Edit Profile (opens in new tab) Chen, Nan Co-Author Distance Author ID: chen.nan Published as: Chen, Nan External Links: ORCID Documents Indexed: 98 Publications since 2002, including 1 Book and 11 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 66 Co-Authors with 63 Joint Publications 2,114 Co-Co-Authors all top 5 Co-Authors 4 single-authored 14 Majda, Andrew J. 5 Wan, Xiangwei 4 Stechmann, Samuel N. 4 Tong, Xin Thomson 4 Wang, Rongrong 3 Cai, Ning 3 Deng, Quanling 3 Jing, Hui 3 Li, Pu 3 Liu, Yanchu 3 Lunasin, Evelyn M. 3 Sun, Qinghong 3 Wang, Jinxiang 3 Wei, Xinjiang 3 Wiggins, Stephen R. 3 Yang, Nian 3 Zhang, Yinling 2 Alber, Mark S. 2 Branicki, Michał 2 Chen, Ning 2 Fu, Shubin 2 Glasserman, Paul 2 Hu, Rufu 2 Huang, Zhengyu 2 Liu, Honghu 2 Ren, Haojie 2 Yan, Fengjun 2 Ye, Zhisheng 2 Zou, Changliang 1 Avila, Marc 1 Baurdoux, Erik Jan 1 Belomestny, Denis 1 Bollt, Erik M. 1 Cai, Chunhao 1 Carlin, Bradley P. 1 Che, Huajun 1 Chen, Chuanqi 1 Chen, Rong-Yan 1 Chen, Xiyu 1 Chen, Yandong 1 Cheng, Jin 1 Cheng, Shiya 1 Covington, Jeffrey 1 Dai, Mengmeng 1 Dai, Min 1 Delgado, Antonio 1 Deng, Changhui 1 Deng, Zuicha 1 Du, Wenxue 1 Fan, Yizheng 1 Fang, Xianghui 1 Farhat, Aseel 1 Giannakis, Dimitrios 1 Glazier, James A. 1 Gunzburger, Max D. 1 He, Qianhua 1 Herbei, Radu 1 Hobbs, Brian P. 1 Hossain, Md. Anwar 1 Hu, Bang 1 Hu, Jiuhua 1 Huang, Bin 1 Iliescu, Traian 1 Iqbal, Naveed H. 1 Jiang, Yi 1 Kaiser, Dale 1 Karimi, Hamid Reza 1 Khoo, Michael Boon Chong 1 Kou, Shing-Gang 1 Kwok, Yue-Kuen 1 Lee, Young Jack 1 Leung, Chi Man 1 Li, Meijuan 1 Li, Qiong 1 Li, Runze 1 Li, Wuquan 1 Li, Yingda 1 Liu, Hongyun 1 Liu, Xiaohua 1 Liu, Xin 1 Lu, Shuai 1 Lv, Han 1 Ma, Xiang 1 Ma, Yanran 1 Manucharyan, Georgy E. 1 Mao, Haokun 1 Mou, Changhong 1 Nie, Guijun 1 Ou, Yanjing 1 Pi, Dawei 1 Qi, Di 1 Qian, Biqi 1 Rissler, Matthew 1 Shui, Tao 1 Siddiqa, Sadia 1 Song, Yingda 1 Stingl, Michael 1 Su, Yong 1 Surya, Budhi Arta 1 Tang, Meiqin ...and 37 more Co-Authors all top 5 Serials 6 Journal of Computational Physics 4 Physica D 4 Journal of Southeast University. Natural Science Edition 4 SIAM/ASA Journal on Uncertainty Quantification 3 Journal of the Franklin Institute 3 Operations Research 3 Mathematical Finance 2 Journal of Mathematical Analysis and Applications 2 Mathematics of Operations Research 2 Operations Research Letters 2 Chinese Annals of Mathematics. Series B 2 International Journal of Adaptive Control and Signal Processing 2 Proceedings of the National Academy of Sciences of the United States of America 2 International Journal of Robust and Nonlinear Control 2 Quantum Information Processing 1 Advances in Applied Probability 1 The American Statistician 1 Inverse Problems 1 Nonlinearity 1 Biometrical Journal 1 Biometrika 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Naval Research Logistics 1 Journal of Economic Dynamics & Control 1 Journal of Southeast University. English Edition 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Journal of Nonlinear Science 1 Advances in Engineering Software 1 Applied Mathematical Finance 1 Science in China. Series E 1 Finance and Stochastics 1 Chaos 1 European Journal of Mechanics. B. Fluids 1 Communications in Nonlinear Science and Numerical Simulation 1 The ANZIAM Journal 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Basic Sciences Journal of Textile Universities 1 Multiscale Modeling & Simulation 1 Journal of Hefei University of Technology. Natural Science 1 Journal of East China Shipbuilding Institute. Natural Science Edition 1 Journal of Computer Applications 1 Synthesis Lectures