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researcher

Xiaoming Song

13 papers hereh-index 8253 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • middle author5
  • last author7

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • q-fin.CP1
same name
  • Xiaoming Song — 1 paper, h 19

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

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 2018Show all

1 paper · 1 filter

math.PR2018

Large deviations for functionals of some self-similar Gaussian processes

Xiaoming Song

We prove large deviation principles for ∫0t​γ(Xs​)ds, where X is a d-dimensional self-similar Gaussian process and γ(x) takes the form of the Dirac delta function $δ(x…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.