×

zbMATH — the first resource for mathematics

Zhou, Xiaowen

Compute Distance To:
Author ID: zhou.xiaowen Recent zbMATH articles by "Zhou, Xiaowen"
Published as: Zhou, X.; Zhou, X. W.; Zhou, X.-W.; Zhou, Xiao Wen; Zhou, Xiao-Wen; Zhou, Xiaowen
Homepage: https://www.concordia.ca/faculty/xiaowen-zhou.html
External Links: MGP · ResearchGate · dblp
Documents Indexed: 66 Publications since 1991, including 2 Books

Publications by Year

Citations contained in zbMATH Open

45 Publications have been cited 536 times in 263 Documents Cited by Year
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
56
2014
Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
52
2011
An insurance risk model with Parisian implementation delays. Zbl 1319.60098
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
43
2014
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
42
2016
A Lévy insurance risk process with tax. Zbl 1144.60032
Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen
37
2008
General tax structures and the Lévy insurance risk model. Zbl 1210.60098
Kyprianou, Andreas E.; Zhou, Xiaowen
35
2009
Distribution of the present value of dividend payments in a Lévy risk model. Zbl 1132.60041
Renaud, Jean-François; Zhou, Xiaowen
30
2007
On a classical risk model with a constant dividend barrier. Zbl 1215.60051
Zhou, Xiaowen
28
2005
The joint Laplace transforms for diffusion occupation times. Zbl 1370.60136
Li, Bin; Zhou, Xiaowen
24
2013
Stochastic generalized Burgers equations driven by fractional noises. Zbl 1250.60027
Jiang, Yiming; Wei, Tingting; Zhou, Xiaowen
20
2012
On pre-exit joint occupation times for spectrally negative Lévy processes. Zbl 1315.60049
Li, Yingqiu; Zhou, Xiaowen
18
2014
Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. Zbl 1132.60042
Zhou, Xiaowen
14
2007
Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100
Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen
12
2012
Two-sided discounted potential measures for spectrally negative Lévy processes. Zbl 1320.60113
Li, Yingqiu; Zhou, Xiaowen; Zhu, Na
10
2015
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
9
2017
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
9
2017
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
9
2013
Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees. Zbl 1023.60082
Donnelly, Peter; Evans, Steven N.; Fleischmann, Klaus; Kurtz, Thomas G.; Zhou, Xiaowen
9
2000
When does surplus reach a certain level before ruin? Zbl 1117.91387
Zhou, Xiaowen
8
2004
Diffusion occupation time before exiting. Zbl 1308.60093
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na
7
2014
A general continuous-state nonlinear branching process. Zbl 07120715
Li, Pei-Sen; Yang, Xu; Zhou, Xiaowen
5
2019
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
5
2018
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
4
2019
Superprocesses with coalescing Brownian spatial motion as large-scale limits. Zbl 1067.60085
Dawson, D. A.; Li, Z.; Zhou, X.
4
2004
On the robustness of the damped \(V\)-cycle of the wavelet frequency decomposition multigrid method. Zbl 0809.65118
Rieder, A.; Zhou, X.
4
1994
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
3
2017
A joint Laplace transform for pre-exit diffusion of occupation times. Zbl 1370.60134
Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen
3
2017
Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise. Zbl 1357.60067
Yang, Xu; Zhou, Xiaowen
3
2017
The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Zbl 1291.60104
Li, Zenghu; Liu, Huili; Xiong, Jie; Zhou, Xiaowen
