James J. Yeh


Professor, Mathematics
School of Physical Sciences

PH.D., University of Minnesota, 1957

Phone: (949) 824-5504
Fax: (949) 824-7993
Email: jyeh@uci.edu

University of California, Irvine
215 Multipurpose Science & Technology Building
Mail Code: 3875
Irvine, CA 92697
Research Interests
Integration in function spaces, Stochastic Analysis
URL
Publications
Lectures on Real Analysis, World Scientific Publications (2000), 548 pages
 
Martingales and Stochastic Analysis, World Scientific Publications (1995), 500 pages
 
(with D. Nualart) Existence and Uniqueness of a Strong Solution to Stochastic Differential Equations in the Place with Stochastic Boundary Processes, Journal of Multivariate Analysis, v. 28, (1989), 149-171.

 
Uniqueness of Strong Solutions to Stochastic Differential Equations in the Plane with Deterministic Boundary Process, Pacific Journal of Mathematics, v. 128, (1987), 391-400.
 
Two Parameter Stochastic Differential Equations, Real and Stochastic Analysis, ed. M.M. Rao, John Wiley Interscience, ch. 5, pp. 249-344, 1986.
Last updated
08/26/2002