on Mathematics & Statistics 1 Asian Journal of Control 1 Journal of Nanchang University. Natural Science 1 Research in the Mathematical Sciences 1 Applied Mathematics and Nonlinear Sciences 1 Mathematics of Climate and Weather Forecasting all top 5 Fields 25 Statistics (62-XX) 24 Probability theory and stochastic processes (60-XX) 22 Systems theory; control (93-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Fluid mechanics (76-XX) 10 Numerical analysis (65-XX) 9 Partial differential equations (35-XX) 9 Dynamical systems and ergodic theory (37-XX) 8 Geophysics (86-XX) 8 Information and communication theory, circuits (94-XX) 6 Computer science (68-XX) 6 Mechanics of particles and systems (70-XX) 5 Statistical mechanics, structure of matter (82-XX) 5 Operations research, mathematical programming (90-XX) 4 Biology and other natural sciences (92-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Combinatorics (05-XX) 2 Ordinary differential equations (34-XX) 2 Integral transforms, operational calculus (44-XX) 2 Mechanics of deformable solids (74-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Algebraic geometry (14-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 59 Publications have been cited 448 times in 340 Documents Cited by ▼ Year ▼ Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk. Zbl 1168.91379 Chen, Nan; Kou, S. G. 41 2009 Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options. Zbl 1218.60068 Cai, Ning; Chen, Nan; Wan, Xiangwei 39 2010 Asymptotic analysis of the differences between the Stokes-Darcy system with different interface conditions and the Stokes-Brinkman system. Zbl 1352.35093 Chen, Nan; Gunzburger, Max; Wang, Xiaoming 39 2010 Pricing double-barrier options under a flexible jump diffusion model. Zbl 1187.91208 Cai, Ning; Chen, Nan; Wan, Xiangwei 28 2009 An optimization view of financial systemic risk modeling: network effect and market liquidity effect. Zbl 1352.90091 Chen, Nan; Liu, Xin; Yao, David D. 25 2016 Condition-based maintenance using the inverse Gaussian degradation model. Zbl 1346.90269 Chen, Nan; Ye, Zhi-Sheng; Xiang, Yisha; Zhang, Linmiao 25 2015 Localization and exact simulation of Brownian motion-driven stochastic differential equations. Zbl 1291.65011 Chen, Nan; Huang, Zhengyu 24 2013 Malliavin Greeks without Malliavin calculus. Zbl 1133.60030 Chen, Nan; Glasserman, Paul 23 2007 Composite hierarchical anti-disturbance control for nonlinear systems with DOBC and fuzzy control. Zbl 1279.93029 Wei, Xinjiang; Chen, Nan 23 2014 Information barriers for noisy Lagrangian tracers in filtering random incompressible flows. Zbl 1320.60102 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 21 2014 Exact simulation of the SABR model. Zbl 1405.91598 Cai, Ning; Song, Yingda; Chen, Nan 21 2017 Additive and multiplicative duals for American option pricing. Zbl 1146.91022 Chen, Nan; Glasserman, Paul 18 2007 Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems. Zbl 1404.35444 Chen, Nan; Majda, Andrew J. 17 2017 Noisy Lagrangian tracers for filtering random rotating compressible flows. Zbl 1329.76128 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 16 2015 Composite adaptive disturbance observer-based control for a class of nonlinear systems with multisource disturbance. Zbl 1273.93099 Wei, Xinjiang; Chen, Nan; Li, Wuquan 16 2013 Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions. Zbl 1380.60055 Chen, Nan; Majda, Andrew J. 15 2018 American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach. Zbl 1307.91172 Chen, Nan; Liu, Yanchu 13 2014 Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1316.60055 Branicki, Michal; Chen, Nan; Majda, Andrew J. 12 2013 Robust lateral motion control of four-wheel independently actuated electric vehicles with tire force saturation consideration. Zbl 1307.93134 Wang, Rongrong; Zhang, Hui; Wang, Junmin; Yan, Fengjun; Chen, Nan 11 2015 Predicting the cloud patterns for the boreal summer intraseasonal oscillation through a low-order stochastic model. Zbl 1364.86015 Chen, Nan; Majda, Andrew J. 10 2015 Closed-form estimators for the gamma distribution derived from likelihood equations. Zbl 07671797 Ye, Zhi-Sheng; Chen, Nan 10 2017 Simple stochastic model for El Niño with westerly wind bursts. Zbl 1355.86005 Thual, Sulian; Majda, Andrew J.; Chen, Nan; Stechmann, Samuel N. 9 2016 An MCMC algorithm for parameter estimation in signals with hidden intermittent instability. Zbl 1350.60071 Chen, Nan; Giannakis, Dimitrios; Herbei, Radu; Majda, Andrew J. 8 2014 A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance. Zbl 1457.62385 Ou, Yanjing; Wu, Zhang; Khoo, Michael B. C.; Chen, Nan 8 2015 A nonzero-sum game approach to convertible bonds: tax benefit, bankruptcy cost, and early/late calls. Zbl 1282.91065 Chen, Nan; Dai, Min; Wan, Xiangwei 8 2013 Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions. Zbl 1410.35244 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 8 2018 Optimization and finite-frequency \(H_\infty\) control of active suspensions in in-wheel motor driven electric ground vehicles. Zbl 1307.93148 Wang, Rongrong; Jing, Hui; Yan, Fengjun; Reza Karimi, Hamid; Chen, Nan 7 2015 Approximate arbitrage-free option pricing under the SABR model. Zbl 1401.91538 Yang, Nian; Chen, Nan; Liu, Yanchu; Wan, Xiangwei 7 2017 Robust \(H_\infty\) dynamic output-feedback control for four-wheel independently actuated electric ground vehicles through integrated AFS/DYC. Zbl 1404.93015 Jing, Hui; Wang, Rongrong; Wang, Junmin; Chen, Nan 7 2018 Projection-based outlier detection in functional data. Zbl 1506.62547 Ren, Haojie; Chen, Nan; Zou, Changliang 7 2017 Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193 Cai, Chunhao; Chen, Nan; You, Honglong 6 2018 Spatial localization for nonlinear dynamical stochastic models for excitable media. Zbl 1480.65026 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 6 2019 Global-in-time Gevrey regularity solution for a class of bistable gradient flows. Zbl 1350.35050 Chen, Nan; Wang, Cheng; Wise, Steven 6 2016 Composite stratified anti-disturbance control for a class of MIMO discrete-time systems with nonlinearity. Zbl 1261.93057 Wei, Xinjiang; Chen, Nan; Deng, Changhui; Liu, Xiaohua; Tang, Meiqin 6 2012 Topology optimization of unsaturated flows in multi-material porous media: application to a simple diaper model. Zbl 1460.76770 Wein, Fabian; Chen, Nan; Iqbal, Naveed; Stingl, Michael; Avila, Marc 5 2019 On the inverse problems for the coupled continuum pipe flow model for flows in karst aquifers. Zbl 1328.35318 Lu, Shuai; Chen, Nan; Hu, Bang; Cheng, Jin 4 2012 Bayesian hierarchical classification and information sharing for clinical trials with subgroups and binary outcomes. Zbl 1429.62507 Chen, Nan; Lee, J. Jack 4 2019 A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. Zbl 1452.62607 Yang, Nian; Chen, Nan; Wan, Xiangwei 4 2019 Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations. Zbl 1436.37091 Chen, Nan; Majda, Andrew J. 4 2020 Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem. Zbl 1218.49030 Deng, Zui-Cha; Yang, Liu; Chen, Nan 3 2011 Performance analysis of queue length