Articles with public access mandates - Yaozhong HuLearn more
Not available anywhere: 5
Some recent progress on stochastic heat equations
Y Hu
Acta Mathematica Scientia 39 (3), 874-914, 2019
Mandates: Natural Sciences and Engineering Research Council of Canada
Generalized moment estimators for -stable Ornstein–Uhlenbeck motions from discrete observations
Y Cheng, Y Hu, H Long
Statistical Inference for Stochastic Processes 23 (1), 53-81, 2020
Mandates: Natural Sciences and Engineering Research Council of Canada
Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels
M Li, C Huang, Y Hu
Applied Mathematics Letters 113, 106880, 2021
Mandates: Natural Sciences and Engineering Research Council of Canada, National …
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises
W Pei, Y Xi, Y Hu, L Yan
Systems & Control Letters 150, 104898, 2021
Mandates: Natural Sciences and Engineering Research Council of Canada, National …
On pricing barrier control in a regime-switching regulated market
Z Han, Y Hu, C Lee
Quantitative finance 19 (3), 491-499, 2019
Mandates: US Department of Defense, Natural Sciences and Engineering Research Council …
Available somewhere: 38
Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter
Y Hu, D Nualart, H Zhou
Statistical Inference for Stochastic Processes 22, 111-142, 2019
Mandates: US National Science Foundation
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
Y Hu, Y Liu, D Nualart
Mandates: US National Science Foundation
Stochastic heat equation with rough dependence in space
Y Hu, J Huang, K Lê, D Nualart, S Tindel
Mandates: US National Science Foundation, US Department of Defense
Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd
L Chen, Y Hu, D Nualart
Stochastic Processes and their Applications 129 (12), 5073-5112, 2019
Mandates: US National Science Foundation, US Department of Defense, Natural Sciences …
Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
Y Hu, D Nualart, H Zhou
Stochastics 91 (8), 1067-1091, 2019
Mandates: US National Science Foundation
Linear Volterra backward stochastic integral equations
Y Hu, B Øksendal
Stochastic Processes and their Applications 129 (2), 626-633, 2019
Mandates: Research Council of Norway
Space-time fractional diffusions in Gaussian noisy environment
L Chen, G Hu, Y Hu, J Huang
Stochastics 89 (1), 171-206, 2017
Mandates: US National Science Foundation, Swiss National Science Foundation
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
Y Hu, Y Liu, D Nualart
Mandates: US National Science Foundation, Natural Sciences and Engineering Research …
Numerical methods for stochastic Volterra integral equations with weakly singular kernels
M Li, C Huang, Y Hu
IMA Journal of Numerical Analysis 42 (3), 2656-2683, 2022
Mandates: Natural Sciences and Engineering Research Council of Canada, National …
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
Y Hu, M Jolis, S Tindel
Mandates: Government of Spain
Mean-field backward stochastic differential equations and applications
N Agram, Y Hu, B Øksendal
Systems & Control Letters 162, 105196, 2022
Mandates: Natural Sciences and Engineering Research Council of Canada, Swedish …
Higher-order derivative of intersection local time for two independent fractional Brownian motions
J Guo, Y Hu, Y Xiao
Journal of Theoretical Probability 32, 1190-1201, 2019
Mandates: National Natural Science Foundation of China
Parabolic Anderson model with rough dependence in space
Y Hu, J Huang, K Lê, D Nualart, S Tindel
Computation and Combinatorics in Dynamics, Stochastics and Control: The Abel …, 2018
Mandates: US National Science Foundation, US Department of Defense, Natural Sciences …
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
Y Yi, Y Hu, J Zhao
Communications in Nonlinear Science and Numerical Simulation 101, 105895, 2021
Mandates: Natural Sciences and Engineering Research Council of Canada, National …
Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
L Chen, Y Hu, K Kalbasi, D Nualart
Probability Theory and Related Fields 171, 431-457, 2018
Mandates: US National Science Foundation, Swiss National Science Foundation, US …
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