23 citations · 99 across the 56 of their papers we have counts for
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math.PR2011★ 1 cited
Skorohod Equation and Reflected Backward Stochastic Differential Equations
Zhongmin Qian, Mingyu Xu
By using the Skorohod equation we derive an iteration procedure which allows us to solve a class of reflected backward stochastic differential equations with non-linear resistance…
math.PR2011★ 1 cited
Differential Structure and Flow equations on Rough Path Space
Zhongmin Qian, Jan Tudor
We introduce a differential structure for the space of weakly geometric p rough paths over a Banach space V for 2<p<3. We begin by considering a certain natural family of smooth ro…
math.PR2011★ 1 cited
Stratonovich's Signatures of Brownian Motion Determine Brownian Sample Paths
Yves LeJan, Zhongmin Qian
The signature of Brownian motion in over a running time interval is the collection of all iterated Stratonovich path integrals along the Brownian motion. W…