| Publication | Date of Publication | Type |
|---|
Least squares estimation for path-distribution dependent stochastic differential equations driven by fractional Brownian motions associated with the interacting particle systems
Brazilian Journal of Probability and Statistics | 2026-01-21 | Paper |
Large and moderate deviation principles for path-distribution dependent SDEs driven by mixed fractional Brownian motion
Acta Mathematica Sinica. English Series | 2026-01-13 | Paper |
Stochastic averaging principle for two-time-scale SDEs with distribution-dependent coefficients driven by fractional Brownian motion
Communications in Mathematics and Statistics | 2025-11-17 | Paper |
Stabilization of distribution dependent stochastic differential equations driven by Lévy noise with discrete-time feedback controls
Journal of Theoretical Probability | 2025-09-24 | Paper |
Maximum likelihood estimation for nonlinear reflected stochastic differential equations
Journal of Statistical Planning and Inference | 2025-09-12 | Paper |
Nonparametric estimation for distribution dependent SDEs driven by fractional Brownian motions with random effects
Statistical Papers | 2025-09-05 | Paper |
Hausdorff measure of space anisotropic Gaussian processes with non-stationary increments
Acta Mathematicae Applicatae Sinica. English Series | 2025-01-13 | Paper |
Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
Stochastics and Dynamics | 2024-10-31 | Paper |
Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2024-09-10 | Paper |
On the small time large deviation principles of 1D stochastic Landau-Lifshitz-Bloch equation
Statistics & Probability Letters | 2024-05-17 | Paper |
Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes
Acta Mathematica Sinica, English Series | 2024-05-17 | Paper |
Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
Journal of Evolution Equations | 2024-04-21 | Paper |
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection
Brazilian Journal of Probability and Statistics | 2024-04-15 | Paper |
Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients
Discrete and Continuous Dynamical Systems. Series B | 2024-02-15 | Paper |
| Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise | 2024-02-05 | Paper |
Averaging Principle for Stochastic Tidal Dynamics Equations
Communications in Mathematical Analysis and Applications | 2023-08-21 | Paper |
| Stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps | 2023-08-04 | Paper |
On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
Applied Mathematics and Optimization | 2023-07-06 | Paper |
Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
Applied Mathematics Letters | 2023-06-26 | Paper |
| scientific article; zbMATH DE number 7651723 (Why is no real title available?) | 2023-02-09 | Paper |
Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
Communications in Statistics: Theory and Methods | 2023-02-03 | Paper |
Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space
Journal of Theoretical Probability | 2022-11-21 | Paper |
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process
Stochastic Analysis and Applications | 2022-10-28 | Paper |
An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-20 | Paper |
The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-15 | Paper |
Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
Acta Applicandae Mathematicae | 2022-07-15 | Paper |
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
Stochastics and Dynamics | 2022-06-20 | Paper |
The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation
Analysis and Applications | 2022-06-20 | Paper |
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion
Stochastics | 2022-05-31 | Paper |
Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Approximation to two independent Gaussian processes from a unique Lévy process and applications
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Journal of Differential Equations | 2022-03-30 | Paper |
Weak convergence to the Rosenblatt sheet in Besov spaces
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-10 | Paper |
Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-08 | Paper |
Do new mayors bring fresh air? Some evidence of regulatory capture in China
Review of Economic Design | 2022-01-24 | Paper |
Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations
Stochastics and Dynamics | 2021-12-17 | Paper |
Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process
Journal of Inequalities and Applications | 2021-12-15 | Paper |
Estimating production functions using energy to control for unobserved utilization
Economics Letters | 2021-12-14 | Paper |
Stabilization for hybrid stochastic systems by aperiodically intermittent control
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
Stochastic averaging principle for distribution dependent stochastic differential equations
Applied Mathematics Letters | 2021-12-13 | Paper |
Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control
Discrete and Continuous Dynamical Systems. Series B | 2021-06-03 | Paper |
Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index \(H>\tfrac{1}{2}\)
Journal of Mathematical Inequalities | 2021-04-12 | Paper |
Harnack inequalities for stochastic heat equation with locally unbounded drift
Statistics & Probability Letters | 2020-10-12 | Paper |
The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise
Systems & Control Letters | 2020-10-07 | Paper |
| The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion | 2020-08-12 | Paper |
Averaging principle for fractional heat equations driven by stochastic measures
Applied Mathematics Letters | 2020-05-11 | Paper |
Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean
Frontiers of Mathematics in China | 2020-04-29 | Paper |
Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise
Acta Mathematica Sinica, English Series | 2020-04-15 | Paper |
Local times of linear multifractional stable sheets
Applied Mathematics. Series B (English Edition) | 2020-03-25 | Paper |
Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process
Collectanea Mathematica | 2020-02-24 | Paper |
Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations
Statistical Papers | 2019-11-21 | Paper |
Pricing of equity indexed annuity under fractional Brownian motion model
Abstract and Applied Analysis | 2019-02-14 | Paper |
Least squares estimation for \(\alpha\)-fractional bridge with discrete observations
Abstract and Applied Analysis | 2019-02-14 | Paper |
Weak convergence of the complex fractional Brownian motion
Advances in Difference Equations | 2019-02-04 | Paper |
Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
Advances in Difference Equations | 2019-01-15 | Paper |
| scientific article; zbMATH DE number 6906928 (Why is no real title available?) | 2018-07-18 | Paper |
Operator Fractional Brownian Sheet and Martingale Differences
(available as arXiv preprint) | 2018-07-10 | Paper |
| Weak approximation for a class of multidimensional parameter Gaussian process | 2018-05-25 | Paper |
Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Approximation of fractional Brownian sheet by Wiener integral
Communications in Statistics: Theory and Methods | 2018-04-11 | Paper |
Parameter estimation for Ornstein-Uhlenbeck processes of the second kind driven by \(\alpha\)-stable Lévy motions
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
| Some sample path properties of real multifractional Lévy processes | 2017-10-20 | Paper |
| scientific article; zbMATH DE number 6795712 (Why is no real title available?) | 2017-10-20 | Paper |
Limit theorems for functionals of Gaussian vectors
Frontiers of Mathematics in China | 2017-09-26 | Paper |
A strong convergence to the tempered fractional Brownian motion
Communications in Statistics: Theory and Methods | 2017-07-27 | Paper |
An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
Mediterranean Journal of Mathematics | 2017-07-12 | Paper |
| Weak convergence to multifractional Brownian sheet of Riemann-Liouville type in Besov spaces | 2017-05-17 | Paper |
Weak convergence for the fourth-order stochastic heat equation with fractional noises
Bulletin of the Malaysian Mathematical Sciences Society. Second Series | 2017-04-20 | 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 |
Approximation of the Rosenblatt sheet
Mediterranean Journal of Mathematics | 2016-08-31 | Paper |
| Smoothness of the collision local times of sub-fractional Brownian motions | 2016-08-10 | Paper |
| scientific article; zbMATH DE number 6611689 (Why is no real title available?) | 2016-08-10 | Paper |
| Least squares estimation for \(\alpha\)-weighted fractional Brownian bridge | 2016-08-10 | Paper |
Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Itô's formula for a sub-fractional Brownian motion
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Intersection local time of subfractional Ornstein-Uhlenbeck processes
Hacettepe Journal of Mathematics and Statistics | 2016-02-18 | Paper |
Weak convergence to Rosenblatt sheet
Frontiers of Mathematics in China | 2015-07-21 | Paper |
An approximation to the subfractional Brownian sheet using martingale differences
Journal of Inequalities and Applications | 2015-03-20 | Paper |
Asymptotic behavior for bi-fractional regression models via Malliavin calculus
Frontiers of Mathematics in China | 2015-02-27 | Paper |
| The existence and joint continuity of local time of an iterated bifractional Brownian motion | 2015-02-11 | Paper |
Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
On convergence for sequences of pairwise negatively quadrant dependent random variables.
Applications of Mathematics | 2014-10-29 | Paper |
On the convergence to the multiple subfractional Wiener-Itō integral
Journal of the Korean Statistical Society | 2014-09-29 | Paper |
Power variation of subfractional Brownian motion and application
Acta Mathematica Scientia. Series B. (English Edition) | 2014-06-30 | Paper |
| scientific article; zbMATH DE number 6311781 (Why is no real title available?) | 2014-06-30 | Paper |
The local time of the fractional Ornstein-Uhlenbeck process
Abstract and Applied Analysis | 2014-06-23 | Paper |
Estimators for the Drift of Subfractional Brownian Motion
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
An approximation of subfractional Brownian motion
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion
Journal of Inequalities and Applications | 2014-02-21 | Paper |
Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions
Journal of Inequalities and Applications | 2013-09-11 | Paper |
| On the moment convergence for weighted sums of pairwise NQD random variables | 2013-06-20 | Paper |
| scientific article; zbMATH DE number 6178957 (Why is no real title available?) | 2013-06-20 | Paper |
Smoothness for the collision local time of two multidimensional bifractional Brownian motions.
Czechoslovak Mathematical Journal | 2013-03-21 | Paper |
Remarks on sub-fractional Bessel processes
Acta Mathematica Scientia. Series B. (English Edition) | 2012-06-01 | Paper |
Stochastic integration with respect to the sub-fractional Brownian motion with
Statistics & Probability Letters | 2012-05-18 | Paper |
Smoothness for the collision local times of bifractional Brownian motions
Science China. Mathematics | 2012-03-29 | Paper |
| Remarks on sub-fractional Brownian motion | 2012-01-27 | Paper |
Remarks on an integral functional driven by sub-fractional Brownian motion
Journal of the Korean Statistical Society | 2011-08-17 | Paper |
| The stochastic integral with respect to the sub-fractional Brownian motion with \(H > \frac12\) | 2011-05-19 | Paper |
On the collision local time of sub-fractional Brownian motions
Statistics & Probability Letters | 2010-03-01 | Paper |
| Ergodicity of a mixture of the discrete time voter model and the exclusion process in equivalent class spaces | 2010-02-12 | Paper |
| Some properties of discrete time finite range exclusion process in equivalent class spaces | 2009-07-22 | Paper |
| Probability method solving the limit of a class of multi-integral | 2008-06-03 | Paper |
| Characterization of hybrid processes | 2008-01-14 | Paper |
| scientific article; zbMATH DE number 2230887 (Why is no real title available?) | 2005-11-21 | Paper |
