Fangjun Xu

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!

Publication	Date of Publication	Type
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes Stochastic Processes and their Applications	2019-09-19	Paper
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence Insurance Mathematics \& Economics	2016-12-13	Paper
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case Journal of Theoretical Probability	2016-10-11	Paper
A second order limit law for occupation times of the Cauchy process Stochastics	2016-06-10	Paper
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences Bernoulli	2015-10-30	Paper
Central limit theorem for an additive functional of the fractional Brownian motion. II. Electronic Communications in Probability	2014-09-22	Paper
Central limit theorem for functionals of two independent fractional Brownian motions Stochastic Processes and their Applications	2014-09-04	Paper
Central limit theorem for an additive functional of the fractional Brownian motion The Annals of Probability	2014-03-06	Paper
Regularity of harmonic functions for some Markov chains with unbounded range Journal of Theoretical Probability	2013-07-19	Paper
Markov chain approximations to singular stable-like processes Statistics \& Probability Letters	2013-05-13	Paper
Limit laws for occupation times of stable processes	2013-05-01	Paper
A class of singular symmetric Markov processes Potential Analysis	2013-02-15	Paper
On the equation μ = S t μ * μ t Lecture Notes in Mathematics	2009-12-18	Paper

Research outcomes over time

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