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papers

Publications (7)

math.PR2018

American Options in the Hobson-Rogers Model

Narn-Rueih Shieh

math.PR2019

Wavelet Series Representation and Geometric Properties of Harmonizable Fractional Stable Sheets

Antoine Ayache, Narn-Rueih Shieh, Yimin Xiao

math.ST2009

Multifractal scaling of products of birth--death processes

Vo V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh

math.PR2010

Homogenization of Fractional Kinetic Systems with Random Initial Data

Gi-Ren Liu, Narn-Rueih Shieh

math.PR2014

Multi-scaling Limits for Relativistic Diffusion Equations with Random Initial Data

Gi-Ren Liu, Narn-Rueih Shieh

math.ST2010

Hausdorff and packing dimensions of the images of random fields

Narn-Rueih Shieh, Yimin Xiao

math.NT2016

Random Continued fractions: Lévy constant and Chernoff-type estimate

Lulu Fang, Min Wu, Narn-Rueih Shieh +1