Selected Papers of Hao Wang

• Chen, Z.-Q, Wang, H. and Xiong, J. (2009). Interacting Superprocesses with Discontinuous Spatial Motion and their Associated SPDEs. Submitted

• 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.

• 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.

• 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.

•   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.

• 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,  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

•   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

• 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.

•   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.

• 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

•   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 

• 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

•   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.

•   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.

•   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.

•   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.

•   Wang, H. (1998). A Class of Measure-valued Branching Diffusions in a Random Medium. Stochastic Anal. Appl. 16 (4) (1998) 753-786.

•  Wang, H. (1997). State Classification for a Class of Measure-valued Branching Diffusions in a Brownian Medium. Probab. Theory Relat. Fields 109, 39-55.

•  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.

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