DOI10.1142/10094zbMath1386.60005OpenAlexW2487052414MaRDI QIDQ2818805
Yaozhong Hu
Publication date: 8 September 2016
Full work available at URL: https://doi.org/10.1142/10094
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion,
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables,
SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS,
Mean-field backward stochastic differential equations and applications,
Heat trace asymptotics on equiregular sub-Riemannian manifolds,
Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation,
Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise,
Joint Hölder continuity of parabolic Anderson model,
Complex Wiener-Itô chaos decomposition revisited,
Some recent progress on stochastic heat equations,
The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean,
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion,
Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter,
An implicit numerical scheme for a class of backward doubly stochastic differential equations,
Nonlinear stochastic wave equation driven by rough noise,
Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation,
Parameter estimation for Vasicek model driven by a general Gaussian noise,
Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion,
SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES,
Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa,
A supersolutions perspective on hypercontractivity,
Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process,
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion,
Linear Volterra backward stochastic integral equations,
Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels,
Discrete rough paths and limit theorems,
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals,
On a generalized stochastic Burgers' equation perturbed by Volterra noise,
Matrix liberation process. I: Large deviation upper bound and almost sure convergence,
Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations,
Covariance of stochastic integrals with respect to fractional Brownian motion,
Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations,
Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise,
Unnamed Item,
Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations,
Higher-order derivative of intersection local time for two independent fractional Brownian motions,
Schrödinger equation with Gaussian potential,
Paracontrolled quasi-geostrophic equation with space-time white noise,
Asymptotics of the density of parabolic Anderson random fields,
Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations,
ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION,
Matrix Liberation Process II: Relation to Orbital Free Entropy,
Stratonovich solution for the wave equation
