Guangjun Shen

activity

20142021

collaborators

4 papers

math.PR2021

Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process

Qian Yu, Guangjun Shen, Xiuwei Yin

We consider the existence and Hölder continuity conditions for the self-intersection local time of Rosenblatt process. Moreover, we study the cases of intersection local time and c…

math.PR2015

An optimal approximation of Rosenblatt sheet by multiple Wiener integrals

Guangjun Shen, Qian Yu

Let $Z^{α, β}$ be the Rosenblatt sheet with the representation $Z^{α, β} (t, s) = \int_{0}^{t} \int_{0}^{s} \int_{0}^{t} \int_{0}^{s} Q^{α} (t, y_{1}, y_{2}) Q^{β} (s, u_{1}, u_{2}) B (d y_{1}, d u_{1}) B (d y_{2}, d u_{2})$ where $B$ is a…

math.PR2015

Operator Fractional Brownian Sheet and Martingale Differences

Hongshuai Dai, Guangjun Shen, Wenliang Xia

In this paper, inspired by the fractional Brownian sheet of Riemann-Liouville type, we introduce the operator fractional Brownian sheet of Riemman-Liouville type, and study some pr…

math.PR2014

Limit theorems for functionals of Gaussian vectors

Hongshuai Dai, Guangjun Shen, Lingtao Kong

Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors…