Xianye Yu

most citedQuadratic covariations for the solution to a stochastic heat equation

2 citations · 2 across the 3 of their papers we have counts for

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math.PR2023

Derivative of self-intersection local time for multidimensional fractional Brownian motion

Qian Yu, Xianye Yu

The existence condition $H < 1/ d$ for first-order derivative of self-intersection local time for $d \geq 3$ 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 $u (t, x)$ 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…