| Publication | Date of Publication | Type |
|---|
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 |
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 α-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 |
Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
A central limit theorem associated with sub-fractional Brownian motion and an application
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 |
| Least square estimation for a self-repelling diffusion process driven by bi-fractional Brownian motion | 2021-04-26 | Paper |
| A nonlinear stochastic differential equation driven by a fractional Brownian motion | 2021-04-26 | Paper |
Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations
Journal of Applied Analysis & Computation | 2021-04-16 | Paper |
A time fractional functional differential equation driven by the fractional Brownian motion
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 |
| scientific article; zbMATH DE number 7156447 (Why is no real title available?) | 2020-01-22 | Paper |
| Convergence of the linear fractional self-repelling diffusion | 2020-01-22 | Paper |
| Local times of the solution to stochastic heat equation with fractional noise | 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 \(\alpha\)-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 |
Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Stability of highly nonlinear hybrid stochastic integro-differential delay equations
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 |
| Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process | 2017-10-20 | Paper |
Controllability of neutral stochastic evolution equations driven by fractional Brownian motion
Acta Mathematica Scientia. Series B. (English Edition) | 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 \(\alpha\)-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 |
Solving a nonlinear fractional stochastic partial differential equation with fractional noise
Journal of Theoretical Probability | 2016-04-07 | Paper |
Itô's formula for a sub-fractional Brownian motion
Communications on Stochastic Analysis | 2016-03-04 | Paper |
| A class of delay Black-Scholes models with jump | 2016-01-15 | Paper |
On solutions of neutral stochastic delay Volterra equations with singular kernels
Electronic Journal of Qualitative Theory of Differential Equations | 2015-08-26 | Paper |
Approximating the Rosenblatt process by multiple Wiener integrals
Electronic Communications in Probability | 2015-08-17 | Paper |
| Maximal inequalities for iterated integrals under \(G\)-expectation for recurrent event data | 2015-06-29 | Paper |
p-variation of an integral functional associated with bi-fractional Brownian motion
Filomat | 2015-06-26 | Paper |
Asymptotic behavior for bi-fractional regression models via Malliavin calculus
Frontiers of Mathematics in China | 2015-02-27 | Paper |
On a semilinear stochastic partial differential equation with double-parameter fractional noises
Science China. Mathematics | 2015-02-06 | Paper |
| A weighted-fractional model to European option pricing | 2015-01-16 | Paper |
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than \(1/2\)
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2015-01-07 | Paper |
Integration with respect to the \(G\)-Brownian local time
Journal of Mathematical Analysis and Applications | 2015-01-06 | Paper |
Hilbert transform of \(G\)-Brownian local time
Stochastics and Dynamics | 2014-11-18 | Paper |
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
Journal of the Korean Statistical Society | 2014-10-13 | Paper |
Controllability of fractional neutral stochastic integro-differential systems with infinite delay
Mathematical Problems in Engineering | 2014-10-13 | Paper |
Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion
Journal of the Korean Statistical Society | 2014-09-29 | Paper |
On the convergence to the multiple subfractional Wiener-Itō integral
Journal of the Korean Statistical Society | 2014-09-29 | Paper |
Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
Asymptotic behavior for neutral stochastic partial differential equations with infinite delays
Electronic Communications in Probability | 2014-09-22 | Paper |
Weak approximation of the fractional Brownian sheet from random walks
Electronic Communications in Probability | 2014-09-22 | Paper |
The Bouleau–Yor identity for a bi-fractional Brownian motion
Stochastics | 2014-08-14 | Paper |
Weak convergence to the fractional Brownian sheet using martingale differences
Statistics & Probability Letters | 2014-07-15 | Paper |
| The maximum likelihood estimation for a class of stochastic differential equations driven by a Gaussian moving average process | 2014-06-30 | Paper |
Power variation of subfractional Brownian motion and application
Acta Mathematica Scientia. Series B. (English Edition) | 2014-06-30 | Paper |
The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs
Advances in Mathematical Physics | 2014-06-26 | Paper |
Stochastic Volterra equation driven by Wiener process and fractional Brownian motion
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 |
Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions
Mathematical and Computer Modelling | 2014-05-14 | Paper |
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
Science China. Mathematics | 2014-03-21 | Paper |
| Derivative for the intersection local time of fractional Brownian Motions | 2014-03-17 | Paper |
| scientific article; zbMATH DE number 6262795 (Why is no real title available?) | 2014-02-28 | 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 |
Exponential stability of stochastic differential delay systems with delayed impulse effects
Journal of Mathematical Physics | 2013-09-24 | Paper |
| A model of credit risk derived by mixed-bi-fractional Brownian motion | 2013-06-20 | Paper |
Smoothness for the collision local time of two multidimensional bifractional Brownian motions.
