| Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity F Wu, G Yin, H Mei Journal of Differential Equations 262 (3), 1226-1252, 2017 | 62 | 2017 |
| Equilibrium strategies for time-inconsistent stochastic switching systems H Mei, J Yong ESAIM: Control, Optimisation and Calculus of Variations 25, 64, 2019 | 27 | 2019 |
| Almost sure convergence rates for system identification using binary, quantized, and regular sensors H Mei, G Yin Automatica 50 (8), 2120-2127, 2014 | 26 | 2014 |
| Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching H Mei, G Yin Stochastic Processes and their Applications 125 (8), 3104-3125, 2015 | 15 | 2015 |
| Closed-loop equilibrium for time-inconsistent McKean--Vlasov controlled problem H Mei, C Zhu SIAM Journal on Control and Optimization 58 (6), 3842-3867, 2020 | 11 | 2020 |
| Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker–Planck equations H Mei, G Yin, F Wu Stochastic Processes and their Applications 126 (10), 3102-3123, 2016 | 10 | 2016 |
| Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights H Mei, Q Wei, J Yong SIAM Journal on Control and Optimization 59 (1), 584-613, 2021 | 5 | 2021 |
| Strassen-type law of the iterated logarithm for self-normalized sums M Csörgő, Z Hu, H Mei Journal of Theoretical Probability 26, 311-328, 2013 | 5 | 2013 |
| Uniqueness of dissipative solution for Camassa–Holm equation with peakon–antipeakon initial data H Cai, G Chen, H Mei Applied Mathematics Letters 120, 107268, 2021 | 4 | 2021 |
| Strassen-type law of the iterated logarithm for self-normalized increments of sums M Csörgő, Z Hu, H Mei Journal of Mathematical Analysis and Applications 393 (1), 45-55, 2012 | 3 | 2012 |
| Exact optimal stopping for multidimensional linear switching diffusions P Ernst, H Mei Mathematics of Operations Research 48 (3), 1589-1606, 2023 | 2 | 2023 |
| Strong invariance for switching diffusions H Mei, G Yin Asymptotic Analysis 92 (1-2), 45-64, 2015 | 1 | 2015 |
| A model specification test for nonlinear stochastic diffusions with delay Z Cai, H Mei, R Wang Statistical Inference for Stochastic Processes, 1-18, 2024 | | 2024 |
| Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs H Mei, SL Nguyen, G Yin arXiv preprint arXiv:2403.00227, 2024 | | 2024 |
| Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information Z Cai, H Mei, R Wang WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, 2024 | | 2024 |
| Minimax Sequential Testing for Poisson Processes H Mei arXiv preprint arXiv:2311.04084, 2023 | | 2023 |
| The Minimax Wiener Sequential Testing Problem P Ernst, H Mei arXiv preprint arXiv:2311.00137, 2023 | | 2023 |
| Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients H Mei, Q Wei, J Yong arXiv preprint arXiv:2308.00335, 2023 | | 2023 |
| Quickest Real-Time Detection of Multiple Brownian Drifts PA Ernst, H Mei, G Peskir arXiv preprint arXiv:2305.05721, 2023 | | 2023 |
| Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes H Mei Applied Mathematics & Optimization 84 (2), 1641-1666, 2021 | | 2021 |
