Sixian Jin

Available identifiers

Publication	Date of Publication	Type
Stochastic maximum principle for a time-changed mean field game	2024-04-12	Paper
Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators	2021-08-12	Paper
Pricing the zero-coupon bond of the extended Cox-Ingersoll-Ross model using Malliavin calculus	2020-10-04	Paper
Erratum to: ``Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients	2020-04-03	Paper
Dyson type formula for pure jump Lévy processes with some applications to finance	2020-01-24	Paper
Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients	2019-05-10	Paper
Semigroup solution of path-dependent second-order parabolic partial differential equations	2018-10-15	Paper
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients	2018-04-16	Paper
A representation theorem for smooth Brownian martingales	2016-11-25	Paper
Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients	2015-12-16	Paper
Fractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations	2014-06-05	Paper
The Apple Doesn't Fall Far From the (Metric) Tree: The Equivalence of Definitions	2013-06-25	Paper

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