| Publication | Date of Publication | Type |
|---|
Viability of McKean-Vlasov stochastic differential equations driven by time-changed Brownian motion
Acta Mathematica Scientia. Series B. (English Edition) | 2026-09-15 | Paper |
Fractional stochastic differential equations with the time-changed Brownian motion
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2026-09-09 | Paper |
Quasi-likelihood estimation in a mixed fractional Black-Scholes model
Probability, Uncertainty and Quantitative Risk | 2026-09-01 | Paper |
Viability for time fractional functional differential equations driven by the fractional Brownian motion
Modern Stochastics. Theory and Applications | 2026-08-21 | Paper |
Fourier transform and option pricing: an algorithm with faster convergence rate
Chinese Journal of Applied Probability and Statistics | 2026-08-18 | Paper |
Asymptotic behavior and parameter estimation of a weighted self-repelling diffusion driven by -stable motion
Acta Mathematica Scientia. Series B. (English Edition) | 2026-06-23 | Paper |
Exact temporal variation for fractional stochastic heat equation driven by space-time white noise
Communications in Statistics. Theory and Methods | 2026-06-10 | Paper |
Doubly perturbed distribution dependent stochastic differential equation
Frontiers of Mathematics | 2026-04-23 | Paper |
Asymptotic behavior of solutions to stochastic differential equations driven by tempered fractional Brownian motion with Markovian switching
Nonlinear Analysis. Hybrid Systems | 2026-03-20 | Paper |
Convergence rates in the averaging principle for two time-scales stochastic partial differential equations driven by fractional Brownian motion
Journal of Theoretical Probability | 2026-03-13 | Paper |
Asymptotic behavior of a weighted self-repelling diffusion driven by fractional Brownian motion
Probability, Uncertainty and Quantitative Risk | 2026-02-20 | Paper |
Quasi-likelihood estimation for stochastic fractional heat equation
Statistics & Probability Letters | 2025-12-18 | Paper |
Least squares estimation for fractional Brownian bridge with linear drift
Communications in Statistics. Theory and Methods | 2025-09-23 | Paper |
Limit theorems for some even-power integral functionals driven by fractional Brownian motion and fractional Brownian bridge
Stochastics | 2025-08-22 | Paper |
The linear self-attracting diffusion driven by the weighted-fractional Brownian motion. II: The parameter estimation
Science China. Mathematics | 2025-04-02 | Paper |
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
Stochastic Analysis and Applications | 2024-07-12 | Paper |
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
Acta Mathematica Scientia. Series B. (English Edition) | 2024-03-11 | Paper |
Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application
Applicable Analysis | 2023-09-29 | Paper |
McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion
Journal of Mathematical Analysis and Applications | 2023-07-06 | Paper |
Local well-posedness for 2D stochastic tropical climate model
Discrete and Continuous Dynamical Systems. Series B | 2023-06-09 | Paper |
Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching
Acta Mathematica Scientia. Series B. (English Edition) | 2023-05-05 | Paper |
Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion
Journal of Mathematical Inequalities | 2023-02-16 | Paper |
Derivative of self-intersection local time for multidimensional fractional Brownian motion
(available as arXiv preprint) | 2023-02-12 | Paper |
Limit theorems for a class of integral functionals driven by fractional Brownian motion
Communications in Statistics: Theory and Methods | 2023-02-03 | Paper |
The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
Journal of Theoretical Probability | 2022-09-29 | Paper |
Derivative for the intersection local time of two independent fractional Brownian motions
Stochastics | 2022-07-08 | Paper |
Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space
Stochastics | 2022-07-08 | Paper |
Asymptotic behaviour on the linear self-interacting diffusion driven by <i>α</i>-stable motion
Stochastics | 2022-07-07 | Paper |
Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion
Stochastics | 2022-07-06 | Paper |
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion
Journal of the Franklin Institute | 2022-06-24 | Paper |
A central limit theorem associated with sub-fractional Brownian motion and an application
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
\(p\)th mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps
Advances in Difference Equations | 2022-03-15 | Paper |
Quadratic covariations for the solution to a stochastic heat equation with space-time white noise
Advances in Difference Equations | 2022-02-28 | Paper |
Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion
Mathematical Inequalities & Applications | 2022-02-17 | Paper |
Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions
Statistics & Probability Letters | 2022-01-24 | Paper |
A law of iterated logarithm for the subfractional Brownian motion and an application
Journal of Inequalities and Applications | 2021-12-15 | Paper |
Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
Nonlinear Analysis. Hybrid Systems | 2021-11-19 | Paper |
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises
Systems & Control Letters | 2021-11-10 | Paper |
\(L_p\)-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2021-10-25 | Paper |
| scientific article; zbMATH DE number 7403681 (Why is no real title available?) | 2021-09-29 | Paper |
Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion
Frontiers of Mathematics in China | 2021-08-05 | Paper |
| A nonlinear stochastic differential equation driven by a fractional Brownian motion | 2021-04-26 | Paper |
| Least square estimation for a self-repelling diffusion process driven by bi-fractional Brownian motion | 2021-04-26 | Paper |
A time fractional functional differential equation driven by the fractional Brownian motion
Journal of Applied Analysis & Computation | 2021-04-16 | Paper |
Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations
Journal of Applied Analysis & Computation | 2021-04-16 | Paper |
On L_p-solution of fractional heat equation driven by fractional Brownian motion
