The following pages link to Yuquan Cang (Q385820):
Displaying 11 items.
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
- On a jump-type stochastic fractional partial differential equation with fractional noises (Q448513) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
- On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- Moderate deviations for a class of semilinear SPDE with fractional noises (Q5231190) (← links)
- (Q5383680) (← links)