monitoring of \(M/G/1\) systems. Zbl 1241.90031 Chen, Nan; Yuan, Yuan; Zhou, Shiyu 3 2011 Optimal double stopping of a Brownian bridge. Zbl 1333.60080 Baurdoux, Erik J.; Chen, Nan; Surya, Budhi A.; Yamazaki, Kazutoshi 3 2015 A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations. Zbl 1453.65008 Chen, Nan; Majda, Andrew J. 3 2019 An efficient and statistically accurate Lagrangian data assimilation algorithm with applications to discrete element sea ice models. Zbl 07518084 Chen, Nan; Fu, Shubin; Manucharyan, Georgy E. 3 2022 Brownian meanders, importance sampling and unbiased simulation of diffusion extremes. Zbl 1257.62086 Chen, Nan; Huang, Zhengyu 3 2012 Robust fault estimation for Takagi-Sugeno fuzzy systems with state time-varying delay. Zbl 1467.93087 You, Fuqiang; Cheng, Shiya; Zhang, Xinyan; Chen, Nan 3 2020 The principle of not feeling the boundary for the SABR model. Zbl 1420.91452 Chen, Nan; Yang, Nian 3 2019 On fractional control method for four-wheel-steering vehicle. Zbl 1354.70054 Chen, Ning; Chen, Nan; Chen, Yandong 2 2009 Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1334.60058 Branicki, Michal; Chen, Nan; Majda, Andrew J. 2 2014 Superfloe parameterization with physics constraints for uncertainty quantification of sea ice floes. Zbl 1498.86001 Chen, Nan; Deng, Quanling; Stechmann, Samuel 2 2022 Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics. Zbl 07506185 Chen, Nan 2 2020 Optimal control of multiple-time delayed systems based on the control parameterization method. Zbl 1244.49049 Gui, W. H.; Shen, X. Y.; Chen, N.; Yang, C. H.; Wang, L. Y. 1 2011 Unbiased simulation of distributions with explicitly known integral transforms. Zbl 1356.65028 Belomestny, Denis; Chen, Nan; Wang, Yiwei 1 2016 Coordinated active steering and four-wheel independently driving/braking control with control allocation. Zbl 1338.93060 Wang, Jinxiang; Wang, Rongrong; Jing, Hui; Chen, Nan 1 2016 A parallel implementation of the cellular Potts model for simulation of cell-based morphogenesis. Zbl 1155.92303 Chen, Nan; Glazier, James A.; Alber, Mark S. 1 2006 Numerical study of formation of a series of bubbles at a submerged orifice. Zbl 1481.76239 Chen, Xiyu; Chen, Nan; Delgado, Antonio 1 2019 Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls. Zbl 1469.62039 Chen, Nan; Carlin, Bradley P.; Hobbs, Brian P. 1 2018 Large-scale datastreams surveillance via pattern-oriented-sampling. Zbl 1507.62414 Ren, Haojie; Zou, Changliang; Chen, Nan; Li, Runze 1 2022 Predicting observed and hidden extreme events in complex nonlinear dynamical systems with partial observations and short training time series. Zbl 1435.37100 Chen, Nan; Majda, Andrew J. 1 2020 An efficient and statistically accurate Lagrangian data assimilation algorithm with applications to discrete element sea ice models. Zbl 07518084 Chen, Nan; Fu, Shubin; Manucharyan, Georgy E. 3 2022 Superfloe parameterization with physics constraints for uncertainty quantification of sea ice floes. Zbl 1498.86001 Chen, Nan; Deng, Quanling; Stechmann, Samuel 2 2022 Large-scale datastreams surveillance via pattern-oriented-sampling. Zbl 1507.62414 Ren, Haojie; Zou, Changliang; Chen, Nan; Li, Runze 1 2022 Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations. Zbl 1436.37091 Chen, Nan; Majda, Andrew J. 4 2020 Robust fault estimation for Takagi-Sugeno fuzzy systems with state time-varying delay. Zbl 1467.93087 You, Fuqiang; Cheng, Shiya; Zhang, Xinyan; Chen, Nan 3 2020 Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics. Zbl 07506185 Chen, Nan 2 2020 Predicting observed