43 citations · 201 across the 34 of their papers we have counts for
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math.PR2005★ 20 cited
Moderate deviations for diffusions with Brownian potentials
Yueyun Hu, Zhan Shi
We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine…
math.PR2005
On the increments of the principal value of Brownian local time
Endre Csáki, Yueyun Hu
Let be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{\d s \over W(s)} := \lim_{ε\to0} \int_0^t 1_{(|W(s)|> ε)} {\d s \over W(s)} $ as Cauchy's princ…