Yong Chen

activity

20102022

most citedOn the eigenfunctions of the complex Ornstein-Uhlenbeck operators

14 citations · 49 across the 22 of their papers we have counts for

collaborators

Showing 2021Show all

3 papers · 1 filter

math.ST2021

Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H \in (0, \frac{1}{2})$

Yong Chen, Xiangmeng Gu, Ying Li

In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_{t})_{t \geq 0}$ . The seco…

math.PR2021

Moderate and $L^{p}$ maximal inequalities for diffusion processes and conformal martingales

Xian Chen, Yong Chen, Mumien Cheng +1

The $L^{p}$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for…

math.PR2021

Berry-Esseen bounds and almost sure CLT for the quadratic variation of a general Gaussian process

Yong Chen, Zhen Ding, Ying Li

In this paper, we consider the explicit bound for the second-order approximation of the quadratic variation of a general fractional Gaussian process $(G_{t})_{t \geq 0}$ . The second or…

Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter H∈(0,21​)

Moderate and Lp maximal inequalities for diffusion processes and conformal martingales

Berry-Esseen bounds and almost sure CLT for the quadratic variation of a general Gaussian process

Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H \in (0, \frac{1}{2})$

Moderate and $L^{p}$ maximal inequalities for diffusion processes and conformal martingales