141 citations · 743 across the 93 of their papers we have counts for
96 papers
Exact temporal variations and parameter estimation for space--time fractional stochastic heat equations driven by multiplicative noise
Yongkang Li, Yaozhong Hu, Litan Yan
We establish exact limits for the normalized temporal power variations of every fixed real order \(γ\geq2\) for the mild solution to a one-dimensional space--time fractional stocha…
Gaussian fluctuation for spatial average of the space--time fractional stochastic heat equation
Yongkang Li, Yaozhong Hu, Litan Yan
We study spatial averages of the mild solution to a one-dimensional space--time fractional stochastic heat equation driven by space--time white noise. For fixed \(t>0\), we prove a…
Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients
Yongkang Li, Yaozhong Hu, Litan Yan +1
We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the m…
Asymptotic properties of maximum likelihood estimators for determinantal point processes
Yaozhong Hu, Haiyi Shi
We obtain the almost sure strong consistency and the Berry-Esseen type bound for the maximum likelihood estimator Ln of the ensemble L for determinantal point processes (DPPs), str…
Stochastic wave equation with additive fractional noise: solvability and global Hölder continuity
Shuhui Liu, Yaozhong Hu, Xiong Wang
We determine the range of Hurst parameters that provide the necessary and sufficient conditions for the solvability, in , of the stochastic wave equation: $ \frac{\partial^…
Moment asymptotics for super-Brownian motions
Yaozhong Hu, Xiong Wang, Panqiu Xia +1
In this paper, long time and high order moment asymptotics for super-Brownian motions (sBm's) are studied. By using a moment formula for sBm's (e.g. Theorem 3.1, Hu et al. Ann. App…