheng, Wei An
3
2008
On Monge-Kantorovich problem in the plane. (Sur le probléme de Monge-Kantorovich du plan.) Zbl 1207.49054
Shen, Yinfang; Zheng, Weian
2
2010
A large deviation result for a class of Dirichlet processes. Zbl 0813.60031
Zheng, Weian
2
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.
2
1983
Une remarque sur une même i. s. calculée dans deux filtrations. Zbl 0541.60045
Zheng, Weian
2
1984
Forecasting semi-stationary processes and statistical arbitrage. Zbl 07660240
Bao, Si; Chen, Shi; Zheng, Wei An; Zhou, Yu
1
2020
Diffusion processes on a Lipschitz Riemannian manifold and their applications. Zbl 0824.60083
Zheng, Weian
1
1995
Pathwise conservation law for stationary diffusion processes. Zbl 0578.60078
Blanchard, Ph.; Zheng, Weian
1
1985
Semimartingales in predictable random open sets. Zbl 0481.60054
Zheng, Wei An
1
1982
Remarques sur la convergence des martingales dans les variétés. Zbl 0544.60052
He, S. W.; Zheng, W. A.
1
1984
Intégrales stochastiques non monotones. Zbl 0541.60044
Zheng, Wei-An; Meyer, P. A.
1
1984
Forecasting semi-stationary processes and statistical arbitrage. Zbl 07660240
Bao, Si; Chen, Shi; Zheng, Wei An; Zhou, Yu
1
2020
On Monge-Kantorovich problem in the plane. (Sur le probléme de Monge-Kantorovich du plan.) Zbl 1207.49054
Shen, Yinfang; Zheng, Weian
2
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
20
2008
Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes. Zbl 1141.60063
Han, Dong; Zhang, Xin Sheng; Zheng, Wei An
3
2008
A representation formula for transition probability densities of diffusions and applications. Zbl 1070.60072
Qian, Zhongmin; Zheng, Weian
18
2004
Comparison theorem and estimates for transition probability densities of diffusion processes. Zbl 1050.60061
Qian, Zhongmin; Russo, Francesco; Zheng, Weian
14
2003
Sharp bounds for transition probability densities of a class of diffusions. Zbl 1015.60069
Qian, Zhongmin; Zheng, Weian
11
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.
10
2002
Discretizing a backward stochastic differential equation. Zbl 1006.60050
Zhang, Yinnan; Zheng, Weian
9
2002
Brownian-time processes: The PDE connection and the half-derivative generator. Zbl 1018.60066
Allouba, Hassan; Zheng, Weian
55
2001
Stability and approximations of symmetric diffusion semigroups and kernels. Zbl 0907.47036
Chen, Zhen-Qing; Qian, Zhongmin; Hu, Yaozhong; Zheng, Weian
7
1998
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
40
1997
Conditional propagation of chaos and a class of quasilinear PDE’s. Zbl 0836.60053
Zheng, Weian
8
1995
Radial part of Brownian motion on a Riemannian manifold. Zbl 0834.58038
Liao, M.; Zheng, W. A.
5
1995
A large deviation result for a class of Dirichlet processes. Zbl 0813.60031
Zheng, Weian
2
1995
Diffusion processes on a Lipschitz Riemannian manifold and their applications. Zbl 0824.60083
Zheng, Weian
1
1995
Reflecting Brownian motions and comparison theorems for Neumann heat kernels. Zbl 0797.60064
Carmona, René A.; Zheng, Weian
4
1994
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
23
1990
On reflecting Brownian motion - a weak convergence approach. Zbl 0704.60081
Williams, R. J.; Zheng, W. A.
9
1990
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
6
1990
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
34
1988
Mathematical and physical aspects of stochastic mechanics. Zbl 0628.60104
Blanchard, Ph.; Combe, Ph.; Zheng, W.
28
1987
Tightness results for laws of diffusion processes application to stochastic mechanics. Zbl 0579.60050
Zheng, W. A.
30
1985
Construction de processus de Nelson reversibles. Zbl 0564.60075
Meyer, P. A.; Zheng, W. A.
12
1985
Pathwise conservation law for stationary diffusion processes. Zbl 0578.60078
Blanchard, Ph.; Zheng, Weian
1
1985
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
87
1984
Quelques résultats de ”mécanique stochastique”. Zbl 0541.60046
Zheng, W. A.; Meyer, P. A.
5
1984
Fonctions convexes et semimartingales dans une variété. Zbl 0543.58029
Emery, M.; Zheng, W. A.
4
1984
Une remarque sur une même i. s. calculée dans deux filtrations. Zbl 0541.60045
Zheng, Weian
2
1984
Remarques sur la convergence des martingales dans les variétés. Zbl 0544.60052
He, S. W.; Zheng, W. A.
1
1984
Intégrales stochastiques non monotones. Zbl 0541.60044
Zheng, Wei-An; Meyer, P. A.
1
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.
2
1983
Semimartingales in predictable random open sets. Zbl 0481.60054
Zheng, Wei An
1
1982
A note on the convergence of sequences of conditional expectations of random variables. Zbl 0436.60005
Zheng, Wei-an
5
1980
all cited Publications top 5 cited Publications
all top 5

