Hongwei Long's Home Page

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Hongwei Long

Professor

Department of Mathematical Sciences
Florida Atlantic University
Boca Raton, Florida 33431
USA

Office: SE 268
Phone: (561) 297-0810 Fax: (561) 297-2436
Email: hlong@fau.edu

Curriculum Vitae

Research Interests:

Stochastic analysis
Stochastic partial differential equations and their numerical solutions
Nonlinear filtering theory and its applications
Parameter estimation in nonlinear stochastic systems
Mathematical finance

Publications : Full list

Some Selected Papers:

Gokarna R. Aryal, Sher B. Chhetri, Hongwei Long, and Alfred A. Akinsete, On the beta-G Poisson family, (PDF file). Annals of Data Science (2018), pp.1-29, https://doi.org/10.1007/s40745-018-0176-x.
Sandun Perera, Winston Buckley, and Hongwei Long, Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps, (PDF file). Ann. Oper. Res. 262 (2018), 213-238.
Sandun Perera and Hongwei Long, Online Appendix: An approximation scheme for impulse control with random reaction periods, (PDF file), 2017.
Sandun Perera and Hongwei Long, An approximation scheme for impulse control with random reaction periods, (PDF file). Operations Research Letters 45 (2017), 585-591.
Sher B. Chhetri, Alfred A. Akinsete, Gokarna Aryal, and Hongwei Long, The Kumaraswamy transmuted Pareto distribution, (PDF file). Journal of Statistical Distributions and Applications 4: 11 (2017), 1-24. DOI 10.1186/s40488-017-0065-4.
Sher B. Chhetri, Hongwei Long, and Gokarna Aryal, The beta transmuted Pareto distribution: theory and applications, (PDF file). Journal of Statistics Applications and Probability 6 (2017), No. 2, 243-258.
Hongwei Long, Chunhua Ma, and Yasutaka Shimizu, Least squares estimators for stochastic differentail equations driven by small Levy noise, (PDF file). Stochastic Processes and their Applications 127 (2017), 1475-1495.
Winston S. Buckley, Hongwei Long, and Mario Marshall, Numerical approximations of optimal portfolios in mispriced asymmetric Levy markets, (PDF file). European Journal of Operational Research, 252 (2016), 676-686.
Winston S. Buckley and Hongwei Long, A discontinuous mispricing model under asymmetric information, (PDF file). European Journal of Operational Research, 243 (2015), 944-955.
Winston Buckley, Hongwei Long, and Sandun Perera, The link between asymmetric and symmetric optimal portfolios in fads models, (PDF file). Mathematical Finance Letters 2015:6 (2015), 1-12.
Zdzislaw Brzezniak and Hongwei Long, A note on γ-radonifying and summing operators, (PDF file). In Stochastic Analysis, Banach Center Publications, Volume 105, pp. 43-57, 2015.
Hongwei Long, Chunhua Ma, and Yasutaka Shimizu, Least squares estimators for stochastic differentail equations driven by small Levy noise, (PDF file). To appear in the Proceedings of the 60^th ISI World Statistics Congress-ISI 2015.
Winston Buckley, Hongwei Long, and Sandun Perera, A jump model for fads in asset prices under asymmetric information, (PDF file). European Journal of Operational Research 236 (2014), 200-208.
Hongwei Long and Lianfen Qian, Nadaraya-Watson estimator for stochastic processes driven by stable Levy motions, (PDF file). Electronic Journal of Statistics 7 (2013), 1387-1418.
Hongwei Long, Yasutaka Shimizu, and Wei Sun, Least squares estimators for discretely observed stochastic processes driven by small Levy noises, (PDF file). Journal of Multivariate Analysis 116 (2013), 422-439.
Alain Bensoussan, Hongwei Long, Sandun Perera, and Suresh Sethi, Impulse control with random reaction periods: A central bank intervention problem, (PDF file). Operations Research Letters 40 (2012), 425-430.
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.
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.
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.
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.
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.
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, Parameter estimation for Ornstein-Uhlenbeck processes driven by stable Levy motions, (PDF file), Communications on Stochastic Analysis, 1 (2007), 175-192.
Hongwei Long and I. Simao, Essentail self-adjointness of Ornstein-Uhlenbeck operators perturbed by certain drifts and singular potentials, (PDF file), Communications in Applied Analysis 8 (2004), 167-184.
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 Related Topics 7 (2004), 249-259.
Surrey Kim, Song Li, Hongwei Long, and Randall Pyke, Analyzing network traffic for malicious activity, (PDF file), Canadian Applied Math. Quarterly 12 (2004), 479-489.
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.
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, Nonlinear filtering for diffusions in random environments, (PDF file), Journal of Theoretical Probability 16 (2003), 1-20.
Michael A. Kouritzin and Hongwei Long, Convergence of Markov chain approximation to stochastic reaction diffusion equations, (PDF file), The Annals of Applied Probability 12 (2002), 1039-1070.
Hongwei Long and Isabel Simao, On the essential self-adjointness of perturbed Ornstein-Uhlenbeck operators on Hilbert spaces, (PDF file). Communications in Applied Analysis 5 (2001), 371-382.
Hongwei Long, An approximation criterion for essential self-adjointness of Dirichlet operators on certain Banach spaces, (PDF file). Potential Analysis 13 (2000), 409-421.
Hongwei Long, Necessary and sufficient conditions for the symmetrizability of differential operators over infinite dimensional state spaces, (PDF file). Forum Mathematicum 12 (2000), 167-196.
Hongwei Long and Isabel Simao, Kolmogorov equations in Hilbert spaces with application to essential self-adjointness of symmetric diffusion operators, (PDF file). Osaka J. Math. 37 (2000), 185-202.
Hongwei Long, Kato’s inequality and essential self-adjointness of Dirichlket operators on certain Banach spaces, (PDF file). Stochastic Analysis and Applications 16 (1998), 1019-1047.