Xianye Yu

collaborators

2 papers

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…