and hidden extreme events in complex nonlinear dynamical systems with partial observations and short training time series. Zbl 1435.37100 Chen, Nan; Majda, Andrew J. 1 2020 Spatial localization for nonlinear dynamical stochastic models for excitable media. Zbl 1480.65026 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 6 2019 Topology optimization of unsaturated flows in multi-material porous media: application to a simple diaper model. Zbl 1460.76770 Wein, Fabian; Chen, Nan; Iqbal, Naveed; Stingl, Michael; Avila, Marc 5 2019 Bayesian hierarchical classification and information sharing for clinical trials with subgroups and binary outcomes. Zbl 1429.62507 Chen, Nan; Lee, J. Jack 4 2019 A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. Zbl 1452.62607 Yang, Nian; Chen, Nan; Wan, Xiangwei 4 2019 A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations. Zbl 1453.65008 Chen, Nan; Majda, Andrew J. 3 2019 The principle of not feeling the boundary for the SABR model. Zbl 1420.91452 Chen, Nan; Yang, Nian 3 2019 Numerical study of formation of a series of bubbles at a submerged orifice. Zbl 1481.76239 Chen, Xiyu; Chen, Nan; Delgado, Antonio 1 2019 Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions. Zbl 1380.60055 Chen, Nan; Majda, Andrew J. 15 2018 Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions. Zbl 1410.35244 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 8 2018 Robust \(H_\infty\) dynamic output-feedback control for four-wheel independently actuated electric ground vehicles through integrated AFS/DYC. Zbl 1404.93015 Jing, Hui; Wang, Rongrong; Wang, Junmin; Chen, Nan 7 2018 Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193 Cai, Chunhao; Chen, Nan; You, Honglong 6 2018 Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls. Zbl 1469.62039 Chen, Nan; Carlin, Bradley P.; Hobbs, Brian P. 1 2018 Exact simulation of the SABR model. Zbl 1405.91598 Cai, Ning; Song, Yingda; Chen, Nan 21 2017 Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems. Zbl 1404.35444 Chen, Nan; Majda, Andrew J. 17 2017 Closed-form estimators for the gamma distribution derived from likelihood equations. Zbl 07671797 Ye, Zhi-Sheng; Chen, Nan 10 2017 Approximate arbitrage-free option pricing under the SABR model. Zbl 1401.91538 Yang, Nian; Chen, Nan; Liu, Yanchu; Wan, Xiangwei 7 2017 Projection-based outlier detection in functional data. Zbl 1506.62547 Ren, Haojie; Chen, Nan; Zou, Changliang 7 2017 An optimization view of financial systemic risk modeling: network effect and market liquidity effect. Zbl 1352.90091 Chen, Nan; Liu, Xin; Yao, David D. 25 2016 Simple stochastic model for El Niño with westerly wind bursts. Zbl 1355.86005 Thual, Sulian; Majda, Andrew J.; Chen, Nan; Stechmann, Samuel N. 9 2016 Global-in-time Gevrey regularity solution for a class of bistable gradient flows. Zbl 1350.35050 Chen, Nan; Wang, Cheng; Wise, Steven 6 2016 Unbiased simulation of distributions with explicitly known integral transforms. Zbl 1356.65028 Belomestny, Denis; Chen, Nan; Wang, Yiwei 1 2016 Coordinated active steering and four-wheel independently driving/braking control with control allocation. Zbl 1338.93060 Wang, Jinxiang; Wang, Rongrong; Jing, Hui; Chen, Nan 1 2016 Condition-based maintenance using the inverse Gaussian degradation model. Zbl 1346.90269 Chen, Nan; Ye, Zhi-Sheng; Xiang, Yisha; Zhang, Linmiao 25 2015 Noisy Lagrangian tracers for filtering random rotating compressible flows. Zbl 1329.76128 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 16 2015 Robust lateral motion control of four-wheel