Cited by 560 Authors

10 Qian, Zhongmin M.
10 Zheng, Weian
9 Nane, Erkan
9 Zhang, Jianfeng
8 Allouba, Hassan
8 Chen, Zhen-Qing
8 Orsingher, Enzo
6 Bass, Richard F.
6 Pardoux, Etienne
5 Chen, Xinfu
5 D’Ovidio, Mirko
5 Kumagai, Takashi
5 Meerschaert, Mark Marvin
5 Touzi, Nizar
4 Albeverio, Sergio A.
4 Bahlali, Khaled
4 Beghin, Luisa
4 Dolinsky, Yan
4 Grothaus, Martin
4 Liu, Junfeng
4 Rainer, Catherine
4 Röckner, Michael
4 Yan, Litan
3 Arnaudon, Marc
3 Au, Vo Van
3 Barlow, Martin T.
3 Bäumer, Boris
3 Bayraktar, Erhan
3 Cardaliaguet, Pierre
3 Chadam, John M.
3 Cohen, Asaf
3 Cruzeiro, Ana-Bela
3 Étoré, Pierre
3 Fitzsimmons, Patrick J.
3 Flandoli, Franco
3 Gensbittel, Fabien
3 Gobet, Emmanuel
3 Jakubowski, Adam
3 Jourdain, Benjamin
3 Lyons, Terence John
3 Ma, Jin
3 Mikami, Toshio
3 Pagès, Gilles
3 Pavon, Michele
3 Słomiński, Leszek
3 Strauch, Claudia
3 Toaldo, Bruno
3 Zambrini, Jean-Claude
3 Zhang, Tusheng S.
3 Zięba, Wiesław
2 Baldi, Paolo
2 Bañuelos, Rodrigo
2 Bianchi, Annamaria
2 Blanchard, Philippe
2 Blath, Jochen
2 Boufoussi, Brahim
2 Bras, Pierre
2 Budhiraja, Amarjit S.
2 Budiyono, Agung
2 Burdzy, Krzysztof
2 Casanova, Adrián González
2 Chetrite, Raphaël
2 Cresson, Jacky
2 Delyon, Bernard
2 Dermoune, Azzouz
2 Deuschel, Jean-Dominique
2 Dolinskyi, Leonid
2 Elouaflin, Abouo
2 Filali, Siham
2 Funaki, Tadahisa
2 Gherbal, Boulakhras
2 Hairer, Martin
2 Hammer, Matthias
2 Hu, Yaozhong
2 Hu, Ying
2 Jiang, Yiming
2 Kaßmann, Moritz
2 Kim, Yoontae
2 Kondrat’yev, Yuriĭ Grygorovych
2 Kouritzin, Michael A.
2 Kuske, Rachel A.
2 Kuwae, Kazuhiro
2 Lejay, Antoine
2 Lizama, Carlos
2 Ma, Yutao
2 Martinez, Miguel
2 Mémin, Jean
2 Mezerdi, Brahim
2 Mrad, Mohamed
2 Mytnik, Leonid
2 Nguyen Huy Tuan
2 Nguyen, Anh-Tuan
2 Olla, Stefano
2 Ortgiese, Marcel
2 Park, Hyun Suk
2 Picard, Jean
2 Redig, Frank
2 Russo, Francesco
2 Sau, Federico
2 Saunders, David Claude
...and 460 more Authors
all top 5

