Xichao Sun

most citedIntegral with respect to the

G

-Brownian local time

1 citations · 1 across the 1 of their papers we have counts for

collaborators

4 papers

math.PR2016

The quadratic covariation for a weighted fractional Brownian motion

XIchao Sun, Litan Yan, Qinghua Zhang

Let $B^{a, b}$ be a weighted fractional Brownian motion with indices $a, b$ satisfying $a > - 1, - 1 < b < 0, ∣ b ∣ < 1 + a$ . In this paper, motivated by the asymptotic property $$ E[(B^{a,b}_{s+\va…

math.PR2016

Quadratic covariations for the solution to a stochastic heat equation

Xichao Sun, Litan Yan, Xianye Yu

Let $u (t, x)$ be the solution to a stochastic heat equation $$ \frac{\partial}{\partial t}u=\frac12\frac{\partial^2}{\partial x^2}u+\frac{\partial^2}{\partial t\partial x}X(t,x),\qu…

math.PR2016

An integral functional driven by fractional Brownian motion

Xichao Sun, Litan Yan, Xianye Yu

Let $B^{H}$ be a fractional Brownian motion with Hurst index $0 < H < 1$ and the weighted local time $L^{H} (\cdot, t)$ . In this paper, we consider the integral functional $$ {\ma…

math.PR2012★ 1 cited

Integral with respect to the $G$ -Brownian local time

Litan Yan, Xichao Sun, Bo Gao

Let $L$ be the local time of $G$ -Brownian motion $B$ . In this paper, we prove the existence of the quadratic covariation $< f (B), B >_{t}$ and the integral $\int_{\mathbb R…

The quadratic covariation for a weighted fractional Brownian motion

Quadratic covariations for the solution to a stochastic heat equation

An integral functional driven by fractional Brownian motion

Integral with respect to the G-Brownian local time

Integral with respect to the $G$ -Brownian local time