X. Guo. "Cesàrosummability of
Fourier series on unitary groups under the critical index," Chinese
Annals of Mathematics, 15A(4):386-395, 1994. Also in Chinese
Journal of Contemporary Mathematics, 15(3):215-226, 1994.
Q. Yu, S. Gong, and X. Guo.
"Schwarzian derivative of holomorphic mappings," Singularities and
complex geometry (Q. Lu, S. S. T. Yau, and
A. Libgober, eds.), AMS/IP Studies in
Advanced Mathematics, 5:317-323, 1997.
X. Guo. "A regime
switching model: Statistical estimation, empirical evidence, and change
point detection," Proc. SIAM-AMS-IMA Research Conference in
Mathematical Finance, 139-155, 2004.
X. Guo, and H. Wang. "Optimal Bregman
prediction and Jensen's equality," Proc. IEEE International
Symposium on Information Theory, 168, 2004.
X. Guo. "Estimation and
change point detection with a hidden Markov model in finance," in Statistics
in Finance (R. David and C. Kluppelberg ed.), 137-140, Mathematisches
Forschungsinstitut Oberwolfach, 2004.
X. Guo and P. Tomecek.
"Connecting singular and switching controls, with applications,"
in Recent Developments in Financial and Insurance Mathematics and the
Interplay with Industry (S. Asmussen, N. Bauerle, and R. Korn ed.),
26, Mathematisches Forschungsinstitut Oberwolfach, 2007.
X. Guo and L. Shepp. "Option
pricing in a world with arbitrage," Chapter in Stochastic
Optimization: Algorithms and Applications (
S. Ursayev and M. Pardalos,
eds.), 87-96, Kluwer Academic Publishers, 2000.