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PUBLICATIONS OF NARN-RUEIH SHIEH (1992–present)

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PUBLICATIONS OF NARN-RUEIH SHIEH (1992–present) A. journal papers B. conference papers C. preprints/technical reports

(2014A) The Lamperti Transforms of Self-similar Gaussian Processes and Their Ex- ponentials. To appear in Stochastic Models. Joint work with M. Matsui.

(2013A) R´enyi Function for Multifractal Random Fields. Fractals 21, DOI: 10.1142/S0218348X13500096. Joint work with N.N. Leonenko.

(2013B) Hitting Probabilities of the Random Covering Sets. In A.M.S. Contemp.

Math. Series. Joint work with B. Li and Y.M. Xiao.

(2012A) Free Fields Associated with the Relativistic Operator −(m −√

m2− ∆). J.

Pseudo-Differ. Oper. Appl., DOI 10.1007/s11868-012-0053-x.

(2012A) On time-fractional relativistic diffusion equations. J. Pseudo-Differ. Oper.

Appl., DOI 10.1007/s11868-012-0049-6.

(2012A) On the Exponential Process associated with a CARMA-type Process. Sto- chastics, DOI:10.1080/17442508.2012.654791. Joint work with M. Matsui.

(2012C) Multi-scaling Limits for Relativistic Diffusion Equations with Random Ini- tial Data. Working paper. Joint work with G.-R. Liu. Submitted.

(2011A) Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times. Ann. Inst. Henri Poincar´e – Prob. et Stat. 47, 1029-1054. Joint work with A. Ayache and Y.M. Xiao.

(2011A) Homogenization of fractional kinetic equations with random initial data.

Electronic Journal of Probability. 16, Paper no. 32, 962-980. Joint work with G.-R.

Liu.

(2011B) Sample Paths of Fractional L´evy Processes. In Infinite Divisible Processes and Related Topics (15). ISM (Tokyo, Japan) Cooperative Research Report No. 262.

Joint work with M. Maejima.

(2010C) Ornstein-Uhlenbeck Transform of Fractional Brownian Sheets. Working project. Joint work with A. Ayache.

(2010A) Hausdorff and Packing dimension results for the images of random fields.

Bernoulli 16, 926-952. Joint work with Y.M. Xiao.

(2010B) Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes. In Dependence in Probability and Statistics, pp 103-119, ed. P. Doukhan, G.

Lang, D. Surgailis, and G. Teyssiere. Springer Lecture Notes in Statistics 200, 2010.

Joint work with V. Anh and N.N. Leonenko.

(2010A) Simulation of Multifractal Products of Ornstein-Uhlenbeck type processes.

Nonlinearity 23, 823-843. Joint work with V. Anh, N.N. Leonenko, and E. Taufer.

(2010A) Scaling limits of time-fractional diffusion-wave systems with random initial data. Stochastics and Dynamics 10, 1-35. Joint work with G.-R. Liu.

(2010A) Scaling limits of some P.D.E. systems with random initial conditions. Sto- chastic Analysis and Applications 28, 505-522. Joint work with G.-R. Liu.

(2009A) Fractal Geometry of L´evy-based spatial-temporal random fields. Fractals 17, 505-511.

(2009A) Random p-adic Riesz products: continuity, singularity, and dimension. Pro- ceedings of American Math Society 137, 3477-3486. Joint work with X.Y. Zhang.

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(2009A) Multifractal moment-scalings in geometric birth and death processes. Bernoulli 15, 508-531. Joint work with V. Anh and N.N. Leonenko.

(2009A) Multifractal products of stationary diffusions. Stochastic Analysis and Ap- plications 27, 475-499. Joint work with V. Anh and N.N. Leonenko.

(2009A) On the exponentials of fractional Ornstein-Uhlenbeck Processes. Electronic Journal of Probability 14, Paper no. 23, 594-611. Joint work with M. Matsui.

(2009A) The exact packing measure of Brownian double points. Probability Theory and Related Fields 143, 113-136. Joint work with P. M¨orters.

(2008A) Multifractality of products of geometric Ornstein-Uhlenbeck type processes.

Advances in Applied Probability 40, 1129-1156. Joint work with V. Anh and N.N. Leo- nenko.

(2008A) Log-Euler’s gamma multifractal scenario for products of Ornstein-Uhlenbeck type processes. Mathematical Communications 13, 133-448. Joint work with V. Anh and N.N. Leonenko.

(2008B) Multifractal Analysis of Branching Measure on a Galton-Watson Tree. In Proceedings of ICCM 2004, pp 655-662, ed. K.S. Lau, Z.P. Xin, and S.T. Yau. AMS/IP Studies in Advanced Math 42, 2008. Joint work with P. M¨orters.

(2008A) Hausdorff dimension of the contours of symmetric additive Levy processes.

Probability Theory and Related Fields 140, 129-167. Joint work with D. Khoshnevisan and Y.M. Xiao.

(2008B) Dilation-stable-like processes on fractals. In Proceedings of German-Japan Symposium at RIMS Kyoto University, pp 213-219, ed. M. Fukushima and I. Shigekawa.

