Guang Jun Shen

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Person:1987556

Available identifiers

zbMath Open shen.guangjunMaRDI QIDQ1987556

List of research outcomes





PublicationDate of PublicationType
Hausdorff measure of space anisotropic Gaussian processes with non-stationary increments2025-01-13Paper
Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process2024-10-31Paper
Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise2024-09-10Paper
On the small time large deviation principles of 1D stochastic Landau-Lifshitz-Bloch equation2024-05-17Paper
Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes2024-05-17Paper
Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions2024-04-21Paper
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection2024-04-15Paper
Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients2024-02-15Paper
https://portal.mardi4nfdi.de/entity/Q61463612024-02-05Paper
Averaging Principle for Stochastic Tidal Dynamics Equations2023-08-21Paper
Stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps2023-08-04Paper
On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions2023-07-06Paper
Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion2023-07-03Paper
Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations2023-06-26Paper
https://portal.mardi4nfdi.de/entity/Q58751062023-02-09Paper
Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation2023-02-03Paper
Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space2022-11-21Paper
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process2022-10-28Paper
An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise2022-07-20Paper
The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean2022-07-15Paper
Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise2022-07-15Paper
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise2022-06-20Paper
The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation2022-06-20Paper
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion2022-05-31Paper
Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function2022-05-25Paper
Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises2022-05-23Paper
Approximation to two independent Gaussian processes from a unique Lévy process and applications2022-05-20Paper
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion2022-03-30Paper
Weak convergence to the Rosenblatt sheet in Besov spaces2022-03-21Paper
Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects2022-02-10Paper
Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise2022-02-08Paper
Do new mayors bring fresh air? Some evidence of regulatory capture in China2022-01-24Paper
Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations2021-12-17Paper
Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process2021-12-15Paper
Estimating production functions using energy to control for unobserved utilization2021-12-14Paper
Stochastic averaging principle for distribution dependent stochastic differential equations2021-12-13Paper
Stabilization for hybrid stochastic systems by aperiodically intermittent control2021-12-13Paper
Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control2021-06-03Paper
Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½2021-04-12Paper
Harnack inequalities for stochastic heat equation with locally unbounded drift2020-10-12Paper
The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise2020-10-07Paper
https://portal.mardi4nfdi.de/entity/Q33058072020-08-12Paper
Averaging principle for fractional heat equations driven by stochastic measures2020-05-11Paper
Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean2020-04-29Paper
Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise2020-04-15Paper
Local times of linear multifractional stable sheets2020-03-25Paper
Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process2020-02-24Paper
Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations2019-11-21Paper
Pricing of equity indexed annuity under fractional Brownian motion model2019-02-14Paper
Least squares estimation for \(\alpha\)-fractional bridge with discrete observations2019-02-14Paper
Weak convergence of the complex fractional Brownian motion2019-02-04Paper
Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion2019-01-15Paper
https://portal.mardi4nfdi.de/entity/Q45745102018-07-18Paper
Operator Fractional Brownian Sheet and Martingale Differences2018-07-10Paper
https://portal.mardi4nfdi.de/entity/Q46407162018-05-25Paper
Retarded stochastic differential equations with infinite delay driven by Rosenblatt process2018-05-03Paper
Approximation of fractional Brownian sheet by Wiener integral2018-04-11Paper
Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions2017-12-06Paper
https://portal.mardi4nfdi.de/entity/Q53683542017-10-20Paper
https://portal.mardi4nfdi.de/entity/Q53684212017-10-20Paper
Limit theorems for functionals of Gaussian vectors2017-09-26Paper
A strong convergence to the tempered fractional Brownian motion2017-07-27Paper
An optimal approximation of Rosenblatt sheet by multiple Wiener integrals2017-07-12Paper
https://portal.mardi4nfdi.de/entity/Q29873602017-05-17Paper
Weak convergence for the fourth-order stochastic heat equation with fractional noises2017-04-20Paper
Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion2016-10-06Paper
Approximation of the Rosenblatt sheet2016-08-31Paper
https://portal.mardi4nfdi.de/entity/Q29922252016-08-10Paper
https://portal.mardi4nfdi.de/entity/Q29922582016-08-10Paper
https://portal.mardi4nfdi.de/entity/Q29929702016-08-10Paper
Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics2016-05-25Paper
https://portal.mardi4nfdi.de/entity/Q27874672016-03-04Paper
INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES2016-02-18Paper
Weak convergence to Rosenblatt sheet2015-07-21Paper
An approximation to the subfractional Brownian sheet using martingale differences2015-03-20Paper
Asymptotic behavior for bi-fractional regression models via Malliavin calculus2015-02-27Paper
https://portal.mardi4nfdi.de/entity/Q54976192015-02-11Paper
Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space2015-01-29Paper
On convergence for sequences of pairwise negatively quadrant dependent random variables.2014-10-29Paper
On the convergence to the multiple subfractional Wiener-Itō integral2014-09-29Paper
Power variation of subfractional Brownian motion and application2014-06-30Paper
https://portal.mardi4nfdi.de/entity/Q49810192014-06-30Paper
The local time of the fractional Ornstein-Uhlenbeck process2014-06-23Paper
Estimators for the Drift of Subfractional Brownian Motion2014-06-11Paper
An Approximation of Subfractional Brownian Motion2014-06-11Paper
Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion2014-02-21Paper
Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions2013-09-11Paper
https://portal.mardi4nfdi.de/entity/Q49266182013-06-20Paper
https://portal.mardi4nfdi.de/entity/Q49267352013-06-20Paper
Smoothness for the collision local time of two multidimensional bifractional Brownian motions2013-03-21Paper
Remarks on sub-fractional Bessel processes2012-06-01Paper
Stochastic integration with respect to the sub-fractional Brownian motion with2012-05-18Paper
Smoothness for the collision local times of bifractional Brownian motions2012-03-29Paper
https://portal.mardi4nfdi.de/entity/Q31105852012-01-27Paper
Remarks on an integral functional driven by sub-fractional Brownian motion2011-08-17Paper
https://portal.mardi4nfdi.de/entity/Q30021472011-05-19Paper
On the collision local time of sub-fractional Brownian motions2010-03-01Paper
https://portal.mardi4nfdi.de/entity/Q34052422010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q53193762009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q35008652008-06-03Paper
https://portal.mardi4nfdi.de/entity/Q54362132008-01-14Paper
https://portal.mardi4nfdi.de/entity/Q57089512005-11-21Paper

Research outcomes over time

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