Cheng Ouyang

Available identifiers

zbMath Open ouyang.chengMaRDI QIDQ246815

List of research outcomes

Publication	Date of Publication	Type
Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case	2023-08-04	Paper
Parabolic Anderson model on Heisenberg groups: the Itô setting	2023-04-19	Paper
Parabolic Anderson model on Heisenberg groups: the It\^o setting	2022-06-28	Paper
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case	2022-04-22	Paper
A \(K\)-rough path above the space-time fractional Brownian motion	2022-01-20	Paper
Moment estimates for some renormalized parabolic Anderson models	2021-12-08	Paper
Density of the signature process of fBm	2021-01-26	Paper
Density bounds for solutions to differential equations driven by Gaussian rough paths	2020-05-19	Paper
Geometric Deviation From L\'evy's Occupation Time Arcsine Law	2020-04-21	Paper
On the law of the iterated logarithm for Brownian motion on compact manifolds	2019-09-18	Paper
Precise Local Estimates for Hypoelliptic Differential Equations driven by Fractional Brownian Motions	2019-06-29	Paper
Multiplicative Functional for the Heat Equation on Manifolds with Boundary	2019-03-12	Paper
On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions	2018-12-11	Paper
Mutual intersection for rough differential systems driven by fractional Brownian motions	2018-07-03	Paper
`Purposely misspecified' posterior inference on the volatility of a jump diffusion process	2018-02-15	Paper
Local times of stochastic differential equations driven by fractional Brownian motions	2017-10-10	Paper
On probability laws of solutions to differential systems driven by a fractional Brownian motion	2016-09-30	Paper
Efficient posterior inference on the volatility of a jump diffusion process	2016-08-23	Paper
Fractal dimensions of rough differential equations driven by fractional Brownian motions	2016-05-27	Paper
Smoothing effect of rough differential equations driven by fractional Brownian motions	2016-03-04	Paper
Varadhan estimates for rough differential equations driven by fractional Brownian motions	2015-01-30	Paper
Small-time expansions for local jump-diffusion models with infinite jump activity	2014-08-08	Paper
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions	2014-03-10	Paper
Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions	2013-07-30	Paper
ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS	2013-05-14	Paper
Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions	2011-06-15	Paper
Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold	2009-09-10	Paper
Parabolic Anderson model in bounded domains of recurrent metric measure spaces	N/A	Paper

Research outcomes over time

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