Selected Publications
- "A white noise approach to stochastic partial differential equations driven
by the fractional Levy noise", accepted, 2018 (jointly with Lu)
- "A unified system of
FB-SDEs with Levy jumps and double completely-S skew reflections",
Communications in Mathematical Sciences, Vol. 16, No. 3, pp. 659-704, 2018
- "Platform
modeling and scheduling game with multiple intelligent cloud-computing
pools for Big Data", Mathematical and Computer Modeling of Dynamical
Systems, Vol. 24, No. 5, pp. 506-552, 2018
- Early short conference version published in Proceedings of QTNA 2017, 223-226, 2017
- "Mean-variance hedging
based on an incomplete market with external risk factors of non-Gaussian
OU processes", Mathematical Problems in Engineering, Volume 2015
(Regular Issue), Article ID 625289, 20 pages, 2015
- "Optimal hedging and its performance based on a Levy driven
volatility model", Proceedings of International Conference on
Applied Mathematics and Sustainable Development - Special track
within 2012 Spring World Congress of Engineering and Technology (related
conference paper), Scientific Research Publishing, 44-49, 2012.
- "Optimal control
with monotonicity constraints for a parallel-server loss channel serving
multi-class jobs", Mathematical and Computer Modeling of Dynamical
Systems, Vol. 20, No. 3, 284-315, 2014
- "Constrained optimal control for a parallel-server channel serving
multi-class jobs in zero-buffer regime", Proceedings of 2011 World
Congress of Engineering and Technology, Vol. 1, 249-254 (related
conference paper), IEEE Computer
Society Press, 2011
- "Product-form solutions for integrated services packet networks
and cloud computing systems", Mathematical Problems in Engineering,
Volume 2014 (Regular Issue), Article ID 767651, 16 pages, 2014
- "Product-form solutions for integrated services packet
networks", Proceedings of MICAI 2006, IEEE Computer Society Press,
pp. 296-308 (short conference version), 2006
- "Optimal rate
scheduling via utility-maximization for J-user MIMO Markov fading
wireless channels with cooperation", Operations Research, Vol.
61, No. 6, 1450-1462 (with additional 26 page proof of online
e-companion ( Supplemental)), 2013
- "Functional limit theorems based on doubly stochastic
renewal processes and optimal controls for wireless systems under
random environment" (an alternative title used in some Probability
and Statistics Conference)
- "Stochastic integration for fractional Levy process and
stochastic differential equation driven by fractional Levy noise",
ACTA Mathematica Scientia (A): Chinese Series (Journal of
Mathematical Physics, Series A), Vol. A33, No. 6, 1022-1034, 2013
(jointly with Lu)
- English version available at http://arxiv.org/abs/1307.4173
- "Heavy traffic
limit theorems for a queue with Poisson ON/OFF long-range dependent
sources and general service time distribution", Acta Mathematicae
Applicatae Sinica, English Series, Vol. 28, No. 4, 807-822, 2012
- "On the conflict
of truncated random variable vs. heavy-tail and long range dependence
in computer and network simulation", Journal of Computational
Information Systems Vol.7, No. 5, 1488-1499, 2011
- "Mean-variance
portfolio selection based on a generalized BNS stochastic volatility
model", International Journal of Computer Mathematics, Vol. 88,
No. 16, 3521-3534, 2011
- "Generalized fractional Levy random fields on Gelfand triple:
a white noise approach", Front. Math. China, Vol. 9, No. 3, 493-506,
2011 (jointly with Lu and Huang)
- "Stochastic optimal
controls for parallel-server channels with zero waiting buffer capacity
and multiclass customers", Journal of Advances in Systems Science
and Applications, Vol. 9, No. 4, pp. 627-646, 2009 (jointly with Feng)
- "On the traveling neuron
nets (human brains) controlled by a satellite communication system",
Proceedings of International Conference on Bioinformatics and Biomedical
Engineering (iCBBE 2009), pp. 1-4, IEEE Computer Society Press, 2009
- "Optimal control based on a generalized exponential scheduling
rule for a generalized switch", Proceedings of International
Conference on Communications and Mobile Computing 2009, IEEE
Computer Society Press, Vol. 2, pp. 332-336, 2009 (jointly with
Wang)
- "Stochastic optimal control
of ATO systems with batch arrivals via diffusion approximation",
Probability in the Engineering and Informational Sciences, Vol. 21,
pp. 477-495, 2007 (jointly with Jiang)
- "Diffusion approximations for multiclass queueing networks
under preemptive priority service discipline", Applied Mathematics
and Mechanics, Vol. 28, No. 10, pp. 1331-1342, 2007
- "Finite element density estimator with multi-stage adaptive
filters", Chinese Journal of Engineering Mathematics, Vol. 6, pp.
1068-1074, 2006
-
"The finite element method for computing the stationary distribution of an SRBM
in a hypercube with applications to finite buffer queueing networks",
Queueing Systems, Vol. 42, pp. 33-62, 2002 (jointly with Chen, J.G.Dai and Shen)
- "A Brownian model for multiclass queueing networks with finite
buffers", Journal of Computational and Applied Mathematics, Vol.
144, No. 1-2, pp. 145-160, 2002
-
"A heavy traffic limit theorem for a class of open queueing
networks with finite buffers", Queueing Systems, Vol. 32, pp. 5-40,
1999 (jointly with J.G.Dai)
- "Brownian approximations for queueing networks with finite
buffers: modeling, heavy traffic analysis and numerical
implementations", UMI Dissertation Services, A Bell & Howell
Company, 300 N. Zeeb Road, Ann Arbor, Michigan 48106, U.S.A. 1997
- "A heavy traffic limit theorem for queueing netwroks with
finite capacity", Proceedings of Third International Workshop on
Queueing Networks with Finite Capacity, West Yorkshire, U.K.,
July 6-7, 1995 (Jointly with J.G. Dai)
- "Estimating time-variable parameters by the least squares
algorithm with a variable forgetting factor: convergence and
stability", Proceedings of Asia-Pacific Conference on Measurement
and Control, Vol. 2, pp. 544-547, 1991
- "Stochastic adaptive control for time-varying systems
convergent at the rate of 1/t", IFAC Proceedings Series, Vol. 1, No.
8, pp. 179-184, Pergamon Press, Elmsford, NY, U.S.A. 1989
Selected Recent Researches
- "A new class of backward stochastic partial differential equations
with jumps and applications", 2012 (under review)
- Presented in 2012 8th World Congress of Probability and
Statistics (Early version is available through arXiv)
- "Numerical methods and analysis via random field based Malliavin
calculus for backward stochastic PDEs", 2012 (under review)
- Presented at 2013 IMA Theory and Applications of Stochastic
PDEs
- Invited Talk for IMS-China 2013
- Online available through http://arxiv.org/pdf/1306.6770v1.pdf
- "Stochastic Partial Differential Equations Driven by Fractional Levy
Noises", 2014 (jointly with Lu, under review)
- Online available at http://arxiv.org/pdf/1410.0992v1.pdf
- Unified Systems of FB-SPDEs/FB-SDEs
with Jumps/Skew Reflections and Stochastic Differential Games
 , 58 pages, arxiv,
first version published on June 16 of 2015
- "White noise analysis for fractional Levy processes and its applications",
SCIENCE CHINA Mathematics, Accepted, 2016 (jointly with Lu)
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