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Jie Yen Fan
Jie Yen Fan
Adresse e-mail validée de monash.edu
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Mimicking self-similar processes
JY Fan, K Hamza, F Klebaner
Bernoulli 21 (3), 1341-1360, 2015
162015
Convergence of the age structure of general schemes of population processes
JY Fan, K Hamza, P Jagers, F Klebaner
Bernoulli 26 (2), 893-926, 2020
72020
Limit theorems for multi-type general branching processes with population dependence
JY Fan, K Hamza, P Jagers, FC Klebaner
Advances in Applied Probability 52 (4), 1127-1163, 2020
52020
On the Markov property of some Brownian martingales
JY Fan, K Hamza, FC Klebaner
Stochastic Processes and their Applications 122 (10), 3506-3512, 2012
22012
SPDE Limits for the age structure of a population
JY Fan, K Hamza, P Jagers, FC Klebaner
arXiv preprint arXiv:1702.08592, 2017
12017
On the convergence order of a binary tree approximation of symmetrized diffusion processes
J Akahori, JY Fan, Y Imamura
Mathematics and Computers in Simulation 211, 263-277, 2023
2023
Mimicking Self-similar Markov Martingales and Extensions
JY Fan
Monash University, 2014
2014
On Dupire Formula and Diffusion with Given Marginals
JY Fan, FC Klebaner
Limit theorems for multi-type general branching processes with population size and structure dependence
JY Fan, K Hamza, P Jagers, F Klebaner
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