Litan Yan

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Person:270221

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List of research outcomes





PublicationDate of PublicationType
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes2024-07-12Paper
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion2024-05-17Paper
The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift2024-03-11Paper
Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application2023-09-29Paper
McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion2023-07-06Paper
Local well-posedness for 2D stochastic tropical climate model2023-06-09Paper
Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching2023-05-05Paper
Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion2023-02-16Paper
Derivative of self-intersection local time for multidimensional fractional Brownian motion2023-02-12Paper
Limit theorems for a class of integral functionals driven by fractional Brownian motion2023-02-03Paper
The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications2022-09-29Paper
Derivative for the intersection local time of two independent fractional Brownian motions2022-07-08Paper
Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space2022-07-08Paper
Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion2022-07-07Paper
Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion2022-07-06Paper
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion2022-06-24Paper
A central limit theorem associated with sub-fractional Brownian motion and an application2022-03-21Paper
Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion2022-03-21Paper
\(p\)th mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps2022-03-15Paper
Quadratic covariations for the solution to a stochastic heat equation with space-time white noise2022-02-28Paper
Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion2022-02-17Paper
Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions2022-01-24Paper
A law of iterated logarithm for the subfractional Brownian motion and an application2021-12-15Paper
Global attracting set, exponential stability and stability in distribution of SPDEs with jumps2021-11-19Paper
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises2021-11-10Paper
Lp-Theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion2021-10-25Paper
https://portal.mardi4nfdi.de/entity/Q33808112021-09-29Paper
Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion2021-08-05Paper
https://portal.mardi4nfdi.de/entity/Q49844372021-04-26Paper
https://portal.mardi4nfdi.de/entity/Q49847042021-04-26Paper
A TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTION2021-04-16Paper
STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS2021-04-16Paper
ON <i>L</i><sub><i>P</i></sub> -SOLUTION OF FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION2021-02-11Paper
ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET2021-01-28Paper
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations2020-10-07Paper
The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift2020-05-04Paper
Rough path analysis for local time of G-Brownian motion2020-04-22Paper
https://portal.mardi4nfdi.de/entity/Q52090372020-01-22Paper
https://portal.mardi4nfdi.de/entity/Q52100252020-01-22Paper
https://portal.mardi4nfdi.de/entity/Q52100332020-01-22Paper
Asymptotic behavior for high moments of the fractional heat equation with fractional noise2019-10-22Paper
Exponential stability of SDEs driven by fBm with Markovian switching2019-09-20Paper
https://portal.mardi4nfdi.de/entity/Q51945552019-09-20Paper
Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion2019-08-16Paper
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion2019-07-19Paper
Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion2019-07-18Paper
An integral functional driven by fractional Brownian motion2019-06-28Paper
Weak solutions for stochastic differential equations with additive fractional noise2019-06-25Paper
Stability of highly nonlinear hybrid stochastic integro-differential delay equations2019-03-06Paper
Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion2019-03-06Paper
Existence and stability for stochastic partial differential equations with infinite delay2019-02-14Paper
On random periodic solution to a neutral stochastic functional differential equation2019-02-08Paper
Controllability of a stochastic functional differential equation driven by a fractional Brownian motion2019-01-18Paper
Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion2019-01-11Paper
Some properties of the solution to fractional heat equation with a fractional Brownian noise2018-12-04Paper
Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process2018-11-05Paper
https://portal.mardi4nfdi.de/entity/Q46889302018-10-22Paper
Large deviation principle for a space-time fractional stochastic heat equation with fractional noise2018-10-19Paper
Harnack inequality and derivative formula for stochastic heat equation with fractional noise2018-08-23Paper
Stability of delayed Hopfield neural networks under a sublinear expectation framework2018-06-21Paper
Bismut formula for a stochastic heat equation with fractional noise2018-06-14Paper
Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise2018-04-11Paper
Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process2018-03-14Paper
Harnack inequalities for SDEs driven by subordinator fractional Brownian motion2018-02-15Paper
https://portal.mardi4nfdi.de/entity/Q31317702018-01-29Paper
On a nonlinear stochastic pseudo-differential equation driven by fractional noise2017-11-27Paper
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion2017-11-17Paper
Weak convergence to a class of multiple stochastic integrals2017-10-27Paper
Controllability of neutral stochastic evolution equations driven by fractional Brownian motion2017-10-20Paper
https://portal.mardi4nfdi.de/entity/Q53713512017-10-20Paper
Approximation of the Rosenblatt process by semimartingales2017-08-03Paper
The quadratic covariation for a weighted fractional Brownian motion2017-06-20Paper
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet2017-01-10Paper
Derivative of intersection local time of independent symmetric stable motions2016-12-15Paper
The quadratic variation for mixed-fractional Brownian motion2016-11-30Paper
Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion2016-10-06Paper
https://portal.mardi4nfdi.de/entity/Q28233232016-10-06Paper
Asymptotic behavior of the solution of the fractional heat equation2016-09-08Paper
Approximation of the Rosenblatt sheet2016-08-31Paper
https://portal.mardi4nfdi.de/entity/Q29922252016-08-10Paper
Temporal variation for fractional heat equations with additive white noise2016-08-08Paper
Some path properties of weighted-fractional Brownian motion2016-06-10Paper
The fractional derivative for fractional Brownian local time with Hurst index large than 1/22016-05-18Paper
Solving a stochastic heat equation driven by a bi-fractional noise2016-05-03Paper
Derivative for self-intersection local time of multidimensional fractional Brownian motion2016-04-27Paper
Solving a nonlinear fractional stochastic partial differential equation with fractional noise2016-04-07Paper
https://portal.mardi4nfdi.de/entity/Q27874672016-03-04Paper
https://portal.mardi4nfdi.de/entity/Q34628392016-01-15Paper
On solutions of neutral stochastic delay Volterra equations with singular kernels2015-08-26Paper
Approximating the Rosenblatt process by multiple Wiener integrals2015-08-17Paper
https://portal.mardi4nfdi.de/entity/Q52598792015-06-29Paper
p-variation of an integral functional associated with bi-fractional Brownian motion2015-06-26Paper
Asymptotic behavior for bi-fractional regression models via Malliavin calculus2015-02-27Paper
On a semilinear stochastic partial differential equation with double-parameter fractional noises2015-02-06Paper
https://portal.mardi4nfdi.de/entity/Q29391892015-01-16Paper
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/22015-01-07Paper
Integration with respect to the \(G\)-Brownian local time2015-01-06Paper
Hilbert transform of G-Brownian local time2014-11-18Paper
Hilbert transform of \(G\)-Brownian local time2014-11-18Paper
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion2014-10-13Paper
Controllability of fractional neutral stochastic integro-differential systems with infinite delay2014-10-13Paper
Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion2014-09-29Paper
On the convergence to the multiple subfractional Wiener-Itō integral2014-09-29Paper
Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces2014-09-26Paper
Asymptotic behavior for neutral stochastic partial differential equations with infinite delays2014-09-22Paper
Weak approximation of the fractional Brownian sheet from random walks2014-09-22Paper
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion2014-08-14Paper
Weak convergence to the fractional Brownian sheet using martingale differences2014-07-15Paper
Power variation of subfractional Brownian motion and application2014-06-30Paper
https://portal.mardi4nfdi.de/entity/Q49808612014-06-30Paper
The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs2014-06-26Paper
Stochastic Volterra equation driven by Wiener process and fractional Brownian motion2014-06-23Paper
Estimators for the Drift of Subfractional Brownian Motion2014-06-11Paper
An Approximation of Subfractional Brownian Motion2014-06-11Paper
Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions2014-05-14Paper
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion2014-03-21Paper
Derivative for the intersection local time of fractional Brownian Motions2014-03-17Paper
https://portal.mardi4nfdi.de/entity/Q53988452014-02-28Paper
Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion2014-02-21Paper
Exponential stability of stochastic differential delay systems with delayed impulse effects2013-09-24Paper
https://portal.mardi4nfdi.de/entity/Q49266022013-06-20Paper
Smoothness for the collision local time of two multidimensional bifractional Brownian motions2013-03-21Paper
Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process2012-12-18Paper
https://portal.mardi4nfdi.de/entity/Q29161882012-10-05Paper
On almost automorphic mild solutions for nonautonomous stochastic evolution equations2012-09-07Paper
On a jump-type stochastic fractional partial differential equation with fractional noises2012-09-06Paper
An approximation to the Rosenblatt process using martingale differences2012-07-16Paper
Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps2012-06-19Paper
Remarks on sub-fractional Bessel processes2012-06-01Paper
Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion2012-04-03Paper
Smoothness for the collision local times of bifractional Brownian motions2012-03-29Paper
Stability of stochastic nonlinear switched systems with average dwell time2012-03-19Paper
Exponential stability of impulsive stochastic delay differential systems2012-03-13Paper
https://portal.mardi4nfdi.de/entity/Q31105852012-01-27Paper
Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps2011-11-15Paper
https://portal.mardi4nfdi.de/entity/Q31710532011-09-29Paper
Existence result for fractional neutral stochastic integro-differential equations with infinite delay2011-09-14Paper
Remarks on an integral functional driven by sub-fractional Brownian motion2011-08-17Paper
Remarks on the intersection local time of fractional Brownian motions2011-07-26Paper
https://portal.mardi4nfdi.de/entity/Q30021472011-05-19Paper
https://portal.mardi4nfdi.de/entity/Q30527082010-11-05Paper
https://portal.mardi4nfdi.de/entity/Q35584682010-05-05Paper
On the collision local time of sub-fractional Brownian motions2010-03-01Paper
https://portal.mardi4nfdi.de/entity/Q34028552010-02-12Paper
ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS2009-11-09Paper
Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)2009-04-24Paper
\(p\)-variation of an integral functional driven by fractional Brownian motion2008-06-19Paper
On the linear fractional self-attracting diffusion2008-06-04Paper
https://portal.mardi4nfdi.de/entity/Q35017272008-06-03Paper
Some properties of the fractional Ornstein–Uhlenbeck process2008-04-28Paper
Some remarks on local time-space calculus2008-01-28Paper
\(L^p\)-estimates on a ratio involving a Bessel process2007-06-27Paper
L p estimates on a time-inhomogeneous diffusion process2007-05-16Paper
Oscillations of characteristic initial value problems for hyperbolic equations with delays2007-05-11Paper
On the local times of fractional Ornstein-Uhlenbeck process2006-10-27Paper
Iterated integrals with respect to Bessel processes2005-09-02Paper
Maximal inequalities for the iterated fractional integrals2005-04-21Paper
On the distance between 〈X 〉 and Lin the space of continuous BMO-martingales2005-04-20Paper
\(L^p\)-estimates on diffusion processes2005-04-07Paper
Two inequalities for iterated stochastic integrals2004-10-05Paper
Maximal inequalities for CIR processes2004-08-16Paper
Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence2004-08-10Paper
https://portal.mardi4nfdi.de/entity/Q44618382004-05-18Paper
https://portal.mardi4nfdi.de/entity/Q47097572004-03-20Paper
A ratio inequality for Bessel processes.2004-02-14Paper
https://portal.mardi4nfdi.de/entity/Q47097562003-12-02Paper
Some ratio inequalities for iterated stochastic integrals2003-10-29Paper
Maximal inequalities for a continuous semimartingale2003-10-15Paper
https://portal.mardi4nfdi.de/entity/Q27308582003-09-11Paper
https://portal.mardi4nfdi.de/entity/Q44123292003-07-14Paper
https://portal.mardi4nfdi.de/entity/Q31477652003-02-06Paper
https://portal.mardi4nfdi.de/entity/Q27582882003-01-01Paper
On the Iterated Martingale Transforms.2002-05-20Paper

Research outcomes over time

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