Xiaoming Song

activity

20072023

most citedMalliavin calculus for backward stochastic differential equations and application to numerical solutions

43 citations · 69 across the 13 of their papers we have counts for

collaborators

Showing 2016 · math.PRShow all

2 papers · 2 filters

math.PR2016★ 1 cited

Bridge representation and modal-path approximation

Jiro Akahori, Xiaoming Song, Tai-Ho Wang

The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional…

math.PR2016★ 2 cited

Temporal asymptotics for fractional parabolic Anderson model

Xia Chen, Yaozhong Hu, Jian Song +1

In this paper, we consider fractional parabolic equation of the form $\frac{\partial u}{\partial t} = - (- Δ)^{\frac{α}{2}} u + u W ˙ (t, x)$ , where $- (- Δ)^{\frac{α}{2}}$ with $α \in (0, 2]$ is…