160 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Claremont McKenna CollegeUS16 papers
- California Institute of TechnologyUS7 papers
- Keck Graduate InstituteUS7 papers
- University of California, Los AngelesUS6 papers
- University of Southern CaliforniaUS6 papers
- Los Alamos National LaboratoryUS5 papers
- Pomona CollegeUS5 papers
- Claremont InstituteUS4 papers
- Massachusetts Institute of TechnologyUS3 papers
- California State University, FullertonUS2 papers
- Colorado School of MinesUS2 papers
- Goucher CollegeUS2 papers
Showing 2014 · math.PRShow all
2 papers · 2 filters
math.PR2014★ 2 cited
Fractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations
Sixian Jin, Qidi Peng, Henry Schellhorn
We represent fractional conditional expectations of a functional of fractional Brownian motion as a convergent series in L^2 space. When the target random variable is some function…
math.PR2014★ 1 cited
A Representation Theorem for Smooth Brownian Martingales - New Example
Sixian Jin, Qidi Peng, Henry Schellhorn
We show that, under certain smoothness conditions, a Brownian martingale, when evaluated at a fixed time, can be represented via an exponential formula at a later time. The time-de…