| Publication | Date of Publication | Type |
|---|
| Normal approximation when a chaos grade is greater than two | 2022-04-22 | Paper |
| Fourth moment bound and stationary Gaussian processes with positive correlation | 2022-04-14 | Paper |
| Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials | 2021-11-04 | Paper |
| The optimal third moment theorem | 2020-05-07 | Paper |
| WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE | 2020-02-24 | Paper |
| KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION | 2020-02-21 | Paper |
| An Edgeworth expansion for functionals of Gaussian fields and its applications | 2018-12-10 | Paper |
| Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise | 2018-08-14 | Paper |
| Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process | 2017-08-16 | Paper |
| Optimal Berry-Esseen bound for statistical estimations and its application to SPDE | 2017-02-23 | Paper |
| Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application | 2016-11-01 | Paper |
| Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion | 2015-12-01 | Paper |
| Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications | 2015-11-12 | Paper |
| Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation | 2015-07-21 | Paper |
| Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet | 2015-07-21 | Paper |
| Stochastic Green's theorem for fractional Brownian sheet and its application | 2014-10-13 | Paper |
| The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds | 2014-09-30 | Paper |
| Non-central limit theorem of the weighted power variations of Gaussian processes | 2014-08-11 | Paper |
| Wick integration with respect to fractional Brownian sheet | 2014-08-06 | Paper |
| A note on the differentiation formula in Stratonovich type for fractional Brownian sheet | 2014-08-01 | Paper |
| A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) | 2014-07-31 | Paper |
| Geometric structures arising from kernel density estimation on Riemannian manifolds | 2013-01-16 | Paper |
| Dependence of polynomial chaos on random types of forces of KdV equations | 2012-12-07 | Paper |
| Stratonovich Calculus with Respect to Fractional Brownian Sheet | 2009-10-08 | Paper |
| Differentiation formula in Stratonovich version for fractional Brownian sheet | 2009-08-05 | Paper |
| What does the market price of risk tell us in the single factor interest rate model? | 2008-11-20 | Paper |
| Various types of stochastic integrals with respect to fractional Brownian sheet and their applications | 2008-03-31 | Paper |
| An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet | 2007-02-15 | Paper |
| An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters | 2007-02-01 | Paper |
| A representation of solution of stochastic differential equations | 2006-03-29 | Paper |
| Mean distance of Brownian motion on a Riemannian manifold. | 2005-11-29 | Paper |
| A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals | 2005-01-20 | Paper |
| The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold | 2004-02-15 | Paper |
| On a criterion of Riemannian distance for singularity and absolute continuity of probability measures. | 2004-02-14 | Paper |
| A Wong–Zakai type approximation for two-parameter processes1 | 2003-01-01 | Paper |
| Parameter estimation in infinite-dimensional stochastic differential equations | 2002-03-06 | Paper |
| A geometric approach to singularity for Hilbert space-valued SDEs | 2001-10-30 | Paper |
