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20142026
most citedOptimal time-decay estimates for an Oldroyd-B model with zero viscosity

32 citations · 40 across the 8 of their papers we have counts for

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math.PR2015★ 1 cited

Viscosity Characterization of the Arbitrage Function under Model Uncertainty

Yinghui Wang

We show that in an equity market model with Knightian uncertainty regarding the relative risk and covariance structure of its assets, the arbitrage function -- defined as the recip…

math.PR2014★ 1 cited

Viscosity Characterization of the Explosion Time Distribution for Diffusions

Yinghui Wang

We show that the tail distribution of the explosion time for a multidimensional diffusion (and more generally, a suitable function of the Feynman-Kac type involvi…