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Lan Cheng, Ph.D.

Affiliations: 
2005 University of Pittsburgh, Pittsburgh, PA, United States 
Area:
Mathematics
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"Lan Cheng"
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John Chadam grad student 2005 University of Pittsburgh
 (Analysis and numerical solution of an inverse first passage problem from risk management.)

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Chen X, Cheng L, Chadam J, et al. (2011) Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions Annals of Applied Probability. 21: 1663-1693
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