Cited in 129 Serials

47 Stochastic Processes and their Applications
32 The Annals of Probability
23 Probability Theory and Related Fields
16 The Annals of Applied Probability
11 Statistics & Probability Letters
10 Transactions of the American Mathematical Society
9 Potential Analysis
8 Journal of Mathematical Analysis and Applications
8 Journal of Theoretical Probability
7 Journal of Mathematical Physics
7 Journal of Functional Analysis
7 Stochastic Analysis and Applications
6 SIAM Journal on Control and Optimization
6 Electronic Journal of Probability
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Communications in Mathematical Physics
5 Physica A
5 Journal of Applied Probability
5 Acta Mathematica Sinica. English Series
5 SIAM Journal on Financial Mathematics
4 Physics Letters. A
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Bernoulli
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Stochastics
3 Journal of Statistical Physics
3 Journal of Computational and Applied Mathematics
3 Journal of Differential Equations
3 Osaka Journal of Mathematics
3 Acta Mathematicae Applicatae Sinica. English Series
3 Journal de Mathématiques Pures et Appliquées. Neuvième Série
3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
3 SIAM Journal on Mathematical Analysis
3 Bulletin des Sciences Mathématiques
3 Journal of Evolution Equations
3 Discrete and Continuous Dynamical Systems. Series B
3 Stochastics and Dynamics
3 Advances in Difference Equations
2 International Journal of Theoretical Physics
2 Mathematical Methods in the Applied Sciences
2 Chaos, Solitons and Fractals
2 Mathematics of Operations Research
2 Proceedings of the American Mathematical Society
2 Acta Applicandae Mathematicae
2 Mathematical and Computer Modelling
2 Annales Mathématiques Blaise Pascal
2 Random Operators and Stochastic Equations
2 Finance and Stochastics
2 Statistical Inference for Stochastic Processes
2 Quantitative Finance
2 Communications on Pure and Applied Analysis
2 Boundary Value Problems
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Dynamic Games and Applications
2 SN Partial Differential Equations and Applications
1 International Journal of Modern Physics B
1 Advances in Applied Probability
1 Communications on Pure and Applied Mathematics
1 International Journal of Systems Science
1 Journal d’Analyse Mathématique
1 Journal of Mathematical Biology
1 Letters in Mathematical Physics
1 Lithuanian Mathematical Journal
1 Reports on Mathematical Physics
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Bulletin of Mathematical Biology
1 Acta Mathematica
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Automatica
1 Czechoslovak Mathematical Journal
1 Illinois Journal of Mathematics
1 International Journal of Mathematics and Mathematical Sciences
1 Integral Equations and Operator Theory
1 International Journal of Game Theory
1 Inventiones Mathematicae
1 Journal of Multivariate Analysis
1 Journal für die Reine und Angewandte Mathematik
1 Journal of Statistical Planning and Inference
1 Kodai Mathematical Journal
1 Mathematische Annalen
1 Nagoya Mathematical Journal
1 Proceedings of the Japan Academy. Series A
1 Results in Mathematics
1 Systems & Control Letters
1 Probability and Mathematical Statistics
1 Chinese Annals of Mathematics. Series B
1 Annals of Pure and Applied Logic
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Applied Numerical Mathematics
1 Journal of Complexity
1 Science in China. Series A
1 Annals of Physics
1 Communications in Statistics. Theory and Methods
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Annales de l’Institut Henri Poincaré. Physique Théorique
1 Acta Mathematica Sinica. New Series
1 Journal of Mathematical Imaging and Vision
...and 29 more Serials
all top 5

Cited in 42 Fields

322 Probability theory and stochastic processes (60-XX)
92 Partial differential equations (35-XX)
39 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
30 Statistical mechanics, structure of matter (82-XX)
27 Global analysis, analysis on manifolds (58-XX)
27 Systems theory; control (93-XX)
26 Potential theory (31-XX)
26 Calculus of variations and optimal control; optimization (49-XX)
25 Quantum theory (81-XX)
22 Numerical analysis (65-XX)
20 Statistics (62-XX)
18 Real functions (26-XX)
17 Operator theory (47-XX)
12 Differential geometry (53-XX)
10 Ordinary differential equations (34-XX)
9 Fluid mechanics (76-XX)
9 Biology and other natural sciences (92-XX)
8 Special functions (33-XX)
7 Operations research, mathematical programming (90-XX)
6 Integral equations (45-XX)
6 Functional analysis (46-XX)
5 Combinatorics (05-XX)
5 Measure and integration (28-XX)
5 Integral transforms, operational calculus (44-XX)
4 Dynamical systems and ergodic theory (37-XX)
4 Computer science (68-XX)
2 History and biography (01-XX)
2 General topology (54-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Relativity and gravitational theory (83-XX)
2 Astronomy and astrophysics (85-XX)
2 Information and communication theory, circuits (94-XX)
1 General and overarching topics; collections (00-XX)
1 Mathematical logic and foundations (03-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Functions of a complex variable (30-XX)
1 Difference and functional equations (39-XX)
1 Approximations and expansions (41-XX)
1 Geometry (51-XX)
1 Manifolds and cell complexes (57-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)

Citations by Year