The following pages link to Yaozhong Hu (Q358620):
Displaying 50 items.
- On the intermittency front of stochastic heat equation driven by colored noises (Q287805) (← links)
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592) (← links)
- Smooth density for some nilpotent rough differential equations (Q376255) (← links)
- An enlargement of filtration for Brownian motion (Q423273) (← links)
- Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299) (← links)
- Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\) (Q428140) (← links)
- The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515) (← links)
- On Hölder continuity of the solution of stochastic wave equations in dimension three (Q487677) (← links)
- Optimal tracking for bilinear stochastic system driven by fractional Brownian motions (Q488886) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- Two-point correlation function and Feynman-Kac formula for the stochastic heat equation (Q526993) (← links)
- Convergence rate of an approximation to multiple integral of FBM (Q551392) (← links)
- Feynman-Kac formula for heat equation driven by fractional white noise (Q624663) (← links)
- Central limit theorem for the third moment in space of the Brownian local time increments (Q638216) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- Donsker's delta functions and approximation of heat kernels by the time discretization methods (Q675800) (← links)
- On the self-intersection local time of Brownian motion -- via chaos expansion (Q677834) (← links)
- Stochastic heat equation with rough dependence in space (Q682274) (← links)
- A random transport-diffusion equation (Q716563) (← links)
- Taylor schemes for rough differential equations and fractional diffusions (Q727475) (← links)
- A singular stochastic differential equation driven by fractional Brownian motion (Q730713) (← links)
- Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion (Q743058) (← links)
- Density convergence in the Breuer-Major theorem for Gaussian stationary sequences (Q888483) (← links)
- Smoothness of the joint density for spatially homogeneous SPDEs (Q904201) (← links)
- Regularity of renormalized self-intersection local time for fractional Brownian motion (Q937350) (← links)
- Stochastic heat equation driven by fractional noise and local time (Q957728) (← links)
- Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem (Q967686) (← links)
- Fractional martingales and characterization of the fractional Brownian motion (Q971945) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190) (← links)
- On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (Q979450) (← links)
- Integral representation of renormalized self-intersection local times (Q999853) (← links)
- Wick calculus for nonlinear Gaussian functionals (Q1036919) (← links)
- A remark on non-smoothness of the self-intersection local time of planar Brownian motion (Q1359764) (← links)
- Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities (Q1374847) (← links)
- Stability and approximations of symmetric diffusion semigroups and kernels (Q1379618) (← links)
- Continuity of some anticipating integral processes (Q1379912) (← links)
- Exponential integrability and application to stochastic quantization (Q1384647) (← links)
- Optimal time to invest when the price processes are geometric Brownian motions (Q1387770) (← links)
- Schrödinger equations with fractional Laplacians (Q1596352) (← links)
- Chaos expansion of heat equations with white noise potentials (Q1598521) (← links)
- Probability structure preserving and absolute continuity (Q1610201) (← links)
- Self-intersection local time of fractional Brownian motions -- via chaos expansion (Q1612773) (← links)
- Tangent processes on Wiener space (Q1614785) (← links)
- Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise (Q1647934) (← links)
- Linear Volterra backward stochastic integral equations (Q1713471) (← links)
- Identification of the point sources in some stochastic wave equations (Q1722375) (← links)
- Parabolic Anderson model with rough dependence in space (Q1733960) (← links)
- Temporal asymptotics for fractional parabolic Anderson model (Q1748917) (← links)
