Lévy Area Analysis and Parameter Estimation for fOU Processes via Non-Geometric Rough Path Theory
Qian, Z Xu, X (19 Jul 2024) doi:10.48550/arxiv.1803.11039
Backward Stochastic Differential Equations Associated with the Vorticity Equations
Cruzeiro, A Qian, Z (04 Apr 2013) doi:10.48550/arxiv.1304.1319
Navier-Stokes equation and forward-backward stochastic differential system in the Besov spaces
Chen, X Cruzeiro, A Qian, Z (28 May 2013) doi:10.48550/arxiv.1305.0647
Expected signature of Gaussian processes with strictly regular kernels
Boedihardjo, H Papavasiliou, A Qian, Z (17 Jun 2013) doi:10.48550/arxiv.1304.4930
Parabolic type equations associated with the Dirichlet form on the Sierpinski gasket
Liu, X Qian, Z (13 Oct 2018) doi:10.48550/arxiv.1706.01590
Subscribe to