3
2013
The compact support property for the \(\Lambda\)-Fleming-Viot process with underlying Brownian motion. Zbl 1260.60098
Liu, Huili; Zhou, Xiaowen
3
2012
Joint stationary moments of a two-island diffusion model of population subdivision. Zbl 1210.92017
Kermany, Amir R. R.; Zhou, Xiaowen; Hickey, Donal A.
3
2008
Superprocess over a stochastic flow with superprocess catalyst. Zbl 1063.60123
Xiong, Jie; Zhou, Xiaowen
3
2004
On weighted occupation times for refracted spectrally negative Lévy processes. Zbl 1404.60066
Li, Bo; Zhou, Xiaowen
2
2018
An occupation time related potential measure for diffusion processes. Zbl 1370.60133
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen
2
2017
A coupled finite difference material point method and its application in explosion simulation. Zbl 1356.80062
Cui, X. X.; Zhang, X.; Zhou, X.; Liu, Y.; Zhang, F.
2
2014
A zero-one law of almost sure local extinction for \((1+\beta)\)-super-Brownian motion. Zbl 1151.60332
Zhou, Xiaowen
2
2008
Stepping-stone model with circular Brownian migration. Zbl 1145.92026
Zhou, Xiaowen
2
2008
A superprocess involving both branching and coalescing. Zbl 1126.60086
Zhou, Xiaowen
2
2007
On the duality between coalescing Brownian motions. Zbl 1063.60118
Xiong, Jie; Zhou, Xiaowen
2
2005
Clustering behavior of a continuous-sites stepping-stone model with Brownian migration. Zbl 1064.60074
Zhou, Xiaowen
2
2003
On a spectrally negative Lévy risk process with periodic dividends and capital injections. Zbl 1425.91221
Dong, Hua; Zhou, Xiaowen
1
2019
A distribution-function-valued SPDE and its applications. Zbl 1358.60074
Wang, Li; Yang, Xu; Zhou, Xiaowen
1
2017
Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination. Zbl 1229.92065
Feng, Shui; Schmuland, Byron; Vaillancourt, Jean; Zhou, Xiaowen
1
2011
Some fluctuation identities for Lévy processes with jumps of the same sign. Zbl 1064.60102
Zhou, Xiaowen
1
2004
Sample function properties of two-parameter Markov processes. Zbl 0788.60063
Zhou, Xiao-Wen; Zhou, Jian-Wei
1
1993
A general continuous-state nonlinear branching process. Zbl 07120715
Li, Pei-Sen; Yang, Xu; Zhou, Xiaowen
5
2019
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
4
2019
On a spectrally negative Lévy risk process with periodic dividends and capital injections. Zbl 1425.91221
Dong, Hua; Zhou, Xiaowen
1
2019
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
5
2018
On weighted occupation times for refracted spectrally negative Lévy processes. Zbl 1404.60066
Li, Bo; Zhou, Xiaowen
2
2018
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
9
2017
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
9
2017
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
3
2017
A joint Laplace transform for pre-exit diffusion of occupation times. Zbl 1370.60134
Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen
3
2017
Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise. Zbl 1357.60067
Yang, Xu; Zhou, Xiaowen
3
2017
An occupation time related potential measure for diffusion processes. Zbl 1370.60133
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen
2
2017
A distribution-function-valued SPDE and its applications. Zbl 1358.60074
Wang, Li; Yang, Xu; Zhou, Xiaowen
1
2017
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
42
2016
Two-sided discounted potential measures for spectrally negative Lévy processes. Zbl 1320.60113
Li, Yingqiu; Zhou, Xiaowen; Zhu, Na
10
2015
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
56
2014
An insurance risk model with Parisian implementation delays. Zbl 1319.60098
