15 citations · 39 across the 18 of their papers we have counts for
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math.PR2012★ 1 cited
Central limit theorem for functionals of two independent fractional Brownian motions
David Nualart, Fangjun Xu
We prove a central limit theorem for functionals of two independent -dimensional fractional Brownian motions with the same Hurst index in using…
math.PR2012
Markov Chain Approximations to Singular Stable-like Processes
Fangjun Xu
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains…
math.PR2012
Regularity of harmonic functions for some Markov chains with unbounded range
Fangjun Xu
We consider a class of continuous time Markov chains on . These chains are the discrete space analogue of Markov processes with jumps. Under some conditions, we show that har…