1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2006★ 1 cited
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
Liqun Wang, Klaus Pötzelberger
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) f…
math.ST2005
Estimation of nonlinear models with Berkson measurement errors
Liqun Wang
This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to…