Performance analysis of assemble-to-order systems through strong approximations. - Yingdong Lu; Jing-Sheng Song 001; Weian Zheng (SIGMETRICS Perform. Evaluation Rev., 2001)

On Local Linear Approximations to Diffusion Processes. - X. L. Duan; Zhongmin Qian; Weian Zheng (Int. J. Math. Math. Sci., 2011)

High-Frequency Trading and Probability Theory - Zhaodong Wang; Weian Zheng (WorldScientific, 2014)