Czechoslovak Mathematical Journal | 2013-03-21 | Paper |
Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process
Arabian Journal of Mathematics | 2012-12-18 | Paper |
The generalized quadratic covariation for a bi-fBm
Journal of Natural Science of Heilongjiang University | 2012-10-05 | Paper |
On almost automorphic mild solutions for nonautonomous stochastic evolution equations
Abstract and Applied Analysis | 2012-09-07 | Paper |
On a jump-type stochastic fractional partial differential equation with fractional noises
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-09-06 | Paper |
An approximation to the Rosenblatt process using martingale differences
Statistics & Probability Letters | 2012-07-16 | Paper |
Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
Applied Mathematics and Computation | 2012-06-19 | Paper |
Remarks on sub-fractional Bessel processes
Acta Mathematica Scientia. Series B. (English Edition) | 2012-06-01 | Paper |
Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
Abstract and Applied Analysis | 2012-04-03 | Paper |
Smoothness for the collision local times of bifractional Brownian motions
Science China. Mathematics | 2012-03-29 | Paper |
Stability of stochastic nonlinear switched systems with average Dwell time
Journal of Physics A: Mathematical and Theoretical | 2012-03-19 | Paper |
Exponential stability of impulsive stochastic delay differential systems
Discrete Dynamics in Nature and Society | 2012-03-13 | Paper |
| Remarks on sub-fractional Brownian motion | 2012-01-27 | Paper |
Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
Statistics & Probability Letters | 2011-11-15 | Paper |
| scientific article; zbMATH DE number 5951678 (Why is no real title available?) | 2011-09-29 | Paper |
Existence result for fractional neutral stochastic integro-differential equations with infinite delay
Journal of Physics A: Mathematical and Theoretical | 2011-09-14 | Paper |
Remarks on an integral functional driven by sub-fractional Brownian motion
Journal of the Korean Statistical Society | 2011-08-17 | Paper |
Remarks on the intersection local time of fractional Brownian motions
Statistics & Probability Letters | 2011-07-26 | Paper |
| The stochastic integral with respect to the sub-fractional Brownian motion with \(H > \frac12\) | 2011-05-19 | Paper |
| On arbitrage and Markovian short rates in mixed fractional bond markets | 2010-11-05 | Paper |
| The law of a stochastic integral with respect to subfractional Brownian motions | 2010-05-05 | Paper |
On the collision local time of sub-fractional Brownian motions
Statistics & Probability Letters | 2010-03-01 | Paper |
| European call option pricing under a mixed fractional Brownian motion environment | 2010-02-12 | Paper |
ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
Stochastics and Dynamics | 2009-11-09 | Paper |
Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
Potential Analysis | 2009-04-24 | Paper |
\(p\)-variation of an integral functional driven by fractional Brownian motion
Statistics & Probability Letters | 2008-06-19 | Paper |
On the linear fractional self-attracting diffusion
Journal of Theoretical Probability | 2008-06-04 | Paper |
| scientific article; zbMATH DE number 5284401 (Why is no real title available?) | 2008-06-03 | Paper |
Some properties of the fractional Ornstein–Uhlenbeck process
Journal of Physics A: Mathematical and Theoretical | 2008-04-28 | Paper |
Some remarks on local time-space calculus
Statistics & Probability Letters | 2008-01-28 | Paper |
\(L^p\)-estimates on a ratio involving a Bessel process
Journal of Zhejiang University. Science A | 2007-06-27 | Paper |
L p estimates on a time-inhomogeneous diffusion process
Journal of Mathematical Physics | 2007-05-16 | Paper |
Oscillations of characteristic initial value problems for hyperbolic equations with delays
Indian Journal of Pure & Applied Mathematics | 2007-05-11 | Paper |
On the local times of fractional Ornstein-Uhlenbeck process
Letters in Mathematical Physics | 2006-10-27 | Paper |
Iterated integrals with respect to Bessel processes
Statistics & Probability Letters | 2005-09-02 | Paper |
Maximal inequalities for the iterated fractional integrals
Statistics & Probability Letters | 2005-04-21 | Paper |
On the distance between 〈X 〉 and L∞in the space of continuous BMO-martingales
Studia Mathematica | 2005-04-20 | Paper |
\(L^p\)-estimates on diffusion processes
Journal of Mathematical Analysis and Applications | 2005-04-07 | Paper |
Two inequalities for iterated stochastic integrals
Archiv der Mathematik | 2004-10-05 | Paper |
Maximal inequalities for CIR processes
Letters in Mathematical Physics | 2004-08-16 | Paper |
Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence
Interdisciplinary Information Sciences | 2004-08-10 | Paper |
| scientific article; zbMATH DE number 2064335 (Why is no real title available?) | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 1932845 (Why is no real title available?) | 2004-03-20 | Paper |
A ratio inequality for Bessel processes.
Statistics & Probability Letters | 2004-02-14 | Paper |
| scientific article; zbMATH DE number 1932844 (Why is no real title available?) | 2003-12-02 | Paper |
Some ratio inequalities for iterated stochastic integrals
Mathematische Nachrichten | 2003-10-29 | Paper |
Maximal inequalities for a continuous semimartingale
Stochastics and Stochastic Reports | 2003-10-15 | Paper |
Some inequalities for continuous martingales associated with the Hermite polynomials
Kobe Journal of Mathematics | 2003-09-11 | Paper |
| scientific article; zbMATH DE number 1949120 (Why is no real title available?) | 2003-07-14 | Paper |
| scientific article; zbMATH DE number 1803859 (Why is no real title available?) | 2003-02-06 | Paper |
Two remarks on the class of bounded continuous martingales
Mathematics Journal of Toyama University | 2003-01-01 | Paper |
On the iterated martingale transforms
Interdisciplinary Information Sciences (IIS) | 2002-05-20 | Paper |
