Narn-Rueih Shieh

activity

20092019

most citedHausdorff and packing dimensions of the images of random fields

18 citations · 28 across the 7 of their papers we have counts for

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Showing math.PRShow all

4 papers · 1 filter

math.PR2019★ 1 cited

Wavelet Series Representation and Geometric Properties of Harmonizable Fractional Stable Sheets

Antoine Ayache, Narn-Rueih Shieh, Yimin Xiao

Let $Z^{H} = {Z^{H} (t), t \in R^{N}}$ be a real-valued $N$ -parameter harmonizable fractional stable sheet with index $H = (H_{1}, \dots, H_{N}) \in (0, 1)^{N}$ . We establish a random wavele…

math.PR2018

American Options in the Hobson-Rogers Model

Narn-Rueih Shieh

In this article, we consider a risky asset $X$ for which evolution follows a model proposed by D.G. Hobson and L.C.G. Rogers\cite{HR98}. We assume that the volatility of $X$ depend…

math.PR2014

Multi-scaling Limits for Relativistic Diffusion Equations with Random Initial Data

Gi-Ren Liu, Narn-Rueih Shieh

Let $u (t, x), t > 0, x \in R^{n},$ be the spatial-temporal random field arising from the solution of a relativistic diffusion equation with the spatial-fra…

math.PR2010

Homogenization of Fractional Kinetic Systems with Random Initial Data

Gi-Ren Liu, Narn-Rueih Shieh

Let $w (t, x) := (u, v) (t, x), t > 0, x \in R^{n},$ be the $R^{2}$ -valued spatial-temporal random field $w = (u, v)$ arising from a certain two-equation system…