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Yaozhong Hu - Publications

Affiliations: 
Mathematics University of Kansas, Lawrence, KS, United States 
Area:
Mathematics
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Year Citation  Score
2020 Hu Y, Nualart D, Song X. An implicit numerical scheme for a class of backward doubly stochastic differential equations Stochastic Processes and Their Applications. 130: 3295-3324. DOI: 10.1016/J.Spa.2019.09.014  0.397
2020 Cheng Y, Hu Y, Long H. Generalized moment estimators for $$\alpha $$α-stable Ornstein–Uhlenbeck motions from discrete observations Statistical Inference For Stochastic Processes. 23: 53-81. DOI: 10.1007/S11203-019-09201-4  0.323
2019 Hu Y, Nualart D, Sun X, Xie Y. Smoothness of density for stochastic differential equations with Markovian switching Discrete and Continuous Dynamical Systems-Series B. 24: 3615-3631. DOI: 10.3934/Dcdsb.2018307  0.378
2019 Chen L, Hu Y, Nualart D. Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd Stochastic Processes and Their Applications. 129: 5073-5112. DOI: 10.1016/J.Spa.2019.01.003  0.368
2019 Hu Y, Øksendal B. Linear Volterra backward stochastic integral equations Stochastic Processes and Their Applications. 129: 626-633. DOI: 10.1016/J.Spa.2018.03.016  0.407
2019 Hu Y, Nualart D, Zhou H. Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter Statistical Inference For Stochastic Processes. 22: 111-142. DOI: 10.1007/S11203-017-9168-2  0.335
2019 Guo J, Hu Y, Xiao Y. Higher-Order Derivative of Intersection Local Time for Two Independent Fractional Brownian Motions Journal of Theoretical Probability. 32: 1190-1201. DOI: 10.1007/S10959-017-0800-2  0.353
2019 Hu Y. Some Recent Progress on Stochastic Heat Equations Acta Mathematica Scientia. 39: 874-914. DOI: 10.1007/S10473-019-0315-2  0.402
2019 Hu Y, Lê K. Joint Hölder continuity of parabolic Anderson model Acta Mathematica Scientia. 39: 764-780. DOI: 10.1007/S10473-019-0309-0  0.332
2019 Hu Y, Liu Y, Tindel S. On the Necessary and Sufficient Conditions to Solve A Heat Equation with General Additive Gaussian Noise Acta Mathematica Scientia. 39: 669-690. DOI: 10.1007/S10473-019-0304-5  0.382
2018 Hu Y, Nualart D, Zhang T. Large deviations for stochastic heat equation with rough dependence in space Bernoulli. 24: 354-385. DOI: 10.3150/16-Bej880  0.348
2018 Chen X, Hu Y, Song J, Song X. Temporal asymptotics for fractional parabolic Anderson model Electronic Journal of Probability. 23. DOI: 10.1214/18-Ejp139  0.362
2018 Chen L, Hu Y, Kalbasi K, Nualart D. Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise Probability Theory and Related Fields. 171: 431-457. DOI: 10.1007/S00440-017-0783-Z  0.421
2017 Hu Y, Huang J, Lê K, Nualart D, Tindel S. Stochastic heat equation with rough dependence in space Annals of Probability. 45: 4561-4616. DOI: 10.1214/16-Aop1172  0.458
2017 Hu Y, Lê K, Mytnik L. Stochastic differential equation for Brox diffusion Stochastic Processes and Their Applications. 127: 2281-2315. DOI: 10.1016/J.Spa.2016.10.010  0.438
2017 Chen L, Hu Y, Nualart D. Two-point correlation function and Feynman-Kac formula for the stochastic heat equation Potential Analysis. 46: 779-797. DOI: 10.1007/S11118-016-9601-Y  0.382
2016 Hu Y, Liu Y, Nualart D. Taylor schemes for rough differential equations and fractional diffusions Discrete and Continuous Dynamical Systems-Series B. 21: 3115-3162. DOI: 10.3934/Dcdsb.2016090  0.307
