7 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of Science and Technology of ChinaCN4 papers
- Bengbu University3 papers
- Donghua UniversityCN3 papers
- Chinese Academy of SciencesCN2 papers
- Hefei Institutes of Physical ScienceCN2 papers
- Institute of Intelligent MachinesCN1 paper
- Institute of SemiconductorsCN1 paper
- Nanjing UniversityCN1 paper
- Nanyang Technological UniversitySG1 paper
- Northeastern UniversityUS1 paper
- Purple Mountain ObservatoryCN1 paper
Showing math.PRShow all
3 papers · 1 filter
math.PR2016
The quadratic covariation for a weighted fractional Brownian motion
XIchao Sun, Litan Yan, Qinghua Zhang
Let be a weighted fractional Brownian motion with indices satisfying . In this paper, motivated by the asymptotic property $$ E[(B^{a,b}_{s+\va…
math.PR2016★ 2 cited
Quadratic covariations for the solution to a stochastic heat equation
Xichao Sun, Litan Yan, Xianye Yu
Let be the solution to a stochastic heat equation $$ \frac{\partial}{\partial t}u=\frac12\frac{\partial^2}{\partial x^2}u+\frac{\partial^2}{\partial t\partial x}X(t,x),\qu…
math.PR2016
An integral functional driven by fractional Brownian motion
Xichao Sun, Litan Yan, Xianye Yu
Let be a fractional Brownian motion with Hurst index and the weighted local time . In this paper, we consider the integral functional $$ {\ma…