Hongwei Long's Home Page

Michael A. Kouritzin and Hongwei Long, Convergence of Markov chain approximation to stochastic reaction diffusion equations, (Word file), The Annals of Applied Probability 12 (2002), 1039-1070.
D. Ballantyne, M.A. Kouritzin, H. Long and W. Sun, Discrete-space particle filters for reflecting diffusions, (PS file), The Proceeding of 2002 IEEE Aerospace Conference, Big Sky, MT, March 9-16, 2002.
Michael A. Kouritzin, Hongwei Long, and Wei Sun, Nonlinear filtering for diffusions in random environments, (PDF file), Journal of Theoretical Probability 16 (2003), 1-20.
Michael A. Kouritzin, Hongwei Long, and Wei Sun, On Markov chain approximations to semilinear partial differential equations driven by Poisson measure noise, (PDF file), Stochastic Analysis and Applications 21 (2003), 419-441.
Michael A. Kouritzin, Hongwei Long, and Wei Sun, Markov chain approximations to filtering equations for reflecting diffusion processes, (PDF file), Stochastic Processes and their Applications 110 (2004), 275-294.
S. Kim, S. Li, H. Long, and R. Pyke, Analyzing network traffic for malicious activity, (PDF file), Canadian Applied Math. Quarterly 12 (2004), 479-489.
Hongwei Long and I. Simao, A note on the essential self-adjointness of Ornstein-Uhlenbeck operators perturbed by a dissipative drift and a potential, (PDF file), Infinite Dimensional Analysis, Quantum Probability and Realted Topics 7 (2004), 249-259.
Hongwei Long and I. Simao, Essentail self-adjointness of Ornstein-Uhlenbeck operators perturbed by certain drifts and singular potentials, (PDF file), Communications in Applied Analysis8 (2004), 167-184.
Yaozhong Hu and Hongwei Long, Parameter estimation for Ornstein-Uhlenbeck processes driven by stable Levy motions, (PDF file), Communications on Stochastic Analysis, 1 (2007), 175-192.
Michael A. Kouritzin and Hongwei Long, On extending the classical filtering equations, (PDF file), Statistics and Probability Letters, 78 (2008), 3195-3202.
Yaozhong Hu and Hongwei Long, Least squares estimator for Ornstein-Uhlenbeck processes driven by -stable motions, (PDF file), Stochastic Processes and their Applications, 119 (2009), 2465-2480.
Yaozhong Hu and Hongwei Long, On the singularity of least squares estimator for mean-reverting -stable motions, (PDF file), Acta. Math. Sci., 29B (2009), 599-608.
Hongwei Long, Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Levy noises, (PDF file), Statistics and Probability Letters, 79 (2009), 2076-2085.
Hongwei Long, Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations, (PDF file), Acta Mathematica Scientia, 30B (2010), 645-663.
Zdzislaw Brzezniak, Hongwei Long and Isabel Simao, Invariant measures for stochastic evolution equations in M-type 2 Banach spaces, (PDF file), Journal of Evolution Equations, 10 (2010), 785-810.
A. Bensoussan, H. Long, S. Perera, and S. Sethi, Impulse control with random reaction periods: A central bank intervention problem, Operations Research Letters (2012), doi:10.1016/j.orl.2012.06.12
Hongwei Long and Lianfen Qian, Nadaraya-Watson estimator for stochastic processes driven by stable Levy motions, (PDF file). Submitted, 2012.
H. Long, Y. Shimizu, and W. Sun, Least squares estimators for discretely observed stochastic processes driven by small Levy noises, (PDF file). Submitted, 2012.

Last modified: August 13, 2012