Yaozhong Hu
- Renormalized self-intersection local time for fractional Brownian motion
2005/05/01 by Yaozhong Hu, David Nualart · 4 citations
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F05 #msc:60F25 #msc:60G15 #msc:60G18 #msc:60H30
- Stochastic heat equation with rough dependence in space
2015/05/19 by Yaozhong Hu, Jingyu Huang, Hu, Yaozhong +7 · 4 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
- Regularity and strict positivity of densities for the nonlinear stochastic heat equation
2016/11/11 by Le Chen, Yaozhong Hu, Chen, Le +3 · 3 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #35R60 #60G60 #60H15 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Stochastic processes and financial applications
- Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
2017/03/28 by Yaozhong Hu, David Nualart, Hu, Yaozhong +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST) #Stochastic processes and financial applications
- 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
- Stochastic Differential Equation for Brox Diffusion
2015/06/07 by Yaozhong Hu, Khoa Lê, Hu, Yaozhong +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
2018/03/02 by Yaozhong Hu, Hu, Yaozhong, David Nualart +3 · 2 citations
Economics, Econometrics and Finance · Engineering · #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- Mean-field backward stochastic differential equations and applications
2018/01/10 by Nacira Agram, Yaozhong Hu, Agram, Nacira +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · Decision Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Probability and Risk Models
- On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
2018/03/21 by Yaozhong Hu, Hu, Yaozhong, Yanghui Liu +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60G15 #60H07 #60H15 #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications
- Moment asymptotics for super-Brownian motions
2023/03/23 by Yaozhong Hu, Xiong Wang, Hu, Yaozhong +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60H15 #60J68 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Non-central limit of densities of some functionals of Gaussian processes
2024/06/18 by Solesne Bourguin, Thanh Dang, Bourguin, Solesne +3 · 1 citation
Environmental Science · #60F05 #60H07 #Analysis of environmental and stochastic processes #Atmospheric and Environmental Gas Dynamics #FOS: Mathematics #Probability (math.PR)