23 citations · 99 across the 56 of their papers we have counts for
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math.PR2016★ 6 cited
Backward problems for stochastic differential equations on the Sierpinski gasket
Xuan Liu, Zhongmin Qian
In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the ex…
math.PR2016★ 2 cited
A Quasi-sure Non-degeneracy Property for the Brownian Rough Path
Horatio Boedihardjo, Xi Geng, Xuan Liu +1
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in eve…