Hongwei Long's Home Page

Michael A. Kouritzin and Hongwei Long, Convergence of Markov chain approximation to stochastic reaction diffusion equations, (PS file), The Annals of Applied Probability 12 (2002), 1039-1070.
D. Ballantyne, M.A. Kouritzin, H. Long and W. Sun, Discrete-space particle filters for reflecting diffusions, (PS file), to appear in The Proceeding of 2002 IEEE Aerospace Conference.
Michael A. Kouritzin, Hongwei Long, and Wei Sun, Nonlinear filtering for diffusions in random environments, (PS file), Journal of Theoretical Probability 16 (2003), 1-20.
Michael A. Kouritzin, Hongwei Long, and Wei Sun, On Markov chain approximations to semilinear partial differential equations driven by Poisson measure noise, (PS file), Stochastic Analysis and Applications 21 (2003), 419-441.
Michael A. Kouritzin, Hongwei Long, and Wei Sun, Markov chain approximations to filtering equations for reflecting diffusion processes, (PS file), Stochastic Processes and their Applications 110 (2004), 275-294.
S. Kim, S. Li, H. Long, and R. Pyke, Analyzing network traffic for malicious activity, (PDF file), Canadian Applied Math. Quarterly 12 (2004), 479-489.
Hongwei Long and I. Simao, A note on the essential self-adjointness of Ornstein-Uhlenbeck operators perturbed by a dissipative drift and a potential, (PDF file), Infinite Dimensional Analysis, Quantum Probability and Realted Topics 7 (2004), 249-259.
Hongwei Long and I. Simao, Essentail self-adjointness of Ornstein-Uhlenbeck operators perturbed by certain drifts and singular potentials, (PDF file), Communications in Applied Analysis 8 (2004), 167-184.
Yaozhong Hu and Hongwei Long, Parameter estimation for Ornstein-Uhlenbeck processes driven by stable Levy motions, (PDF file), To appear in Communications on Stochastic Analysis, 2007.
Michael A. Kouritzin and Hongwei Long, On extending the classical filtering equations, (PDF file), submitted to Statistics and Probability Letters, 2007.
Yaozhong Hu and Hongwei Long, Least squares estimator for Ornstein-Uhlenbeck processes driven by -stable motions, (PDF file), submitted to Stochastic Processes and their Applications, 2007.
Hongwei Long and Lianfen Qian, Nadaraya-Watson estimator for stochastic processes driven by additive Levy motions, (PDF file), submitted to Bernoulli, 2007.

Last modified: September 2, 2008