Qing-Shan Yang

collaborators

2 papers

math.PR2026

Small ball probabilities and Chung's law of the iterated logarithm for Gaussian Volterra processes with power-type kernels

Mengxin Tong, Ran Wang, Qingshan Yang

Consider the Gaussian Volterra process introduced by Mishura and Shklyar \cite{MS22a,MS22b}, $X (t) = \int_{0}^{t} r^{α} (\int_{r}^{t} u^{β} (u - r)^{γ} d u) d W_{r}, t \geq 0,$ whe…

math.PR2022

Functional large deviations for Stroock's approximation to a class of Gaussian processes with application to small noise diffusions

Hui Jiang, Lihu Xu, Qingshan Yang

Letting~ $N = {N (t), t \geq 0}$ be a standard Poisson process, Stroock~ \cite{Stroock-1981} constructed a family of continuous processes by $$Θ_ε(t)=\int_0^tθ_ε(r)dr, \ \ \…