219 citations
- Xiangtan UniversityCN21 papers
- Chinese Academy of SciencesCN9 papers
- Hunan Normal UniversityCN9 papers
- University of Chinese Academy of SciencesCN8 papers
- Central South UniversityCN7 papers
- Peking UniversityCN7 papers
- Nanyang Technological UniversitySG5 papers
- Beijing Normal UniversityCN4 papers
- Institute of Theoretical PhysicsCN4 papers
- Jilin UniversityCN4 papers
- Lanzhou UniversityCN4 papers
- Huazhong University of Science and TechnologyCN3 papers
6 papers · 1 filter
Berry-Esseen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes
Yong Chen, Nenghui Kuang, Ying Li
For an Ornstein-Uhlenbeck process driven by fractional Brownian motion with Hurst index , we show the Berry-Esséen bound of the least squares estimator of t…
On the 1-dimensional complex Ornstein-Uhlenbeck operator
Yong Chen
We show that for any fixed , the 1-dimensional complex Ornstein-Uhlenbeck operator \begin{equation*} \tilde{\mathcal{L}}_θ= 4\cosθ\frac{\p…
The Large Deviation Principle and Steady-state Fluctuation Theorem for the Entropy Production Rate of a Stochastic Process in Magnetic Fields
Yong Chen, Hao Ge, Jie Xiong +1
Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample en…
On the fourth moment theorem for the complex multiple Wiener-Itô integrals
Yong Chen, Yong Liu
In this paper, a product formula of Hermite polynomials is given and then the relation between the real Wiener-Itô chaos and the complex Wiener-Itô chaos (or: multiple integrals) i…
On a nonsymmetric Ornstein-Uhlenbeck semigroup and its generator
Yong Chen
If we add a simple rotation term to both the Ornstein-Uhlenbeck semigroup and the definition of the H-derivative, then analogue to the classical Malliavin calculus on the real Wien…
On the reversibility of the observed process of three-state hidden Markov model
Yong Chen
For the continuous-time and the discrete-time three-state hidden Markov model, the flux of the likelihood function up to 3-dimension of the observed process is shown explicitly. As…