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Yaozhong Hu

Identifiers

  • name variant Yaozhong Hu 0.60 · backfill

Papers (64)

  1. A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control math.OC · 2024 · author #2
  2. H\"{o}lder continuity of the solutions to a class of SPDEs arising from multidimensional superprocesses in random environment math.PR · 2018 · author #1
  3. Joint H\"older continuity of parabolic Anderson model math.PR · 2018 · author #1
  4. On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise math.PR · 2018 · author #1
  5. Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion math.PR · 2018 · author #1
  6. Asymptotics of the density of parabolic Anderson random fields math.PR · 2018 · author #1
  7. Mean-field backward stochastic differential equations and applications math.OC · 2018 · author #2
  8. Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions math.PR · 2017 · author #1
  9. Linear Volterra backward stochastic differential equations math.PR · 2017 · author #1
  10. Higher-order derivative of intersection local time for two independent fractional Brownian motions math.PR · 2017 · author #2
  11. Gradient and Stability Estimates of Heat Kernels for Fractional Powers of Elliptic Operator math.PR · 2017 · author #2
  12. Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter math.PR · 2017 · author #1
  13. An implicit numerical scheme for a class of backward doubly stochastic differential equations math.PR · 2017 · author #1
  14. Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise math.PR · 2017 · author #2
  15. Parabolic Anderson model with rough dependence in space math.PR · 2016 · author #1
  16. Regularity and strict positivity of densities for the nonlinear stochastic heat equation math.PR · 2016 · author #2
  17. It\^o type stochastic differential equations driven by fractional Brownian motions of Hurst parameter $H>1/2$ math.PR · 2016 · author #1
  18. Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise math.PR · 2016 · author #2
  19. Temporal asymptotics for fractional parabolic Anderson model math.PR · 2016 · author #2
  20. Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise math.PR · 2016 · author #2
  21. Taylor schemes for rough differential equations and fractional diffusions math.PR · 2015 · author #1
  22. Nonlinear stochastic time-fractional slow and fast diffusion equations on $\mathbb{R}^d$ math.PR · 2015 · author #2
  23. Two-point correlation function and Feynman-Kac formula for the stochastic heat equation math.PR · 2015 · author #2
  24. Space-time fractional diffusions in Gaussian noisy environment math.PR · 2015 · author #3
  25. On the intermittency front of stochastic heat equation driven by colored noises math.PR · 2015 · author #1
  26. Stochastic Differential Equation for Brox Diffusion math.PR · 2015 · author #1
  27. Stochastic heat equation with rough dependence in space math.PR · 2015 · author #1
  28. Fractional diffusion in Gaussian noisy environment math.PR · 2015 · author #2
  29. Smoothness of the joint density for spatially homogeneous SPDEs math.PR · 2014 · author #1
  30. Smoothness of density for stochastic differential equations with Markovian switching math.PR · 2014 · author #1
  31. Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions math.PR · 2014 · author #1
  32. Singular mean-field control games with applications to optimal harvesting and investment problems math.OC · 2014 · author #1
  33. On optimal mean-field type control problems of stochastic systems with jump processes under partial information math.PR · 2014 · author #1
  34. Density convergence in the Breuer-Major theorem for Gaussian stationary sequences math.PR · 2014 · author #1
  35. Stochastic heat equations with general multiplicative Gaussian noises: H\"older continuity and intermittency math.PR · 2014 · author #1
  36. On H\"older continuity of the solution of stochastic wave equations math.PR · 2013 · author #1
  37. Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion math.PR · 2013 · author #1
  38. Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions math.PR · 2013 · author #1
  39. Convergence of densities of some functionals of Gaussian processes math.PR · 2013 · author #1
  40. A multiparameter Garsia-Rodemich-Rumsey inequality and some applications math.PR · 2012 · author #1
  41. Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions math.OC · 2012 · author #2
  42. The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes math.PR · 2012 · author #1
  43. Feynman-Kac formula for fractional heat equation driven by fractional white noise math.PR · 2012 · author #2
  44. Malliavin calculus for backward stochastic differential equations and application to numerical solutions math.PR · 2012 · author #1
  45. Central limit theorem for an additive functional of the fractional Brownian motion math.PR · 2011 · author #1
  46. A nonlinear stochastic heat equation: H\"older continuity and smoothness of the density of the solution math.PR · 2011 · author #1
  47. H\"{o}lder Continuity of the Solution for a Class of Nonlinear SPDE Arising from One Dimensional Superprocesses math.PR · 2011 · author #1
  48. Smooth density for some nilpotent rough differential equations math.PR · 2011 · author #1
  49. On Stratonovich and Skorohod stochastic calculus for Gaussian processes math.PR · 2011 · author #3
  50. Feynman--Kac formula for the heat equation driven by fractional noise with Hurst parameter $H<1/2$ math.PR · 2010 · author #1
  51. Central limit theorem for the modulus of continuity of the Brownian local time in $L^3(\mathbb{R})$ math.PR · 2009 · author #1
  52. Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem math.PR · 2009 · author #1
  53. Feynman-Kac formula for heat equation driven by fractional white noise math.PR · 2009 · author #1
  54. Parameter estimation for fractional Ornstein-Uhlenbeck processes math.PR · 2009 · author #1
  55. Wick Calculus For Nonlinear Gaussian Functionals math.PR · 2009 · author #1
  56. Integral representation of renormalized self-intersection local times math.PR · 2008 · author #1
  57. A singular stochastic differential equation driven by fractional Brownian motion math.PR · 2007 · author #1
  58. Fractional martingales and characterization of the fractional Brownian motion math.PR · 2007 · author #1
  59. Stochastic Heat Equation Driven by Fractional Noise and Local Time math.PR · 2007 · author #1
  60. A Delayed Black and Scholes Formula II math.PR · 2006 · author #2
  61. A Delayed Black and Scholes Formula I math.PR · 2006 · author #2
  62. Rough Path Analysis Via Fractional Calculus math.PR · 2006 · author #1
  63. Renormalized self-intersection local time for fractional Brownian motion math.PR · 2005 · author #1
  64. Some Processes Associated with Fractional Bessel Processes math.PR · 2004 · author #1

Mentions

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Frequent Coauthors