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
43
2014
On pre-exit joint occupation times for spectrally negative Lévy processes. Zbl 1315.60049
Li, Yingqiu; Zhou, Xiaowen
18
2014
Diffusion occupation time before exiting. Zbl 1308.60093
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na
7
2014
A coupled finite difference material point method and its application in explosion simulation. Zbl 1356.80062
Cui, X. X.; Zhang, X.; Zhou, X.; Liu, Y.; Zhang, F.
2
2014
The joint Laplace transforms for diffusion occupation times. Zbl 1370.60136
Li, Bin; Zhou, Xiaowen
24
2013
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
9
2013
The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Zbl 1291.60104
Li, Zenghu; Liu, Huili; Xiong, Jie; Zhou, Xiaowen
3
2013
Stochastic generalized Burgers equations driven by fractional noises. Zbl 1250.60027
Jiang, Yiming; Wei, Tingting; Zhou, Xiaowen
20
2012
Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100
Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen
12
2012
The compact support property for the \(\Lambda\)-Fleming-Viot process with underlying Brownian motion. Zbl 1260.60098
Liu, Huili; Zhou, Xiaowen
3
2012
Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
52
2011
Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination. Zbl 1229.92065
Feng, Shui; Schmuland, Byron; Vaillancourt, Jean; Zhou, Xiaowen
1
2011
General tax structures and the Lévy insurance risk model. Zbl 1210.60098
Kyprianou, Andreas E.; Zhou, Xiaowen
35
2009
A Lévy insurance risk process with tax. Zbl 1144.60032
Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen
37
2008
Joint stationary moments of a two-island diffusion model of population subdivision. Zbl 1210.92017
Kermany, Amir R. R.; Zhou, Xiaowen; Hickey, Donal A.
3
2008
A zero-one law of almost sure local extinction for \((1+\beta)\)-super-Brownian motion. Zbl 1151.60332
Zhou, Xiaowen
2
2008
Stepping-stone model with circular Brownian migration. Zbl 1145.92026
Zhou, Xiaowen
2
2008
Distribution of the present value of dividend payments in a Lévy risk model. Zbl 1132.60041
Renaud, Jean-François; Zhou, Xiaowen
30
2007
Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. Zbl 1132.60042
Zhou, Xiaowen
14
2007
A superprocess involving both branching and coalescing. Zbl 1126.60086
Zhou, Xiaowen
2
2007
On a classical risk model with a constant dividend barrier. Zbl 1215.60051
Zhou, Xiaowen
28
2005
On the duality between coalescing Brownian motions. Zbl 1063.60118
Xiong, Jie; Zhou, Xiaowen
2
2005
When does surplus reach a certain level before ruin? Zbl 1117.91387
Zhou, Xiaowen
8
2004
Superprocesses with coalescing Brownian spatial motion as large-scale limits. Zbl 1067.60085
Dawson, D. A.; Li, Z.; Zhou, X.
4
2004
Superprocess over a stochastic flow with superprocess catalyst. Zbl 1063.60123
Xiong, Jie; Zhou, Xiaowen
3
2004
Some fluctuation identities for Lévy processes with jumps of the same sign. Zbl 1064.60102
Zhou, Xiaowen
1
2004
Clustering behavior of a continuous-sites stepping-stone model with Brownian migration. Zbl 1064.60074
Zhou, Xiaowen
2
2003
Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees. Zbl 1023.60082
Donnelly, Peter; Evans, Steven N.; Fleischmann, Klaus; Kurtz, Thomas G.; Zhou, Xiaowen
9
2000
On the robustness of the damped \(V\)-cycle of the wavelet frequency decomposition multigrid method. Zbl 0809.65118
Rieder, A.; Zhou, X.
4
1994
Sample function properties of two-parameter Markov processes. Zbl 0788.60063
Zhou, Xiao-Wen; Zhou, Jian-Wei
1
1993
all top 5