RIMS Research Notes Series Special Volume (RIMS Kˆokyˆuroku Bessatsu B6), 2008.

(2008B) Operator semi-selfsimilar processes induced by multi-dimensional random walks in multi-dimensional random scenery. In Infinite Divisible Processes and Related Topics (12). ISM (Tokyo, Japan) Cooperative Research Report 213. Joint work with T. Saigo and H. Takahashi.

(2007B) Dimensions for images and contours of additive L´evy processes. In Infinite Divisible Processes and Related Topics (11). ISM (Tokyo, Japan) Cooperative Research Report 195. Joint work with Y.M. Xiao.

(2006A) Images of Gaussian random fields: Salem sets and interior points. Studia Mathematica 176, 37-60. Joint work with Y.M. Xiao.

(2006A) Critical behavior for an oriented percolation with long-range interactions in dimension d > 2. Taiwanese Journal of Mathematics 10, 1345-1378. Joint work with L.C. Chen.

(2005C) Collisions of stable sheets. In NCTS/Taipei Technical Report Series 2005- 005. Joint work with Z.Y. Lin and R.M. Zhang.

(2005A) Dimensional properties of random fractals with overlaps. Taiwanese Journal of Mathematics 9, 313-330. Joint work with J.H. Yu.

(2004A) On the multifractal spectrum of branching measure on a Galton-Watson tree. Journal of Applied Probability 41, 1223-1229. Joint work with P. M¨orters.

(2004A) Dimensions of supercritical branching processes in varying environments.

Statistics and Probability Letters 70, 299-308. Joint work with J.H. Yu.

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(2003C) Galton-Watson trees and iterated function systems. Preprint. Joint work with J.H. Yu.

(2003C) Multifractal spectrum for for a supercritical age-dependent branching process.

Unpublished manuscript.

(2002A) Thin and thick points for branching measure on a Galton-Watson tree.

Statistics and Probability Letters 58, 13-22. Joint work with P. M¨orters.

(2002A) Mlutifractal spectra of branching measure on a Galton-Watson tree. Journal of Applied Probability 39, 100-111. Joint work with S.J. Taylor.

(2000A) Multifractal spectra of certain random Gibbs measures. Statistics and Prob- ability Letters, 47, 25-31. Joint work with A.H. Fan.

(2000A) Some fractal properties of Brownian paths. Taiwanese Journal of Mathe- matics 4, 45-53.

(1999A) Small scale limit theorems for the intersection local times of Brownian mo- tions. Electronic Journal of Probability 4, Paper No. 9 1-23. Joint work with P. M¨orters.

(1999A) Uniform law for the branching measures on a Galton-Watson tree. Asian Journal of Mathematics 3, 381-386. Joint work with Q.S. Liu.

(1999, Book) Trends in Probability and Related Analysis, Proceedings of SAP’98.

World Scientific, 1999. Jointly with Norio Kono.

(1999B) Method of calculating the dimension spectrum of a Borel measure when the multifractal formalism fails. In Trends in Probability and Related Analysis, Proceedings of SAP’98, pp 265-272, ed. N. Kono and N.-R. Shieh. World Scientific, 1999.

(1998A) Logarithmic multifractal spectrum of stable occupation measure. Stochastic Processes and their Applications 75, 249-261. Joint work with S. J. Taylor.

(1998A) Multiple points of dilation-stable Levy processes. Annals of Probability 26, 1341-1355.

(1997, Book) Trends in Probability and Related Analysis, Proceedings of SAP’96.

World Scientific, 1997. Jointly with Norio Kono.

(1997B) A growth condition for Brownian intersection points. In: Trends in Proba- bility and Related Analysis, Proceedings of SAP’96, pp 265-272, ed. N. Kono and N.-R.

Shieh. World Scientific, 1997.

(1996A) Limit theorems for local times of fractional Brownian motions and some other self-similar processes. J. Math. Kyoto Univ. 36 (1996) 641-652.

(1996B) Sample functions of Levy-Chentsov reandom fields. In: Probab. Theory and Math. Statistics, Proceedings of 7th Japan-Russia Symposium (1996) 450-459 (ed.

S. Watanabe etal) World Scientific.

(1995A) Collisions of Markov processes. Tokyo J. Math. 18 (1995) 111-121.

(1995A) Some self-similar processes related local times. Stat. and Probab. Letters 24 (1995) 213-218.

(1993A) Multiple points of fractional stable processes. J. Math. Kyoto Univ. 33 (1993) 731-741.

(1993A) Local times and related sample path properties of certain self-similar processes.

J. Math. Kyoto Univ. 33 (1993) 51-64. Joint work with N. Kono.

(1992B) Local nondeterminism and self-intersection of certain self-similar processes.

In: Probab. Theory and Math. Statistics, Proceedings of 6th Japan-Russia Symposium 3

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(1992) 317-323 (ed. A. N. Shiryaev etal) World Scientific.

(1992A) Multiple points of sample paths of Markov processes. Ann. Probab. 20 (1992) 553-562.

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