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Yaozhong Hu
Yaozhong Hu
Professor of Mathematics, University of Alberta at Edmonton
Verified email at ualberta.ca - Homepage
Title
Cited by
Cited by
Year
Stochastic calculus for fractional Brownian motion and applications
F Biagini, Y Hu, B Řksendal, T Zhang
Springer Science & Business Media, 2008
10592008
Stochastic calculus for fractional Brownian motion I. Theory
TE Duncan, Y Hu, B Pasik-Duncan
SIAM Journal on Control and Optimization 38 (2), 582-612, 2000
7162000
Fractional white noise calculus and applications to finance
Y Hu, B Řksendal
Infinite dimensional analysis, quantum probability and related topics 6 (01 …, 2003
6852003
Parameter estimation for fractional Ornstein–Uhlenbeck processes
Y Hu, D Nualart
Statistics & probability letters 80 (11-12), 1030-1038, 2010
2852010
Integral transformations and anticipative calculus for fractional Brownian motions
Y Hu
American Mathematical Soc., 2005
1982005
A delayed Black and Scholes formula
M Arriojas, Y Hu, SE Mohammed, G Pap
Stochastic Analysis and Applications 25 (2), 471-492, 2007
1952007
Discrete-time approximations of stochastic delay equations: the Milstein scheme
Y Hu, SEA Mohammed, F Yan
the Annals of probability 32 (1A), 265-314, 2004
1472004
Renormalized self-intersection local time for fractional Brownian motion
Y Hu, D Nualart
The Annals of Probability 33 (3), 948-983, 2005
1452005
Stochastic heat equation driven by fractional noise and local time
Y Hu, D Nualart
Probability Theory and Related Fields 143 (1), 285-328, 2009
1342009
Heat equations with fractional white noise potentials
Y Hu
Applied Mathematics and Optimization 43 (3), 221-243, 2001
1152001
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
Y Hu, J Huang, D Nualart, S Tindel
Electronic Journal of Probability 20, 1-50, 2015
1112015
Semi-implicit Euler-Maruyama scheme for stiff stochastic equations
Y Hu
Stochastic Analysis and Related Topics V, 183-202, 1996
1091996
Differential equations driven by Hölder continuous functions of order greater than 1/2
Y Hu, D Nualart
Stochastic analysis and applications, 399-413, 2007
1072007
Optimal time to invest when the price processes are geometric Brownian motions
Y Hu, B Řksendal
Finance and Stochastics 2 (3), 295-310, 1998
1031998
Least squares estimator for Ornstein–Uhlenbeck processes driven by α-stable motions
Y Hu, H Long
Stochastic Processes and their applications 119 (8), 2465-2480, 2009
1002009
Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter
Y Hu, D Nualart, H Zhou
Statistical Inference for Stochastic Processes 22 (1), 111-142, 2019
862019
Feynman–Kac formula for heat equation driven by fractional white noise
Y Hu, D Nualart, J Song
The Annals of Probability 39 (1), 291-326, 2011
862011
Sur les intégrales multiples de Stratonovitch
YZ Hu, PA Meyer
Séminaire de probabilités de Strasbourg 22, 72-81, 1988
831988
Rough path analysis via fractional calculus
Y Hu, D Nualart
Transactions of the American Mathematical Society 361 (5), 2689-2718, 2009
822009
Optimal consumption and portfolio in a Black–Scholes market driven by fractional Brownian motion
Y Hu, B Řksendal, A Sulem
Infinite dimensional analysis, quantum probability and related topics 6 (04 …, 2003
782003
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