The following pages link to Chen Yang (Q299251):
Displaying 16 items.
- On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
- Assessment of different reconstruction techniques for implementing the NVSF schemes on unstructured meshes (Q4964849) (← links)
- Essential spectra of singular Hamiltonian differential operators of arbitrary order under a class of perturbations (Q5011719) (← links)
- (Q5035516) (← links)
- Simulation of liquid–vapour phase transitions and multiphase flows by an improved lattice Boltzmann model (Q5072574) (← links)
- Feature Extraction of Surface Electromyography Based on Improved Small-World Leaky Echo State Network (Q5131196) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- Kalb–Ramond field localization on a thick de Sitter brane (Q5143555) (← links)
- Inventory Management for High-Frequency Trading with Imperfect Competition (Q5215989) (← links)
- Randomized dividends in a discrete time risk model (Q5381515) (← links)
- 基于平方和方法的 H ∞ 最优励磁控制 (Q5381783) (← links)
- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856) (← links)
- The construction of modular invariants (Q5863131) (← links)
- A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (Q5868931) (← links)
- On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
- Detecting systematic anomalies affecting systems when inputs are stationary time series (Q6580718) (← links)
