Xianye Yu

From MaRDI portal



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!

PublicationDate of PublicationType
Central limit theorems for the derivatives of self-intersection local time for $d$-dimensional Brownian motion
(available as arXiv preprint)
N/APaper
Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion
Journal of Theoretical Probability
2024-08-24Paper
Derivative of self-intersection local time for multidimensional fractional Brownian motion
(available as arXiv preprint)
2023-02-12Paper
The fractional smoothness of integral functionals driven by Brownian motion
Statistics & Probability Letters
2022-12-08Paper
Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space
Stochastics
2022-07-08Paper
Limit theorems related to the integral functionals of one dimensional fractional Brownian motion
Communications in Statistics: Theory and Methods
2022-05-20Paper
Smoothness of self-intersection local time of multidimensional fractional Brownian motion
Communications in Statistics: Theory and Methods
2022-05-17Paper
Quadratic covariations for the solution to a stochastic heat equation with space-time white noise
Advances in Difference Equations
2022-02-28Paper
On L_p-solution of fractional heat equation driven by fractional Brownian motion
Journal of Applied Analysis & Computation
2021-02-11Paper
Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients
Statistics & Probability Letters
2020-04-15Paper
Local times of the solution to stochastic heat equation with fractional noise2020-01-22Paper
Asymptotic behavior for high moments of the fractional heat equation with fractional noise
Journal of Theoretical Probability
2019-10-22Paper
Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion
Statistics & Probability Letters
2019-09-25Paper
An integral functional driven by fractional Brownian motion
Stochastic Processes and their Applications
2019-06-28Paper
Fractional smoothness of derivative of self-intersection local times
Statistics & Probability Letters
2017-12-22Paper
Derivative of intersection local time of independent symmetric stable motions
Statistics & Probability Letters
2016-12-15Paper
Asymptotic behavior of the solution of the fractional heat equation
Statistics & Probability Letters
2016-09-08Paper
Solving a stochastic heat equation driven by a bi-fractional noise
Boundary Value Problems
2016-05-03Paper
Derivative for self-intersection local time of multidimensional fractional Brownian motion
Stochastics
2016-04-27Paper
Weak approximation of the fractional Brownian sheet from random walks
Electronic Communications in Probability
2014-09-22Paper
Weak convergence to the fractional Brownian sheet using martingale differences
Statistics & Probability Letters
2014-07-15Paper


Research outcomes over time


This page was built for person: Xianye Yu