J. Y. Fan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On Dupire formula and diffusion with given marginals
 
2024-10-31Paper
On the convergence order of a binary tree approximation of symmetrized diffusion processes
Mathematics and Computers in Simulation
2023-06-29Paper
Limit theorems for multi-type general branching processes with population dependence
Advances in Applied Probability
2021-08-04Paper
Convergence of the age structure of general schemes of population processes
Bernoulli
2020-02-12Paper
Mimicking self-similar processes
Bernoulli
2015-08-05Paper
On the Markov property of some Brownian martingales
Stochastic Processes and their Applications
2012-09-12Paper


Research outcomes over time


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