Selected Papers of Hao Wang
Dawson, D.A., Vaillancourt, J. and Wang, H. (2019). Tanaka formula and local time for a class of interacting branching measure-valued diffusions. revising, PDF
Dawson, D.A., Vaillancourt, J. and Wang, H. (2021). Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions. Stochastic Processes and Their Applications 138, 212-233, PDF
Wang, H. (2015). Conditional Log-Laplace Functional for a Class of Branching Processes in Random Environments. Acta Mathematica Sinica, English Series, 31(1),71-90, PDF
Chen, Z.-Q, Wang, H. and Xiong, J. (2012). Interacting Superprocesses with Discontinuous Spatial Motion. Forum Mathematicum,24(6),1183-1223. PDF
Li, Z., Wang, H., Xiong, J. and Zhou, X. (2012). Joint Continuity of the Solutions to a Class of Nonlinear SPDEs. Probability Theory and Related Fields,153,441-469. PDF
Ren, Y., Song, R. and Wang, H. (2009). A Class of Stochastic Partial Differential Equations for Interacting Superprocesses on a Bounded Domain. Osaka Journal of Mathematics, 46,373-401. PDF
Chen, Z-Q, Ren, Y. and Wang, H. (2008). An Almost Sure Scaling Limit Theorem for Dawson-Watanabe Superprocesses. Journal of Functional Analysis, 254,1988-2019. PDF
Ren, Y. and Wang, H. (2008). On States of Total Weighted Occupation Times of a Class of Infinitely Divisible Superprocesses on a Bounded Domain. Potential Analysis 28(2),105-137. PDF
Li, Z., Wang, H., and Xiong, J. (2008) Conditional entrance laws for superprocesses with dependent spatial motion. Infinite Dimensional Analysis,Quantum Probability and Related Topics, Vol.11 No.2(2008) 259-278. PDF
Shao, Q. M, Wang, H. and Yu, H. (2006) A
Calibrated Scenario Generation Model for Heavy-Tailed Risk Factors, IMA
Journal of Management Mathematics 17(3), 289-303, ed PDF
Li, Z., Wang, H., and Xiong, J. (2005) Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion. Acta Applicandae Mathematicae 88(2), 143-175. PDF
Wang, H.(2005) Existence and Uniqueness of Classical, Nonnegative, Smooth Solutions of a Class of Semi-linear SPDEs. Probability and Partial Differential Equations in Modern Applied Mathematics, Springer, New York, IMA Vol. Math. Appl., 140, 237-246. PDF
Li, Z., Lu, G., and Wang, H. (2004) Immigration Superprocesses with Dependent Spatial Motion and Non-critical Branching. Chinese Journal of Contemporary Mathematics, Vol.25 No.4. PDF
Li, Z., H., Wang, H., and Xiong, J. (2004) A Degenerate Stochastic Partial Differential Equation for Superprocesses with Singular Interaction. Probab. Th. Rel. Fields 130, 1-17. PDF
Dawson, D. A.; Li, Z.; Wang, H. (2003) A Degenerate Stochastic Partial Differential Equation for the Purely Atomic Superprocess with Dependent Spatial Motion. Infinite Dimensional Analysis,Quantum Probability and Related Topics. Vol 6 No 4, (2003) 597-607. PDF
Wang, H. (2003) Singular Space-time Ito's Integral and a Class of Singular Interacting Branching Particle Sysytems. Infinite Dimensional Analysis,Quantum Probability and Related Topics, Vol 6 No. 2 (2003) 321-335. PDF
Wang, H. (2003) Simulation and Extreme VaR and VaR Confidence Interval Estimation for a Class of Heavy-tailed Risk Factors. Chinese Journal of Applied Probability and Statistics, Vol. 19 No.3, p267-276. PDF
Wang, H.(2002). State Classification for a Class of Interacting Superprocesses with Location Dependent Branching. Electronic Communications in Probability, Vol. 7 (2002) Paper no. 16, pages 157-167. PDF
Dawson, D. A.; Li, Z. ; and Wang, H. (2001). Superprocesses with Dependent Spatial Motion and General Branching Densities. Electronic Journal of Probability V6, 25 (2001)1-33. PDF
Wang, H . (2000). Valuation of a Barrier Option on Jump-diffusion Underlying Stock Price. In Proceedings of the International Conference on Stochastic Models, 445-450. PDF
Dawson, D.A., Vaillancourt, J., and Wang, H.(2000). Stochastic Partial Differential Equations for a Class of Interacting Measure-valued Diffusions. Ann. Inst Henri Poincare, Probabilites et Statistiques 36, 2 (2000) 167-180. PDF
Wang, H. (1998). A Class of Measure-valued Branching Diffusions in a Random Medium. Stochastic Anal. Appl. 16 (4) (1998) 753-786. PDF
Wang, H. (1997). State Classification for a Class of Measure-valued Branching Diffusions in a Brownian Medium. Probab. Theory Relat. Fields 109, 39-55. PDF
Wang, H. (1995). A Class of Interacting Measure-valued Branching Diffusions and Their Spatial Structures. C. R. Math. Rep. Acad. Sci. Canada. Vol. XVII, No. 3. PDF