independently actuated electric vehicles with tire force saturation consideration. Zbl 1307.93134 Wang, Rongrong; Zhang, Hui; Wang, Junmin; Yan, Fengjun; Chen, Nan 11 2015 Predicting the cloud patterns for the boreal summer intraseasonal oscillation through a low-order stochastic model. Zbl 1364.86015 Chen, Nan; Majda, Andrew J. 10 2015 A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance. Zbl 1457.62385 Ou, Yanjing; Wu, Zhang; Khoo, Michael B. C.; Chen, Nan 8 2015 Optimization and finite-frequency \(H_\infty\) control of active suspensions in in-wheel motor driven electric ground vehicles. Zbl 1307.93148 Wang, Rongrong; Jing, Hui; Yan, Fengjun; Reza Karimi, Hamid; Chen, Nan 7 2015 Optimal double stopping of a Brownian bridge. Zbl 1333.60080 Baurdoux, Erik J.; Chen, Nan; Surya, Budhi A.; Yamazaki, Kazutoshi 3 2015 Composite hierarchical anti-disturbance control for nonlinear systems with DOBC and fuzzy control. Zbl 1279.93029 Wei, Xinjiang; Chen, Nan 23 2014 Information barriers for noisy Lagrangian tracers in filtering random incompressible flows. Zbl 1320.60102 Chen, Nan; Majda, Andrew J.; Tong, Xin T. 21 2014 American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach. Zbl 1307.91172 Chen, Nan; Liu, Yanchu 13 2014 An MCMC algorithm for parameter estimation in signals with hidden intermittent instability. Zbl 1350.60071 Chen, Nan; Giannakis, Dimitrios; Herbei, Radu; Majda, Andrew J. 8 2014 Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1334.60058 Branicki, Michal; Chen, Nan; Majda, Andrew J. 2 2014 Localization and exact simulation of Brownian motion-driven stochastic differential equations. Zbl 1291.65011 Chen, Nan; Huang, Zhengyu 24 2013 Composite adaptive disturbance observer-based control for a class of nonlinear systems with multisource disturbance. Zbl 1273.93099 Wei, Xinjiang; Chen, Nan; Li, Wuquan 16 2013 Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1316.60055 Branicki, Michal; Chen, Nan; Majda, Andrew J. 12 2013 A nonzero-sum game approach to convertible bonds: tax benefit, bankruptcy cost, and early/late calls. Zbl 1282.91065 Chen, Nan; Dai, Min; Wan, Xiangwei 8 2013 Composite stratified anti-disturbance control for a class of MIMO discrete-time systems with nonlinearity. Zbl 1261.93057 Wei, Xinjiang; Chen, Nan; Deng, Changhui; Liu, Xiaohua; Tang, Meiqin 6 2012 On the inverse problems for the coupled continuum pipe flow model for flows in karst aquifers. Zbl 1328.35318 Lu, Shuai; Chen, Nan; Hu, Bang; Cheng, Jin 4 2012 Brownian meanders, importance sampling and unbiased simulation of diffusion extremes. Zbl 1257.62086 Chen, Nan; Huang, Zhengyu 3 2012 Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem. Zbl 1218.49030 Deng, Zui-Cha; Yang, Liu; Chen, Nan 3 2011 Performance analysis of queue length monitoring of \(M/G/1\) systems. Zbl 1241.90031 Chen, Nan; Yuan, Yuan; Zhou, Shiyu 3 2011 Optimal control of multiple-time delayed systems based on the control parameterization method. Zbl 1244.49049 Gui, W. H.; Shen, X. Y.; Chen, N.; Yang, C. H.; Wang, L. Y. 1 2011 Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options. Zbl 1218.60068 Cai, Ning; Chen, Nan; Wan, Xiangwei 39 2010 Asymptotic analysis of the differences between the Stokes-Darcy system with different interface conditions and the Stokes-Brinkman system. Zbl 1352.35093 Chen, Nan; Gunzburger, Max; Wang, Xiaoming 39 2010 Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk. Zbl 1168.91379 Chen, Nan; Kou, S. G. 41 2009 Pricing double-barrier options under a flexible jump diffusion model. Zbl 1187.91208 