2016 Hu Y, Huang J, Nualart D. On the intermittency front of stochastic heat equation driven by colored noises Electronic Communications in Probability. 21. DOI: 10.1214/16-Ecp4364  0.343
2016 Hu Y, Liu Y, Nualart D. Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions Annals of Applied Probability. 26: 1147-1207. DOI: 10.1214/15-Aap1114  0.35
2016 Han Z, Hu Y, Lee C. Optimal pricing barriers in a regulated market using reflected diffusion processes Quantitative Finance. 16: 639-647. DOI: 10.1080/14697688.2015.1034163  0.303
2015 Hu Y, Huang J, Nualart D, Tindel S. Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency Electronic Journal of Probability. 20: 1-50. DOI: 10.1214/Ejp.V20-3316  0.398
2015 Chen X, Hu Y, Song J, Xing F. Exponential asymptotics for time–space Hamiltonians Annales De L Institut Henri Poincare-Probabilites Et Statistiques. 51: 1529-1561. DOI: 10.1214/13-Aihp588  0.332
2015 Hu Y, Lee C, Lee MH, Song J. Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations Statistical Inference For Stochastic Processes. 18: 279-291. DOI: 10.1007/S11203-014-9112-7  0.32
2014 Hu Y, Lu F, Nualart D. Convergence of densities of some functionals of Gaussian processes Journal of Functional Analysis. 266: 814-875. DOI: 10.1016/J.Jfa.2013.09.024  0.34
2013 Hu Y, Lee C. Drift parameter estimation for a reflected fractional Brownian motion based on its local time Journal of Applied Probability. 50: 592-597. DOI: 10.1239/Jap/1371648963  0.341
2013 Hu Y, Lu F, Nualart D. Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion Electronic Communications in Probability. 18: 1-8. DOI: 10.1214/Ecp.V18-2986  0.349
2013 Hu Y, Jolis M, Tindel S. On Stratonovich and Skorohod stochastic calculus for Gaussian processes Annals of Probability. 41: 1656-1693. DOI: 10.1214/12-Aop751  0.316
2013 Hu Y. Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions Stochastics. 85: 859-916. DOI: 10.1080/17442508.2012.673615  0.439
2013 Hu Y, Le K. A multiparameter Garsia–Rodemich–Rumsey inequality and some applications Stochastic Processes and Their Applications. 123: 3359-3377. DOI: 10.1016/J.Spa.2013.04.019  0.402
2013 Hu Y, Nualart D, Song J. A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution Stochastic Processes and Their Applications. 123: 1083-1103. DOI: 10.1016/J.Spa.2012.11.004  0.409
2013 Hu Y, Tindel S. Smooth Density for Some Nilpotent Rough Differential Equations Journal of Theoretical Probability. 26: 722-749. DOI: 10.1007/S10959-011-0388-X  0.422
2013 Hu Y, Lu F, Nualart D. Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses Probability Theory and Related Fields. 156: 27-49. DOI: 10.1007/S00440-012-0419-2  0.394
2013 Han Y, Hu Y, Song J. Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions Applied Mathematics and Optimization. 67: 279-322. DOI: 10.1007/S00245-012-9188-7  0.405
2012 Hu Y, Lu F, Nualart D. Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2 Annals of Probability. 40: 1041-1068. DOI: 10.1214/11-Aop649  0.445
2012 Biagini F, Hu Y, Meyer-Brandis T, Øksendal B. Insider Trading Equilibrium in a Market with Memory Mathematics and Financial Economics. 6: 229-247. DOI: 10.1007/S11579-012-0065-6  0.39
2011 Hu Y, Nualart D, Song X. Malliavin calculus for backward stochastic differential equations and application to numerical solutions Annals of Applied Probability. 21: 2379-2423. DOI: 10.1214/11-Aap762  0.399
2011 Hu Y, Nualart D, Song J. Feynman–Kac formula for heat equation driven by fractional white noise Annals of Probability. 39: 291-326. DOI: 10.1214/10-Aop547  0.422
