Jingyu Huang
- On the multifractal local behavior of parabolic stochastic PDEs
2017/04/26 by Jingyu Huang, Davar Khoshnevisan, Huang, Jingyu +1 · 4 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals
- A Central Limit Theorem for the stochastic heat equation
2018/10/22 by Jingyu Huang, Huang, Jingyu, David Nualart +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories
- Stochastic heat equation with rough dependence in space
2015/05/19 by Yaozhong Hu, Hu, Yaozhong, Jingyu Huang +7 · 3 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- A central limit theorem for the stochastic heat equation
2020/12/01 by Jingyu Huang, David Nualart, Lauri Viitasaari · 4 citations
- Parabolic Anderson model with rough dependence in space
2016/12/19 by Yaozhong Hu, Jingyu Huang, Hu, Yaozhong +7 · 2 citations
Mathematics · Economics, Econometrics and Finance · Physics and Astronomy · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Theoretical and Computational Physics
- Delocalization of a (1+1)-dimensional stochastic wave equation
2016/10/25 by Jingyu Huang, Huang, Jingyu, Davar Khoshnevisan +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Stochastic processes and financial applications #Differential Equations and Numerical Methods
- Dense blowup for parabolic SPDEs
2017/02/27 by Le Chen, Chen, Le, Jingyu Huang +5 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics