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Publications by Pei Hsu

The Semimartingale Structure of Reflecting Brownian Motion

Proceedings of the American Mathematical Society

Applied Mathematics

English

Related publications

Correction To: A Boundary Property of Semimartingale Reflecting Brownian Motions

Probability Theory and Related Fields

English

On Reflecting Brownian Motion With Drift

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

English

Reflecting Brownian Motion in a Cusp

Transactions of the American Mathematical Society

Applied Mathematics

English

Optimal Discretization of Stochastic Integrals Driven by General Brownian Semimartingale

Annales de l'institut Henri Poincare (B) Probability and Statistics

English

A Continuous Non-Brownian Motion Martingale With Brownian Motion Marginal Distributions

Statistics and Probability Letters

English

Variation of Multiparameter Brownian Motion

Proceedings of the American Mathematical Society

Applied Mathematics

English

Brownian and Quantum Motion

Multidisciplinary

English

Ergodic Property of the Brownian Motion Process

Proceedings of the National Academy of Sciences of the United States of America

Multidisciplinary

English

Generalized Functionals of Brownian Motion

Journal of Applied Mathematics and Stochastic Analysis

English