Stationary distributions for two-dimensional sticky Brownian motions: Exact tail asymptotics and extreme value distributions von Dai, Hongshuai, Zhao, Yiqiang Q.

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Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation von Dai, Hongshuai

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Operator fractional Brownian sheet and martingale differences von Hongshuai Dai, Guangjun Shen, Liangwen Xia

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Optimal financing and dividend control in the dual model von Dai, Hongshuai, Liu, Zaiming

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Spectrally negative Lévy risk model under Erlangized barrier strategy von Dong, Hua, Yin, Chuancun, Dai, Hongshuai

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A note on operator self-similar Gaussian vector fields von Liu, Zaiming, Dai, Hongshuai

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Convergence rate in precise asymptotics for Davis law of large numbers von Kong, Lingtao, Dai, Hongshuai

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A weak limit theorem for generalized multifractional Brownian motion von Dai, Hongshuai, Li, Yuqiang

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On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments von Zhao, Xianghua, Dong, Hua, Dai, Hongshuai

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Convergence in Law to Operator Fractional Brownian Motions von Dai, Hongshuai

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Operator Fractional Brownian Motion and Martingale Differences von Dai, Hongshuai, Lee, June-Yung, Hu, Tien-Chung

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Carbon emission reduction effect of the low-carbon pilot policy in China: Mechanism testing and path identification von Wang, Kaike, Yin, Ru, Dai, Hongshuai, Wang, Shuhong

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STABLE SUB-GAUSSIAN MODELS CONSTRUCTED BY POISSON PROCESSES von 戴洪帅 李育强

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A note on approximation to multifractional Brownian motion von Dai, HongShuai, Li, YuQiang

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Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs von Dai, Hongshuai, Dawson, Donald A., Zhao, Yiqiang Q.

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Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces von Dai, Hongshuai

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The hybrid of semisupervised manifold learning and spectrum kernel for classification von Shen, Liang, Xu, Qingsong, Cao, Dongsheng, Liang, Yizeng, Dai, Hongshuai

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Optimal Asset Control of the Dual Model with a Penalty at Ruin von Hongshuai DAI Lingtao KONG

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Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science von Dai, Hongshuai, Zhao, Xia, Yin, Chuancun, Li, Shilong

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Approximations of fractional Brownian motion von LI, YUQIANG, DAI, HONGSHUAI

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