10 citations · 19 across the 12 of their papers we have counts for
12 papers
Spherical Minkowski content and natural parametrization on the sphere for Schramm-Loewner evolution
Tianyu Wei, Wanyang Dai
Studying SLE on provides a new and interesting perspective for the conformality of some 2-dimensional physical models. We prove the existence and some basic properties of…
n-Qubit Operations on Sphere and Queueing Scaling Limits for Programmable Quantum Computer
Wanyang Dai
We study n-qubit operation rules on (n+1)-sphere with the target to help developing a (photon or other technique) based programmable quantum computer. In the meanwhile, we derive t…
Internet of quantum blockchains: security modeling and dynamic resource pricing for stable digital currency
Wanyang Dai
Internet of quantum blockchains (IoB) will be the future Internet. In this paper, we make two new contributions to IoB: developing a block based quantum channel networking technolo…
Unified Systems of FB-SPDEs/FB-SDEs with Jumps/Skew Reflections and Stochastic Differential Games
Wanyang Dai
We study four systems and their interactions. First, we formulate a unified system of coupled forward-backward stochastic partial differential equations (FB-SPDEs) with Levy jumps,…
Stochastic Partial Differential Equations Driven by Fractional Levy Noises
Xuebin Lu, Wanyang Dai
In this paper, we investigate stochastic partial differential equations driven by multi-parameter anisotropic fractional Levy noises, including the stochastic Poisson equation, the…
Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes
Wanyang Dai
In this paper, we prove the global risk optimality of the hedging strategy of contingent claim, which is explicitly (or called semi-explicitly) constructed for an incomplete financ…
Product-form solutions for integrated services packet networks and cloud computing systems
Wanyang Dai
We iteratively derive the product-form solutions of stationary distributions of priority multiclass queueing networks with multi-sever stations. The networks are Markovian with exp…
Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise
Xuebin Lu, Wanyang Dai
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the…
Numerical Methods and Analysis via Random Field Based Malliavin Calculus for Backward Stochastic PDEs
Wanyang Dai
We study the adapted solution, numerical methods, and related convergence analysis for a unified backward stochastic partial differential equation (B-SPDE). The equation is vector-…
Optimal Rate Scheduling via Utility-Maximization for J-User MIMO Markov Fading Wireless Channels with Cooperation
Wanyang Dai
We design a dynamic rate scheduling policy of Markov type via the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capa…
Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution
Wanyang Dai
In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive accordi…
A New Class of Backward Stochastic Partial Differential Equations with Jumps and Applications
Wanyang Dai
We formulate a new class of stochastic partial differential equations (SPDEs), named high-order vector backward SPDEs (B-SPDEs) with jumps, which allow the high-order integral-part…