38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shandong UniversityCN15 papers
- Academy of Mathematics and Systems ScienceCN6 papers
- Qilu University of TechnologyCN6 papers
- Hong Kong Polytechnic UniversityHK4 papers
- Qilu Hospital of Shandong UniversityCN3 papers
- Carleton UniversityCA2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Chinese Academy of SciencesCN2 papers
- Fudan UniversityCN2 papers
- Harbin Institute of TechnologyCN2 papers
- Hong Kong University of Science and TechnologyHK2 papers
- Hunan UniversityCN2 papers
3 papers · 2 filters
Exact tail asymptotics for a three dimensional Brownian-driven tandem queue with intermediate inputs
Hongshuai Dai, Dawson A. Donald, Yiqiang Q. Zhao
The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM…
Stationary Distributions for Two-Dimensional Sticky Brownian Motions: Exact Tail Asymptotics and Extreme Value Distributions
Hongshuai Dai, Yiqiang Q. Zhao
In this paper, we consider a two-dimensional sticky Brownian motion. Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions, which find ap…
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
Soukaina Douissi, Jiaqiang Wen, Yufeng Shi
In this paper, we focus on mean-field anticipated backward stochastic differential equations (MF-BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H>1/2.…