| Publication | Date of Publication | Type |
|---|
The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
Journal of Theoretical Probability | 2022-09-29 | Paper |
Revisiting fractional Gaussian noise
Physica A | 2022-07-22 | Paper |
Derivative for the intersection local time of two independent fractional Brownian motions
Stochastics | 2022-07-08 | Paper |
Asymptotic behaviour on the linear self-interacting diffusion driven by <i>α</i>-stable motion
Stochastics | 2022-07-07 | Paper |
A central limit theorem associated with sub-fractional Brownian motion and an application
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Quadratic covariations for the solution to a stochastic heat equation with space-time white noise
Advances in Difference Equations | 2022-02-28 | Paper |
Some properties of bifractional Bessel processes driven by bifractional Brownian motion
Mathematical Problems in Engineering | 2020-11-04 | Paper |
An integral functional driven by fractional Brownian motion
Stochastic Processes and their Applications | 2019-06-28 | Paper |
Existence and stability for stochastic partial differential equations with infinite delay
Abstract and Applied Analysis | 2019-02-14 | Paper |
On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\)
Abstract and Applied Analysis | 2019-02-14 | Paper |
Stochastic fractional heat equations driven by fractional noises
Mathematical Problems in Engineering | 2018-08-27 | Paper |
| Weak convergence to the two-parameter Volterra multifractional process in Besov spaces | 2018-05-25 | Paper |
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Journal of Statistical Planning and Inference | 2017-11-17 | Paper |
Weak convergence to a class of multiple stochastic integrals
Communications in Statistics: Theory and Methods | 2017-10-27 | Paper |
The quadratic covariation for a weighted fractional Brownian motion
Stochastics and Dynamics | 2017-06-20 | Paper |
A weighted-fractional model to reset option pricing
Journal of Anhui Normal University. Natural Science | 2016-10-06 | Paper |
Asymptotic behavior of the solution of the fractional heat equation
Statistics & Probability Letters | 2016-09-08 | Paper |
Solving a stochastic heat equation driven by a bi-fractional noise
Boundary Value Problems | 2016-05-03 | Paper |
| Maximal inequalities for iterated integrals under G-expectation for recurrent event data | 2015-06-29 | Paper |
| A weighted-fractional model to European option pricing | 2015-01-16 | Paper |
Integration with respect to the G-Brownian local time
Journal of Mathematical Analysis and Applications | 2015-01-06 | Paper |
A weak convergence to Hermite process by martingale differences
Advances in Mathematical Physics | 2014-11-17 | Paper |
Controllability of fractional neutral stochastic integro-differential systems with infinite delay
Mathematical Problems in Engineering | 2014-10-13 | Paper |
Weak convergence for a class of stochastic fractional equations driven by fractional noise
Advances in Mathematical Physics | 2014-06-26 | Paper |
Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
Statistics & Probability Letters | 2011-11-15 | Paper |
| Game analysis for supply chain of perishable products under dynamic demand | 2010-07-08 | Paper |
