5 citations · 8 across the 6 of their papers we have counts for
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Tail bounds for sums of independent two-sided exponential random variables
Jiawei Li, Tomasz Tkocz
We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-s…
Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher
Yu Gu, Jiawei Li
We study the solution to a nonlinear stochastic heat equation in . The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For…
Fine properties of fractional Brownian motions on Wiener space
Jiawei Li, Zhongmin Qian
We study several important fine properties for the family of fractional Brownian motions with Hurst parameter under the -capacity on classical Wiener space introduced by…
Large deviation principle for fractional Brownian motion with respect to capacity
Jiawei Li, Zhongmin Qian
We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter is a quasi-surely defined Wiener functional on cla…