Cited by 315 Authors

29 Zhou, Xiaowen
16 Palmowski, Zbigniew
12 Landriault, David
12 Renaud, Jean-François
12 Wang, Wenyuan
11 Czarna, Irmina
11 Pérez Garmendia, Jose Luis
10 Cheung, Eric C. K.
10 Li, Bin
10 Yamazaki, Kazutoshi
8 Avram, Florin
8 Loeffen, Ronnie L.
8 Yin, Chuancun
7 Albrecher, Hansjörg
7 Kyprianou, Andreas E.
7 Li, Yingqiu
7 Xiong, Jie
7 Yan, Litan
6 Dong, Hua
6 Hu, Yijun
6 Li, Zenghu
6 Liu, Junfeng
6 Zhang, Zhimin
5 Frostig, Esther
5 Li, Bo
5 Ming, Ruixing
5 Yang, Hailiang
4 Cui, Zhenyu
4 Feng, Runhuan
4 Ivanovs, Jevgeņijs
4 Ko, Jeonghwan
4 Kurdila, Andrew J.
4 Lkabous, Mohamed Amine
4 Wang, Yongjin
4 Wong, Jeff T. Y.
4 Wu, Lan
4 Xia, Dengfeng
4 Yang, Xu
4 Yuen, Kam Chuen
4 Zhang, Hongzhong
3 Chen, Ping
3 Chen, Ye
3 He, Hui
3 Jiang, Yiming
3 Jiang, Zhou
3 Li, Peisen
3 Li, Shuanming
3 Li, Yanhong
3 Pardo, Juan Carlos
3 Song, Renming
3 Surya, Budhi Arta
3 Wang, Suxin
3 Willmot, Gordon E.
3 Wu, Xueyuan
3 Yang, Xiaoyuan
3 Zhang, Chunsheng
3 Zhang, Yinghan
3 Zhao, Chunming
3 Zhao, Xianghua
2 Bekker, René
2 Biffis, Enrico
2 Blath, Jochen
2 Bo, Lijun
2 Casanova, Adrián González
2 Chen, Mi
2 Dai, Hongshuai
2 Dębicki, Krzysztof
2 Gao, Heli
2 Griffin, Philip S.
2 Guérin, Hélène
2 Guo, Junyi
2 Hammer, Matthias
2 Huang, Yujuan
2 Keren-Pinhasik, Adva
2 Lars Kirkby, J.
2 Li, Danping
2 Li, Dongchen
2 Li, Shu
2 Li, Zhong
2 Lian, Yanping
2 Liu, Haibo
2 Liu, Huili
2 Liu, Zaiming
2 Mandjes, Michel Robertus Hendrikus
2 Morales, Manuel
2 Nguyen, Duy-Minh
2 Noba, Kei
2 Ortgiese, Marcel
2 Peng, Xingchun
2 Peralta, Oscar
2 Pilant, Michael S.
2 Shi, Tianxiang
2 Shimizu, Yasutaka
2 Starreveld, Nicos J.
2 Sun, Xichao
2 Tang, Qihe
2 Völlering, Florian
2 Vu, Nhat Linh
2 Wilke-Berenguer, Maite
2 Wu, Jianglun
...and 215 more Authors
all top 5

Cited in 77 Serials

39 Insurance Mathematics & Economics
21 Journal of Applied Probability
19 Statistics & Probability Letters
15 Stochastic Processes and their Applications
12 Scandinavian Actuarial Journal
9 Journal of Computational and Applied Mathematics
9 Journal of Theoretical Probability
7 Methodology and Computing in Applied Probability
6 Applied Mathematics and Computation
6 Frontiers of Mathematics in China
5 Advances in Applied Probability
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Applied Mathematics. Series B (English Edition)
4 Journal of Mathematical Analysis and Applications
4 The Annals of Applied Probability
4 Electronic Journal of Probability
4 Stochastics and Dynamics
3 The Annals of Probability
3 Applied Mathematics and Optimization
3 Journal of Optimization Theory and Applications
3 Probability Theory and Related Fields
3 Mathematical Problems in Engineering
3 ASTIN Bulletin
3 Journal of Industrial and Management Optimization
3 European Actuarial Journal
2 Computer Methods in Applied Mechanics and Engineering
2 Stochastic Analysis and Applications
2 Computational Mechanics
2 Potential Analysis
2 Bernoulli
2 Finance and Stochastics
2 Discrete Dynamics in Nature and Society
2 Stochastic Models
2 Advances in Difference Equations
2 Stochastics
1 Communications in Mathematical Physics
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Computational Physics
1 Journal of Mathematical Biology
1 Lithuanian Mathematical Journal
1 Physica A
1 Mathematics of Operations Research
1 Results in Mathematics
1 SIAM Journal on Control and Optimization
1 Transactions of the American Mathematical Society
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Acta Mathematicae Applicatae Sinica. English Series
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Applied Mathematical Modelling
1 European Journal of Operational Research
1 Communications in Numerical Methods in Engineering
1 Theory of Probability and Mathematical Statistics
1 Journal of Mathematical Sciences (New York)
1 Random Operators and Stochastic Equations
1 NoDEA. Nonlinear Differential Equations and Applications
1 Applied Mathematical Finance
1 Electronic Communications in Probability
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Fractional Calculus & Applied Analysis
1 International Journal of Theoretical and Applied Finance
1 Acta Mathematica Sinica. English Series
1 Quantitative Finance
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 North American Actuarial Journal
1 Boundary Value Problems
1 Journal of the Korean Statistical Society
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 SIAM Journal on Financial Mathematics
1 Science China. Mathematics
1 Journal of Applied Analysis and Computation
1 Stochastic Systems
1 Modern Stochastics. Theory and Applications
1 Cogent Mathematics

Citations by Year