2010 Hu Y, Nualart D. Central limit theorem for the third moment in space of the Brownian local time increments Electronic Communications in Probability. 15: 396-410. DOI: 10.1214/Ecp.V15-1573  0.36
2010 Hu Y, Nualart D. Parameter estimation for fractional Ornstein–Uhlenbeck processes Statistics & Probability Letters. 80: 1030-1038. DOI: 10.1016/J.Spl.2010.02.018  0.325
2009 Hu Y, Nualart D. Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem Electronic Communications in Probability. 14: 529-539. DOI: 10.1214/Ecp.V14-1511  0.328
2009 Hu Y, Nualart D, Song J. Fractional martingales and characterization of the fractional Brownian motion Annals of Probability. 37: 2404-2430. DOI: 10.1214/09-Aop464  0.352
2009 Hu Y, Long H. Least squares estimator for Ornstein―Uhlenbeck processes driven by α-stable motions Stochastic Processes and Their Applications. 119: 2465-2480. DOI: 10.1016/J.Spa.2008.12.006  0.332
2009 Hu Y, Nualart D. Stochastic heat equation driven by fractional noise and local time Probability Theory and Related Fields. 143: 285-328. DOI: 10.1007/S00440-007-0127-5  0.462
2008 Hu Y, Øksendal B. Optimal Stopping with Advanced Information Flow: Selected Examples Banach Center Publications. 83: 107-116. DOI: 10.4064/Bc83-0-7  0.345
2008 Hu Y, Oksendal B. Partial Information Linear Quadratic Control for Jump Diffusions Siam Journal On Control and Optimization. 47: 1744-1761. DOI: 10.1137/060667566  0.335
2008 Hu Y, Nualart D. Rough path analysis via fractional calculus Transactions of the American Mathematical Society. 361: 2689-2718. DOI: 10.1090/S0002-9947-08-04631-X  0.357
2008 Hu Y, Nualart D, Song X. A singular stochastic differential equation driven by fractional Brownian motion Statistics & Probability Letters. 78: 2075-2085. DOI: 10.1016/J.Spl.2008.01.080  0.459
2008 Hu Y, Nualart D, Song J. Integral representation of renormalized self-intersection local times Journal of Functional Analysis. 255: 2507-2532. DOI: 10.1016/J.Jfa.2008.06.016  0.371
2007 Hu Y, Nualart D. Regularity of renormalized self-intersection local time for fractional Brownian motion Communications in Information and Systems. 7: 21-30. DOI: 10.4310/Cis.2007.V7.N1.A2  0.343
2007 Arriojas M, Hu Y, Mohammed SE, Pap G. A delayed Black and Scholes formula Stochastic Analysis and Applications. 25: 471-492. DOI: 10.1080/07362990601139669  0.307
2005 Hu Y, Zhou XY. Stochastic Control for Linear Systems Driven by Fractional Noises Siam Journal On Control and Optimization. 43: 2245-2277. DOI: 10.1137/S0363012903426045  0.393
2005 Hu Y, Øksendal B, Salopek DM. Weighted Local Time for Fractional Brownian Motion and Applications to Finance Stochastic Analysis and Applications. 23: 15-30. DOI: 10.1081/Sap-200044412  0.344
2005 Hu Y, Øksendal B, Zhang T. General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations Pediatric Dermatology. 29: 1-23. DOI: 10.1081/Pde-120028841  0.358
2005 Hu Y, Nualart D. Some Processes Associated with Fractional Bessel Processes Journal of Theoretical Probability. 18: 377-397. DOI: 10.1007/S10959-005-3508-7  0.317
2004 Hu Y, Mohammed SA, Yan F. Discrete-time approximations of stochastic delay equations: The Milstein scheme Annals of Probability. 32: 265-314. DOI: 10.1214/Aop/1078415836  0.353
2003 Hu Y, Øksendal B, Sulem A. Optimal Consumption And Portfolio In A Black–Scholes Market Driven By Fractional Brownian Motion Infinite Dimensional Analysis, Quantum Probability and Related Topics. 6: 519-536. DOI: 10.1142/S0219025703001432  0.348
