Stochastic calculus for fractional Brownian motion and applications F Biagini, Y Hu, B Řksendal, T Zhang Springer Science & Business Media, 2008 | 1059 | 2008 |

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 | 716 | 2000 |

Fractional white noise calculus and applications to finance Y Hu, B Řksendal Infinite dimensional analysis, quantum probability and related topics 6 (01 …, 2003 | 685 | 2003 |

Parameter estimation for fractional Ornstein–Uhlenbeck processes Y Hu, D Nualart Statistics & probability letters 80 (11-12), 1030-1038, 2010 | 285 | 2010 |

Integral transformations and anticipative calculus for fractional Brownian motions Y Hu American Mathematical Soc., 2005 | 198 | 2005 |

A delayed Black and Scholes formula M Arriojas, Y Hu, SE Mohammed, G Pap Stochastic Analysis and Applications 25 (2), 471-492, 2007 | 195 | 2007 |

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 | 147 | 2004 |

Renormalized self-intersection local time for fractional Brownian motion Y Hu, D Nualart The Annals of Probability 33 (3), 948-983, 2005 | 145 | 2005 |

Stochastic heat equation driven by fractional noise and local time Y Hu, D Nualart Probability Theory and Related Fields 143 (1), 285-328, 2009 | 134 | 2009 |

Heat equations with fractional white noise potentials Y Hu Applied Mathematics and Optimization 43 (3), 221-243, 2001 | 115 | 2001 |

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 | 111 | 2015 |

Semi-implicit Euler-Maruyama scheme for stiff stochastic equations Y Hu Stochastic Analysis and Related Topics V, 183-202, 1996 | 109 | 1996 |

Differential equations driven by Hölder continuous functions of order greater than 1/2 Y Hu, D Nualart Stochastic analysis and applications, 399-413, 2007 | 107 | 2007 |

Optimal time to invest when the price processes are geometric Brownian motions Y Hu, B Řksendal Finance and Stochastics 2 (3), 295-310, 1998 | 103 | 1998 |

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 | 100 | 2009 |

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 | 86 | 2019 |

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 | 86 | 2011 |

Sur les intégrales multiples de Stratonovitch YZ Hu, PA Meyer Séminaire de probabilités de Strasbourg 22, 72-81, 1988 | 83 | 1988 |

Rough path analysis via fractional calculus Y Hu, D Nualart Transactions of the American Mathematical Society 361 (5), 2689-2718, 2009 | 82 | 2009 |

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 | 78 | 2003 |