The following pages link to Lin Xu (Q192311):
Displaying 50 items.
- Semiparametric mixture regression with unspecified error distributions (Q158395) (← links)
- (Q406554) (redirect page) (← links)
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- (Q490453) (redirect page) (← links)
- Algorithm runtime prediction: methods \& evaluation (Q490455) (← links)
- (Q588206) (redirect page) (← links)
- A central limit theorem for reversible exclusion and zero-range particle systems (Q674505) (← links)
- Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
- Energy mechanism analysis for chaotic dynamics of gyrostat system and simulation of displacement orbit using COMSOL (Q823296) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Jackson-type inequalities for spherical neural networks with doubling weights (Q889374) (← links)
- Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
- On maximizing the expected terminal utility by investment and reinsurance (Q1008787) (← links)
- Homogenization for time-dependent two-dimensional incompressible Gaussian flows (Q1355746) (← links)
- Diffusive hydrodynamic limits for systems of interacting diffusions with finite range random interaction (Q1374765) (← links)
- Surface stretching for Ornstein Uhlenbeck velocity fields (Q1380233) (← links)
- Large time and small noise asymptotic results for mean reverting diffusion processes with applications (Q1584690) (← links)
- Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Large deviations and exponential decay for the magnetization in a Gaussian random field (Q1925066) (← links)
- Analysis of longitudinal data by combining multiple dynamic covariance models (Q1999988) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- A two-stage approach for surgery scheduling (Q2015795) (← links)
- Secure extended wildcard pattern matching protocol from cut-and-choose oblivious transfer (Q2023253) (← links)
- Renormalization group approach to a class of singularly perturbed delay differential equations (Q2247023) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Generalized continuous time random walks and Hermite processes (Q2344866) (← links)
- Cox risk model with variable premium rate and stochastic return on investment (Q2348956) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
- Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
- Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
- Thermodynamics of squeezed state for mesoscopic RLC circuits (Q2464104) (← links)
- Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate (Q2494606) (← links)
- Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
- Preparation of entangled coherent states and correspondence between entanglement and non-classical properties in circuit QED (Q2516185) (← links)
- SATenstein: automatically building local search SAT solvers from components (Q2634473) (← links)
- Renormalization group method for singular perturbation initial value problems with delays (Q2684835) (← links)
- Transition to chaos in a shell model of turbulence with the change of the viscosity (Q2919293) (← links)
- A CAS wavelet method for solving a higher order Volterra integro-differential equation (Q2924143) (← links)
- Finite-time synchronization for the brushless DC motor systems (Q2927329) (← links)
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
- (Q3014808) (← links)
- (Q3109327) (← links)
- (Q3373604) (← links)
- Differentiability and asymptotic properties of Gerber-Shiu function associated with absolute ruin time for a risk model with random premium incomes (Q3461418) (← links)
- Hierarchical Hardness Models for SAT (Q3523084) (← links)
- (Q3609879) (← links)
- (Q3624141) (← links)
