Let BH ={BH(t), t ∈ RN+} be an (N, d)-fractional Browniau sheet with Hurst index H =(H1,H2,...,Hd).We study the existence and the regularity of the selfint
In this paper, a general decreasing function is introduced to reflect the attenuation speed of the impact of one firms default on its partner.In this model,
In this talk, we present basic ideas to derive a Tanakc formula for a class of interacting supperprocesses.Then, based on the Tanaka formula, we show how to
We are interested in nonparametric estimation for the data contaminated with heteroscedastic measurement errors.Challenges of estimation problems arise when
Inequality constrained statistical problems have been extensively studied and widely applied.Here we review the main results and report the progress in our
For a general (singular) growth curve model, I shall talk about the following three problems: (1)Necessary and sufficient conditions for the model to be con