The following pages link to Guang Jun Shen (Q1987556):
Displaying 50 items.
- (Q305888) (redirect page) (← links)
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion (Q320546) (← links)
- Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions (Q366124) (← links)
- Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
- Remarks on sub-fractional Bessel processes (Q423300) (← links)
- On the convergence to the multiple subfractional Wiener-Itō integral (Q457622) (← links)
- On convergence for sequences of pairwise negatively quadrant dependent random variables. (Q464726) (← links)
- Weak convergence for the fourth-order stochastic heat equation with fractional noises (Q523207) (← links)
- Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)
- (Q763662) (redirect page) (← links)
- Smoothness for the collision local times of bifractional Brownian motions (Q763663) (← links)
- Estimating production functions using energy to control for unobserved utilization (Q823997) (← links)
- Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139) (← links)
- Weak convergence of the complex fractional Brownian motion (Q1716328) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Least squares estimation for \(\alpha\)-fractional bridge with discrete observations (Q1724888) (← links)
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
- Harnack inequalities for stochastic heat equation with locally unbounded drift (Q2006732) (← links)
- The local time of the fractional Ornstein-Uhlenbeck process (Q2015425) (← links)
- Power variation of subfractional Brownian motion and application (Q2016792) (← links)
- An approximation to the subfractional Brownian sheet using martingale differences (Q2017436) (← links)
- Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control (Q2028969) (← links)
- Stochastic averaging principle for distribution dependent stochastic differential equations (Q2060836) (← links)
- Stabilization for hybrid stochastic systems by aperiodically intermittent control (Q2061247) (← links)
- Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (Q2061505) (← links)
- Do new mayors bring fresh air? Some evidence of regulatory capture in China (Q2070742) (← links)
- Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space (Q2100024) (← links)
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2119885) (← links)
- The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
- Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise (Q2154894) (← links)
- An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise (Q2156735) (← links)
- Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean (Q2175480) (← links)
- Averaging principle for fractional heat equations driven by stochastic measures (Q2178712) (← links)
- The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise (Q2203467) (← links)
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
- On the collision local time of sub-fractional Brownian motions (Q2267606) (← links)
- Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process (Q2301244) (← links)
- Local times of linear multifractional stable sheets (Q2307813) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
- Weak convergence to Rosenblatt sheet (Q2355255) (← links)
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals (Q2362970) (← links)
- Limit theorems for functionals of Gaussian vectors (Q2405967) (← links)
- Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion (Q2436145) (← links)
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space (Q2513795) (← links)
- (Q2787467) (← links)
- Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics (Q2807751) (← links)
- (Q2987360) (← links)
- (Q2992225) (← links)
- (Q2992258) (← links)
