Qian Yu

activity

20152022

collaborators

6 papers

math.PR2022

Limit laws for functionals of self-intersection symmetric alpha-stable processes

Minhao Hong, Qian Yu

In this paper, we prove two limit laws for functionals of self-intersection symmetric alpha-stable processes with alpha\in(1,2). The results are obtained based on the method of mom…

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.PR2020

Higher order derivative of self-intersection local time for fractional Brownian motion

Qian Yu

We consider the existence and Hölder continuity conditions for the $k$ -th order derivatives of self-intersection local time for $d$ -dimensional fractional Brownian motion, where $k…

math.PR2019

Volatility Estimation of General Gaussian Ornstein-Uhlenbeck Process

Salwa Bajja, Qian Yu

In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t} u_{s} d G_{s}^{H}$ , where $u$ is a $β$ -Hölder continuous process with…

math.PR2017

Limit theorems for functionals of two independent Gaussian processes

Jian Song, Fangjun Xu, Qian Yu

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fra…

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…