Journal of Applied Analysis & Computation | 2021-02-11 | Paper |
On a semilinear double fractional heat equation driven by fractional Brownian sheet
Journal of Applied Analysis & Computation | 2021-01-28 | Paper |
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift
Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
Rough path analysis for local time of G-Brownian motion
Applicable Analysis | 2020-04-22 | Paper |
| Local times of the solution to stochastic heat equation with fractional noise | 2020-01-22 | Paper |
| Convergence of the linear fractional self-repelling diffusion | 2020-01-22 | Paper |
| scientific article; zbMATH DE number 7156447 (Why is no real title available?) | 2020-01-22 | Paper |
Asymptotic behavior for high moments of the fractional heat equation with fractional noise
Journal of Theoretical Probability | 2019-10-22 | Paper |
Exponential stability of SDEs driven by fBm with Markovian switching
Discrete and Continuous Dynamical Systems | 2019-09-20 | Paper |
| The least squares estimation on Vasicek interest rate model driven by a symmetric -stable motion | 2019-09-20 | Paper |
Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion
Abstract and Applied Analysis | 2019-08-16 | Paper |
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
Applied Mathematics. Series B (English Edition) | 2019-07-19 | Paper |
Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
Journal of Theoretical Probability | 2019-07-18 | Paper |
An integral functional driven by fractional Brownian motion
Stochastic Processes and their Applications | 2019-06-28 | Paper |
Weak solutions for stochastic differential equations with additive fractional noise
Stochastics and Dynamics | 2019-06-25 | Paper |
Stability of highly nonlinear hybrid stochastic integro-differential delay equations
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Existence and stability for stochastic partial differential equations with infinite delay
Abstract and Applied Analysis | 2019-02-14 | Paper |
On random periodic solution to a neutral stochastic functional differential equation
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Controllability of a stochastic functional differential equation driven by a fractional Brownian motion
Advances in Difference Equations | 2019-01-18 | Paper |
Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion
Discrete and Continuous Dynamical Systems. Series B | 2019-01-11 | Paper |
Some properties of the solution to fractional heat equation with a fractional Brownian noise
Advances in Difference Equations | 2018-12-04 | Paper |
Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process
Mathematical Problems in Engineering | 2018-11-05 | Paper |
| Jump-diffusion Cox-Ingersoll-Ross model | 2018-10-22 | Paper |
Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
Fractional Calculus \ Applied Analysis | 2018-10-19 | Paper |
Harnack inequality and derivative formula for stochastic heat equation with fractional noise
Electronic Communications in Probability | 2018-08-23 | Paper |
Stability of delayed Hopfield neural networks under a sublinear expectation framework
Journal of the Franklin Institute | 2018-06-21 | Paper |
Bismut formula for a stochastic heat equation with fractional noise
Statistics & Probability Letters | 2018-06-14 | Paper |
Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise
Communications in Statistics: Theory and Methods | 2018-04-11 | Paper |
Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process
Frontiers of Mathematics in China | 2018-03-14 | Paper |
Harnack inequalities for SDEs driven by subordinator fractional Brownian motion
Statistics & Probability Letters | 2018-02-15 | Paper |
| Pricing multi-period return guarantees combined with asset allocation strategy under mixed fractional Brownian motion | 2018-01-29 | Paper |
On a nonlinear stochastic pseudo-differential equation driven by fractional noise
Stochastics and Dynamics | 2017-11-27 | Paper |
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Journal of Statistical Planning and Inference | 2017-11-17 | Paper |
Weak convergence to a class of multiple stochastic integrals
Communications in Statistics: Theory and Methods | 2017-10-27 | Paper |
Controllability of neutral stochastic evolution equations driven by fractional Brownian motion
Acta Mathematica Scientia. Series B. (English Edition) | 2017-10-20 | Paper |
| Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process | 2017-10-20 | Paper |
Approximation of the Rosenblatt process by semimartingales
Communications in Statistics: Theory and Methods | 2017-08-03 | Paper |
The quadratic covariation for a weighted fractional Brownian motion
Stochastics and Dynamics | 2017-06-20 | Paper |
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
Boundary Value Problems | 2017-01-10 | Paper |
Derivative of intersection local time of independent symmetric stable motions
Statistics & Probability Letters | 2016-12-15 | Paper |
The quadratic variation for mixed-fractional Brownian motion
Journal of Inequalities and Applications | 2016-11-30 | Paper |
Approximation of multidimensional parameter fractional Brownian sheet in a Skorokhod space
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2016-10-06 | Paper |
Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion
Acta Mathematica Scientia. Series B. (English Edition) | 2016-10-06 | Paper |
Asymptotic behavior of the solution of the fractional heat equation
Statistics & Probability Letters | 2016-09-08 | Paper |
Approximation of the Rosenblatt sheet
Mediterranean Journal of Mathematics | 2016-08-31 | Paper |
| Least squares estimation for -weighted fractional Brownian bridge | 2016-08-10 | Paper |
Temporal variation for fractional heat equations with additive white noise
Boundary Value Problems | 2016-08-08 | Paper |
Some path properties of weighted-fractional Brownian motion
Stochastics | 2016-06-10 | Paper |
The fractional derivative for fractional Brownian local time with Hurst index large than 1/2
Mathematische Zeitschrift | 2016-05-18 | Paper |
Solving a stochastic heat equation driven by a bi-fractional noise
Boundary Value Problems | 2016-05-03 | Paper |
Derivative for self-intersection local time of multidimensional fractional Brownian motion
Stochastics | 2016-04-27 | Paper |
