| Approximations of fractional Brownian motion Y Li, H Dai | 35 | 2011 |
| Spectrally negative Lévy risk model under Erlangized barrier strategy H Dong, C Yin, H Dai Journal of Computational and Applied Mathematics 351, 101-116, 2019 | 31 | 2019 |
| Optimal dividend strategies in a dual model with capital injections H Dai, Z Liu, N Luan Mathematical Methods of Operations Research 72, 129-143, 2010 | 31 | 2010 |
| On spectrally positive Levy risk processes with Parisian implementation delays in dividend payments X Zhao, H Dong, H Dai Statistics & Probability Letters 140, 176-184, 2018 | 18 | 2018 |
| Convergence in law to operator fractional Brownian motions H Dai Journal of Theoretical Probability 26, 676-696, 2013 | 14 | 2013 |
| Stochastic interest model based on compound Poisson process and applications in actuarial science S Li, C Yin, X Zhao, H Dai Mathematical Problems in Engineering 2017, 2017 | 10 | 2017 |
| Convergence rate in precise asymptotics for Davis law of large numbers L Kong, H Dai Statistics & Probability Letters 119, 295-300, 2016 | 8 | 2016 |
| Exact tail asymptotics for a discrete-time preemptive priority queue Y Song, Z Liu, H Dai Acta Mathematicae Applicatae Sinica, English Series 31 (1), 43-58, 2015 | 8 | 2015 |
| Optimal financing and dividend control in the dual model H Dai, Z Liu Mathematical and Computer Modelling 53 (9-10), 1921-1928, 2011 | 8 | 2011 |
| Convergence rates in precise asymptotics for a kind of complete moment convergence L Kong, H Dai Stochastics and Dynamics 17 (02), 1750015, 2017 | 6 | 2017 |
| Kernel method for stationary tails: from discrete to continuous H Dai, DA Dawson, YQ Zhao Asymptotic Laws and Methods in Stochastics: A Volume in Honour of Miklós …, 2015 | 6 | 2015 |
| Limit theorems for functionals of Gaussian vectors H Dai, G Shen, L Kong Frontiers of Mathematics in China 12, 821-842, 2017 | 5 | 2017 |
| Wireless 3-hop networks with stealing revisited: A kernel approach H Dai, YQ Zhao INFOR: Information Systems and Operational Research 51 (4), 192-205, 2013 | 5 | 2013 |
| A note on approximation to multifractional Brownian motion HS Dai, YQ Li Science China Mathematics 54, 2145-2154, 2011 | 5 | 2011 |
| Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions H Dai, YQ Zhao Science China Mathematics 64 (11), 2539-2562, 2021 | 4 | 2021 |
| Approximation to multifractional Riemann-Liouville Brownian sheet H Dai Communications in Statistics-Theory and Methods 44 (7), 1399-1410, 2015 | 4 | 2015 |
| Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces H Dai Journal of Applied Mathematics and Computing 38, 601-615, 2012 | 4 | 2012 |
| Multidimensional Sticky Brownian Motions: Tail Behaviour of the Joint Stationary Distribution H Dai, YQ Zhao arXiv preprint arXiv:1901.07529, 2019 | 3 | 2019 |
| Random walks and subfractional Brownian motion H Dai Communications in Statistics-Theory and Methods 45 (10), 2834-2841, 2016 | 3 | 2016 |
| Operator fractional Brownian motion and martingale differences H Dai, TC Hu, JY Lee Abstract and Applied Analysis 2014, 2014 | 3 | 2014 |
Yiqiang Q. ZhaoProfessor of Mathematics and Statistics, Carleton UniversityVerified email at math.carleton.ca
