2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2023
Derivative of self-intersection local time for multidimensional fractional Brownian motion
Qian Yu, Xianye Yu
The existence condition for first-order derivative of self-intersection local time for dimensional fractional Brownian motion can be obtained in Yu (2021). In this…
math.PR2016★ 2 cited
Quadratic covariations for the solution to a stochastic heat equation
Xichao Sun, Litan Yan, Xianye Yu
Let be the solution to a stochastic heat equation $$ \frac{\partial}{\partial t}u=\frac12\frac{\partial^2}{\partial x^2}u+\frac{\partial^2}{\partial t\partial x}X(t,x),\qu…
math.PR2016
An integral functional driven by fractional Brownian motion
Xichao Sun, Litan Yan, Xianye Yu
Let be a fractional Brownian motion with Hurst index and the weighted local time . In this paper, we consider the integral functional $$ {\ma…