**
Publication List of Hongwei Long **

[1] 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

[2] Hongwei Long, Parameter
estimation for a class of stochastic differential equations driven by small
stable noises from discrete observations, *Acta Mathematica Scientia*, **30B** (2010), 645-663

[3] Zdzislaw Brzezniak, Hongwei Long and Isabel Simao,
Invariant measures for stochastic evolution equations in M-type 2 Banach spaces, *Journal of Evolution Equations*, **10 **(2010), 785-810.

[4]
Yaozhong Hu and Hongwei Long, On the singularity of
least squares estimator for mean-reverting -stable motions, *Acta.
Math. Sci*., **29B**
(2009), 599-608.

[5] Hongwei Long, Least squares estimator for discretely
observed Ornstein-Uhlenbeck processes with small Levy
noises, *Statistics and Probability
Letters*, **79** (2009), 2076-2085.

[6] Yaozhong Hu and Hongwei Long,
Least squares estimator for Ornstein-Uhlenbeck
processes driven by -stable motions, *Stochastic Processes and their
Applications,* **119** (* *2009), 2465-2480*.*

[7] Michael
A. Kouritzin and Hongwei Long, On extending the
classical filtering equations, *Statistics and Probability Letters* **78 **(2008), 3195-3202.

[8]
Yaozhong Hu and Hongwei Long, Parameter estimation for Ornstein-Uhlenbeck processes driven by alpha-stable Levy motions, *Communications
on Stochastic Analysis*, **1 **(2007),
175-192.

[9]
S. Kim, S. Li, H. Long, and R. Pyke, Analyzing network traffic for malicious activity, *Canadian
Applied Math. Quarterly* **12 **(2004), 479-489.

[10]
Michael A. Kouritzin, Hongwei
Long, and Wei Sun, Markov chain approximations
to filtering equations for reflecting diffusion processes, *Stochastic Processes and their
Applications ***110** (2004), 275-294.

[11] Hongwei Long and I. Simao, A note on the essential self-adjointness
of Ornstein-Uhlenbeck operators perturbed by a
dissipative drift and a potential, *Infinite Dimensional* *Analysis,
Quantum Probability and Related Topics ***7** (2004), 249-259.

[12]
Hongwei Long and I. Simao, Essential self-adjointness
of Ornstein- Uhlenbeck
operators perturbed by certain drifts and singular
potentials, *Communications in Applied Analysis ***8 **(2004),
167-184.

[13] S. Kim,
M.A. Kouritzin, H. Long, J. McCrosky and X. Zhao, A
stochastic grid filter for multi-target tracking, *The Proceedings of SPIE
Defense & Security Symposium on Signal Processing, Sensor Fusion, and
Target Recognition XIII*, Volume 5429, Ed. by

[14]
Michael A. Kouritzin, Hongwei
Long, and Wei Sun, Nonlinear filtering for diffusions in random
environments, *Journal of Theoretical Probability
*

[15]
Michael A. Kouritzin, Hongwei
Long and Wei Sun, On Markov chain approximations to semilinear
partial differential equations driven by Poisson measure noise, *Stochastic
Analysis and Applications* **21** (2003), 419-441.

[16]
M. A. Kouritzin, H. Long, X. Ma
and W. Sun, Non-recursive and Recursive methods for parameter estimation in
filtering problems. *The Proceedings of SPIE AeroSense Conference on Signal Processing, Sensor Fusion,
and Target Recognition XII*, Volume 5096, Ed. by

[17]
D. Ballantyne,
M.A. Kouritzin, H. Long, J. Hailes, and J. Wiersma, A hybrid weighted interacting particle filter for
multi-target tracking. *The
Proceedings of SPIE AeroSense Conference **on Sign al Processing, **Sensor Fusion, and Target Recognition
XII*, Volume 5096, Ed.
by I. Kadar, 2003, pp. 244-255.

[18]
Michael A. Kouritzin and Hongwei
Long, Convergence of Markov chain approximations to stochastic reaction
diffusion equations,
*The Annals of Applied
Probability* **12**
(2002), 1039-1070.

[19]
D. Ballantyne,
M.A. Kouritzin, H. Long and W. Sun, Discrete-space particle filters for
reflecting diffusions, *The Proceeding of 2002 IEEE Aerospace
Conference, Big Sky, MT.** *

*Communications in Applied
Analysis *** ** **5** (2001), 371-382.

[21]
Hongwei Long, An approximation
criterion for essential self-adjointness of Dirichlet operators on certain Banach
spaces, *Potential Analysis* **13** (2000),
409-421.

[22]
Hongwei Long,
Necessary and sufficient conditions for the symmetrizability
of differential operators over infinite dimensional state spaces, *Forum
Mathematicum* **12** (2000), 167-196.

[23]
Hongwei Long and Isabel Simao, Kolmogorov equations
in Hilbert spaces with application to essential self-adjointness
of symmetric diffusion operators, .

[24] Hongwei Long, Kato's
inequality and essential self-adjointness of Dirichlet operators on certain Banach
spaces, *Stochastic Analysis and Applications 16*

[25]
Hongwei Long, Anticipating
quadrant and symmetric integrals in the plane with application to Wiener space, *Acta** Math. Sci*. **17** (1997),
1-11.

[26]
Hongwei Long, On the rate of
convergence in the central limit theorem for two-parameter martingale differences, *Acta** Math. Sci*. **16** (1996),
no. 3, 287-295.

[27]
Hongwei Long, The pathwise uniqueness of solutions of non-Markovian
stochastic differential equations with jumps in plane, *Chinese Science* *Bulletin* **39** (1994), 1853-1858.

[28]
Hongwei Long, The approximation
theorem of stochastic differential equations in the plane, *Acta
Math. Sci*. **14 ** (1994), 272-282.

[29]
Yaozhong Hu and Hongwei Long,
Symmetric integral and the approximation theorem of stochastic integrals in the
plane, *Acta** Math. Sci***.**
**13 ** (1993), 153-166.

[30]
Hongwei Long, On the *Development of
Enterprises and System Engineering*, Ed. by Chinese Association of System
Engineering, pp. 428-438, Chinese Science and Technology Press, 1992 (in
Chinese).

**Manuscripts: **

[31] Hongwei
Long and Lianfen Qian,
Nadaraya-Watson estimator for
stochastic processes driven by stable Levy motions. Submitted, 2012.

[32] H. Long, Y. Shimizu, and W. Sun, Least squares estimators for discretely observed stochastic processes driven by small Levy noises. Submitted, 2012.