2003 Hu Y, Øksendal B. Fractional White Noise Calculus And Applications To Finance Infinite Dimensional Analysis, Quantum Probability and Related Topics. 6: 1-32. DOI: 10.1142/S0219025703001110  0.371
2002 Hu Y, Øksendal B. Chaos Expansion of Local Time of Fractional Brownian Motions Stochastic Analysis and Applications. 20: 815-837. DOI: 10.1081/Sap-120006109  0.318
2002 Biagini F, Hu Y, Øksendal B, Sulem A. A stochastic maximum principle for processes driven by fractional Brownian motion Stochastic Processes and Their Applications. 100: 233-253. DOI: 10.1016/S0304-4149(02)00105-9  0.324
2002 Hu Y. Probability structure preserving and absolute continuity Annales De L'Institut Henri Poincare (B) Probability and Statistics. 38: 557-580. DOI: 10.1016/S0246-0203(01)01104-9  0.337
2002 Hu Y, Kallianpur G, Xiong J. An approximation for the Zakai equation Applied Mathematics and Optimization. 45: 23-44. DOI: 10.1007/S00245-001-0024-8  0.403
2001 Hu Y. Self-intersection local time of fractional Brownian motions-via chaos expansion Journal of Mathematics of Kyoto University. 41: 233-250. DOI: 10.1215/Kjm/1250517630  0.318
2001 Hu Y. Heat equations with fractional white noise potentials Applied Mathematics and Optimization. 43: 221-243. DOI: 10.1007/S00245-001-0001-2  0.384
2000 Hu Y. Optimal times to observe in the kalman-bucy models Stochastics An International Journal of Probability and Stochastic Processes. 69: 123-140. DOI: 10.1080/17442500008834236  0.377
2000 Hu Y. Multi-dimensional geometric Brownian motions, Onsager-Machlup functions, and applications to mathematical finance Acta Mathematica Scientia. 20: 341-358. DOI: 10.1016/S0252-9602(17)30641-0  0.41
2000 Hu Y, Kallianpur G. Schrödinger equations with fractional laplacians Applied Mathematics and Optimization. 42: 281-290. DOI: 10.1007/S002450010014  0.383
1998 Hu Y. On the positivity of the solution of a class of stochastic pressure equations Stochastics and Stochastics Reports. 63: 27-40. DOI: 10.1080/17442509808834141  0.356
1998 Hu Y, Nualart D. Continuity of some anticipating integral processes Statistics & Probability Letters. 37: 203-211. DOI: 10.1016/S0167-7152(97)00118-1  0.323
1998 Hu Y, Øksendal B. Optimal time to invest when the price processes are geometric Brownian motions Finance and Stochastics. 2: 295-310. DOI: 10.1007/S007800050042  0.344
1998 Hu Y, Kallianpur G. Exponential integrability and application to stochastic quantization Applied Mathematics and Optimization. 37: 295-353. DOI: 10.1007/S002459900078  0.415
1997 Hu Y. Itô-Wiener Chaos Expansion with Exact Residual and Correlation, Variance Inequalities Journal of Theoretical Probability. 10: 835-848. DOI: 10.1023/A:1022654314791  0.376
1996 Hu Y. On the self-intersection local time of Brownian motion-via chaos expansion Publicacions Matematiques. 40: 337-350. DOI: 10.5565/Publmat_40296_06  0.316
1993 Hu Y, Long H. Symmetric Integral And The Approximation Theorem Of Stochastic Integral In The Plane Acta Mathematica Scientia. 13: 153-166. DOI: 10.1016/S0252-9602(18)30202-9  0.37
1993 Hu Y. The Pathwise Solution For A Class Of Quasilinear Stochastic Equations Of Evolution In Banach Space Iii Acta Mathematica Scientia. 13: 13-22. DOI: 10.1016/S0252-9602(18)30186-3  0.372
1990 Hu Y. Symmetric Integral And Canonical Extension For Jump Processsome Combinatorial Results Acta Mathematica Scientia. 10: 448-458. DOI: 10.1016/S0252-9602(18)30419-3  0.329
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