Long,
Hongwei
http://www.math.fau.edu/long/hlong.htm
hlong@fau.edu
- 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.
- 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.
- 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 and Hongwei Long, On generalizing the classical filtering equations to financial logstable models, (PS file) , submitted to Mathematical Finance.
- 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.
