公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
1992 | A remark on the ergodicity of systematic sweep in stochastic relaxation | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Stochastic Models, Statistical Methods, and Algorithms in Image Analysis (Lecture Notes in Statistics 74, Springer), 199-202 | | | |
1993 | Accelerating Gaussian diffusions | Hwang, Chii-Ruey; Hwang-Ma, S. -Y.; Sheu, Shuenn-Jyi | Ann. Applied Probab. 3(3), 897-913 | | | |
1997 | Asymptotics for the principal eigenvalue and eigen function of a nearly first order operator with large potential | Fleming, Wendell H.; Sheu, Shuenn-Jyi | Ann. Probab. 25(4), 1953-1994 | | | |
2009 | Asymptotics of the Probability Minimizing a “Down-side” Risk | Hata, Hiroaki; Nagai, Hideo; Sheu, Shuenn-Jyi | ANNALS OF APPLIED PROBABILITY 25(1), 52-89 | | | |
1994 | Brownian motion on pseudohermitian manifolds | Cheng, Jih-Hsin; Sheu, Shuenn-Jyi | incomplete draft | | | |
2006 | Central Limit Theorem for Diffusions in Discontinuous | Sheu, Shuenn-Jyi; Chiang, Tzuu-Shuh | | | | |
1986 | Cramer's theorem for certain ergodic processes in Banach space | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Stochastics 18(1), 83-94 | | | |
2005 | Differential games of inf-sup type and Issacs equations | Kaise, Hidehiro; Sheu, Shuenn-Jyi | Applied Mathematics and Optimization 52(1), 1-22 | | | |
1987 | Diffusion for Global Optimization in $\mathbb{R}^n $ | Chiang, Tzuu-Shuh; Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | SIAM J. Control Optim. 25(3), 737-753 | | | |
2000 | Diffusion processes on graphs: stochastic differential equations, large deviation principle | Freidlin, M.; Sheu, Shuenn-Jyi | Probability Theory and Related Fields 116(2), 181-220 | | | |
2008 | Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic Volatility | Sheu, Shuenn-Jyi; Hata, H. | Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic Volatility | | | |
2009 | Ergodic type of Bellman equations of first order with quadratic Hamiltonian | Kaise, H.; Sheu, Shuenn-Jyi | APPLIED MATHEMATICS AND OPTIMIZATION 59(1), 37-73 | | | |
2004 | Evaluation of large time expectations for diffusion processes | Sheu, Shuenn-Jyi; Kaise, H.; Sheu, S. J. | preprint. | | | |
2009 | Hamilton-Jacobi-Bellman equation of an optimal consumption problem | Sheu, Shuenn-Jyi | Hamilton-Jacobi-Bellman equation of an optimal consumption problem, ( ), 0-0 | | | |
2000 | Large deviation of diffusion processes with discontinuous drift and their occupation times. | Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi | Ann. of Probab. 28, 140-165 | | | |
1997 | Large deviation of small perturbation of some unstalbe systems | Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi | Journal of Stochastcic Analysis and Applications 15(1), 31-50 | | | |
1988 | Large deviation of some infinite-dimensional markov processes | Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi | Stochastics 23(2), 159-178 | | | |
1986 | Large time behaviors for perturbed diffusion Markov processes with applications I: Large time behaviors and the convergence rate to the invariant measures | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | TR Institute of Math. Academia Sinica | | | |
1990 | Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Acta Applicandae Mathematicae 19(3), 253-295 | | | |
2009 | Max-plus stochastic control and risk senstitivity | Sheu, Shuenn-Jyi; Fleming, W. H.; Hata, H. | Max-plus stochastic control and risk senstitivity, ( ), 0-0 | | | |