Cai, Ning; Chen, Nan; Wan, Xiangwei 28 2009 On fractional control method for four-wheel-steering vehicle. Zbl 1354.70054 Chen, Ning; Chen, Nan; Chen, Yandong 2 2009 Malliavin Greeks without Malliavin calculus. Zbl 1133.60030 Chen, Nan; Glasserman, Paul 23 2007 Additive and multiplicative duals for American option pricing. Zbl 1146.91022 Chen, Nan; Glasserman, Paul 18 2007 A parallel implementation of the cellular Potts model for simulation of cell-based morphogenesis. Zbl 1155.92303 Chen, Nan; Glazier, James A.; Alber, Mark S. 1 2006 all cited Publications top 5 cited Publications all top 5 Cited by 675 Authors 19 Chen, Nan 17 Majda, Andrew J. 12 Wei, Xinjiang 8 Cui, Zhenyu 7 Li, Yingqiu 7 Tong, Xin Thomson 6 Zhang, Huifeng 6 Zhou, Xiaowen 5 Qi, Di 5 Stechmann, Samuel N. 4 Fu, Michael C. 4 Giesecke, Kay 4 Jang, Yu-Hyeong 4 Kim, Hyoung-Moon 4 Ma, Jingtang 4 Sun, Haibin 3 Aoudia, Djilali Ait 3 Branicki, Michał 3 Castro, Inma T. 3 Chen, Ye 3 Han, Jian 3 Herrmann, Samuel 3 Hu, Xin 3 Joshi, Mark S. 3 Karimi, Hamid Reza 3 Li, Chenxu 3 Liu, Yanchu 3 Marazzina, Daniele 3 Peng, Yijie 3 Pirjol, Dan 3 Sun, Shixiang 3 Temam, Roger Meyer 3 Wang, Zhaojun 3 Yang, Nian 3 Yang, Wensheng 3 Zhao, Jing 2 Becker, Sebastian 2 Belomestny, Denis 2 Blanchet, Jose H. 2 Brignone, Riccardo 2 Cai, Ning 2 Cai, Yingfeng 2 Campi, Luciano 2 Chen, Long 2 Chen, Te 2 Cheridito, Patrick 2 Choi, Jaehyuk 2 Dassios, Angelos 2 Deaconu, Madalina 2 Deng, Quanling 2 Farkas, Walter 2 Flandoli, Franco 2 Fu, Shubin 2 Fu, Zhumu 2 Fusai, Gianluca 2 Germano, Guido 2 Glover, Kristoffer J. 2 Guo, Lei 2 Harlim, John 2 Hou, Linlin 2 Jentzen, Arnulf 2 Jiang, Haobin 2 Juneja, Sandeep 2 Kwok, Yue-Kuen 2 Landriault, David 2 Leitao, Álvaro 2 Li, Bin 2 Li, Bo 2 Li, Yankai 2 Li, Yao 2 Liang, Gechun 2 Liu, Bin 2 Liu, Leipo 2 Louzada, Francisco 2 Luo, Dejun 2 Mathys, Ludovic 2 Oosterlee, Cornelis Willebrordus 2 Oudjane, Nadia 2 Parczewski, Peter 2 Pollock, Murray 2 Ramos, Pedro Luiz 2 Renaud, Jean-François 2 Ricci, Cristiano 2 Roberts, Gareth O. 2 Schoenmakers, John G. M. 2 Schweizer, Nikolaus 2 Shi, Chao 2 Sirignano, Justin A. 2 Song, Shiyu 2 Spiliopoulos, Konstantinos V. 2 Sun, Changyin 2 Uda, Kenneth 2 Vasiljević, Nikola 2 Wan, Xiangwei 2 Wang, Yongjin 2 Wang, Zheng 2 Wei, Yushao 2 Wen, Yuzhen 2 Wong, Pak Kin 2 Wu, Kang ...and 575 more Authors all top 5 Cited in 125 Serials 28 European Journal of Operational Research 23 Journal of the Franklin Institute 15 Quantitative Finance 10 Journal of Computational Physics 9 Journal of Computational and Applied Mathematics 7 Physica D 7 SIAM/ASA Journal on Uncertainty Quantification 6 Advances in Applied Probability 6 Journal of Applied Probability 6 Statistics & Probability Letters 6 Journal of Economic Dynamics & Control 5 International Journal of Control 5 Mathematics of Operations Research 5 Insurance Mathematics & Economics 5 International Journal of Robust and Nonlinear Control 5 Mathematical Problems in Engineering 5 International Journal of Theoretical and Applied Finance 5 Stochastics 4 Applied Mathematics and Computation 4 Journal of Statistical Computation and Simulation 4 Stochastic Processes and their Applications 4 Applied Mathematical Finance 4 Finance and Stochastics 4 Mathematical Finance 4 International Journal of Systems Science. Principles and Applications of Systems and Integration 3 Journal of Mathematical Analysis and Applications 3 Nonlinearity 3 Information Sciences 3 Operations Research 3 Communications in Statistics. Simulation and Computation 3 Communications in Statistics. Theory and Methods 3 Journal of Nonlinear Science 