Libo Li
Identifiers
- name variant Libo Li 0.60 · backfill
Papers (8)
- Evaluating software defect prediction performance: an updated benchmarking study cs.SE · 2019 · author #1
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case math.PR · 2018 · author #1
- On the Euler-Maruyama scheme for spectrally one-sided L\'evy driven SDEs with H\"older continuous coefficients math.PR · 2017 · author #1
- Weak uniqueness and density estimates for sdes with coefficients depending on some path-functionals math.PR · 2017 · author #2
- On the first hitting times of one dimensional elliptic diffusions math.PR · 2016 · author #3
- Projections, Pseudo-Stopping Times and the Immersion Property math.PR · 2014 · author #2
- An enlargement of filtration formula with application to progressive enlargement with multiple random times math.PR · 2014 · author #2
- Progressive Enlargements of Filtrations with Pseudo-Honest Times and their Applications in Financial Mathematics math.PR · 2013 · author #1
Mentions
Frequent Coauthors
- Dai Taguchi 2 shared papers
- Noufel Frikha 2 shared papers
- Anna Aksamit 1 shared papers
- Arturo Kohatsu-Higa 1 shared papers
- Bart Baesens 1 shared papers
- Marek Rutkowski 1 shared papers
- Monique Jeanblanc 1 shared papers
- Shiqi Song 1 shared papers
- Stefan Lessmann 1 shared papers