Peng Liu

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 4

Top Topics

Fractional Brownian Motion

Long Range Dependence

Top Venues

Queueing Syst. Theory Appl.

Math. Oper. Res.

SIAM J. Financial Math.

Publications

Krzysztof Debicki, Enkelejd Hashorva, Peng Liu
Sojourns of fractional Brownian motion queues: transient asymptotics. Queueing Syst. Theory Appl. 105 (1) (2023)
Tolulope Fadina, Peng Liu, Ruodu Wang
One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles. SIAM J. Financial Math. 14 (2) (2023)
Peng Liu, Alexander Schied, Ruodu Wang
Distributional Transforms, Probability Distortions, and Their Applications. Math. Oper. Res. 46 (4) (2021)
Krzysztof Debicki, Peng Liu, Michel Mandjes, Iwona Sierpinska
Lévy-driven GPS queues with heavy-tailed input. Queueing Syst. Theory Appl. 85 (3-4) (2017)