3 INFORMS Journal on Computing 3 Nonlinear Dynamics 3 Chaos 3 SIAM Journal on Financial Mathematics 3 Statistics and Computing 2 Automatica 2 Journal of Multivariate Analysis 2 Operations Research Letters 2 Chinese Annals of Mathematics. Series B 2 Computers & Operations Research 2 Journal of Theoretical Probability 2 International Journal of Adaptive Control and Signal Processing 2 International Journal of Computer Mathematics 2 SIAM Journal on Scientific Computing 2 Complexity 2 Electronic Journal of Probability 2 Abstract and Applied Analysis 2 Probability in the Engineering and Informational Sciences 2 Methodology and Computing in Applied Probability 2 Discrete and Continuous Dynamical Systems. Series B 2 SIAM Journal on Applied Dynamical Systems 2 Review of Derivatives Research 2 Journal of the Korean Statistical Society 2 Frontiers of Mathematics in China 2 Mathematics and Financial Economics 2 Discrete and Continuous Dynamical Systems. Series S 2 Mathematics of Climate and Weather Forecasting 1 The American Statistician 1 Computer Methods in Applied Mechanics and Engineering 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Physica A 1 Applied Mathematics and Optimization 1 Journal of the American Statistical Association 1 Journal of Differential Equations 1 Journal of Econometrics 1 Journal of Functional Analysis 1 Journal of Optimization Theory and Applications 1 Mathematics and Computers in Simulation 1 Meccanica 1 Naval Research Logistics 1 SIAM Journal on Control and Optimization 1 Statistica Neerlandica 1 Acta Mathematicae Applicatae Sinica 1 Statistics 1 Asia-Pacific Journal of Operational Research 1 Journal of Scientific Computing 1 Journal of Applied Mathematics and Stochastic Analysis 1 European Journal of Applied Mathematics 1 Annals of Operations Research 1 Japan Journal of Industrial and Applied Mathematics 1 The Annals of Applied Probability 1 Discrete Event Dynamic Systems 1 Applied Mathematical Modelling 1 Proceedings of the National Academy of Sciences of the United States of America 1 SIAM Review 1 Computational Statistics and Data Analysis 1 Theory of Probability and Mathematical Statistics 1 Electronic Communications in Probability 1 Bernoulli 1 Discrete and Continuous Dynamical Systems 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Mathematical Methods of Operations Research 1 Discrete Dynamics in Nature and Society 1 Acta Mathematica Sinica. English Series 1 International Game Theory Review ...and 25 more Serials all top 5 Cited in 28 Fields 170 Probability theory and stochastic processes (60-XX) 130 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 78 Systems theory; control (93-XX) 61 Statistics (62-XX) 61 Numerical analysis (65-XX) 32 Operations research, mathematical programming (90-XX) 23 Partial differential equations (35-XX) 15 Dynamical systems and ergodic theory (37-XX) 14 Geophysics (86-XX) 13 Fluid mechanics (76-XX) 8 Computer science (68-XX) 7 Ordinary differential equations (34-XX) 7 Mechanics of particles and systems (70-XX) 6 Integral transforms, operational calculus (44-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Information and communication theory, circuits (94-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Approximations and expansions (41-XX) 4 Operator theory (47-XX) 2 General and overarching topics; collections (00-XX) 2 Special functions (33-XX) 2 Integral equations (45-XX) 2 Optics, electromagnetic theory (78-XX) 2 Biology and other natural sciences (92-XX) 1 Combinatorics (05-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year