Song, Jian; Tindel, Samy Skorohod and Stratonovich integrals for controlled processes. (English) Zbl 1494.60036 Stochastic Processes Appl. 150, 569-595 (2022). MSC: 60G15 60H05 60H10 PDFBibTeX XMLCite \textit{J. Song} and \textit{S. Tindel}, Stochastic Processes Appl. 150, 569--595 (2022; Zbl 1494.60036) Full Text: DOI arXiv
Hu, Yaozhong; Lê, Khoa Asymptotics of the density of parabolic Anderson random fields. (English) Zbl 1484.60068 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 105-133 (2022). Reviewer: Adrián Hinojosa-Calleja (Barcelona) MSC: 60H15 35K60 60G15 60G17 60H05 60H07 60H30 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{K. Lê}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 105--133 (2022; Zbl 1484.60068) Full Text: DOI arXiv
Hu, Yaozhong Some recent progress on stochastic heat equations. (English) Zbl 1499.60220 Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 3, 874-914 (2019). MSC: 60H15 35K15 35R60 PDFBibTeX XMLCite \textit{Y. Hu}, Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 3, 874--914 (2019; Zbl 1499.60220) Full Text: DOI
Hu, Y. Schrödinger equation with Gaussian potential. (English) Zbl 1488.60084 Theory Probab. Math. Stat. 98, 115-126 (2019) and Teor. Jmovirn. Mat. Stat. 98, 109-120 (2018). MSC: 60G15 60G22 35J10 PDFBibTeX XMLCite \textit{Y. Hu}, Theory Probab. Math. Stat. 98, 115--126 (2019; Zbl 1488.60084) Full Text: DOI
Hu, Yaozhong Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter \(H>1/2\). (English) Zbl 1498.60215 Stochastics 90, No. 5, 720-761 (2018). MSC: 60H10 60G22 60H07 PDFBibTeX XMLCite \textit{Y. Hu}, Stochastics 90, No. 5, 720--761 (2018; Zbl 1498.60215) Full Text: DOI arXiv
Wang, Wensheng On discrete time hedging errors in a fractional Black-Scholes model. (English) Zbl 1389.91115 Appl. Math., Ser. B (Engl. Ed.) 32, No. 2, 211-224 (2017). MSC: 91G20 60G22 62P05 PDFBibTeX XMLCite \textit{W. Wang}, Appl. Math., Ser. B (Engl. Ed.) 32, No. 2, 211--224 (2017; Zbl 1389.91115) Full Text: DOI
Chen, Xia Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise. (English) Zbl 1348.60092 Ann. Probab. 44, No. 2, 1535-1598 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60K37 60K40 60F10 60G15 60G60 60J65 PDFBibTeX XMLCite \textit{X. Chen}, Ann. Probab. 44, No. 2, 1535--1598 (2016; Zbl 1348.60092) Full Text: DOI arXiv Euclid
Hu, Yaozhong; Jolis, Maria; Tindel, Samy On Stratonovich and Skorohod stochastic calculus for Gaussian processes. (English) Zbl 1274.60219 Ann. Probab. 41, No. 3A, 1656-1693 (2013). MSC: 60H35 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Probab. 41, No. 3A, 1656--1693 (2013; Zbl 1274.60219) Full Text: DOI arXiv Euclid
Da Pelo, Paolo; Lanconelli, Alberto On a new probabilistic representation for the solution of the heat equation. (English) Zbl 1255.60111 Stochastics 84, No. 2-3, 171-181 (2012). MSC: 60H30 60H07 PDFBibTeX XMLCite \textit{P. Da Pelo} and \textit{A. Lanconelli}, Stochastics 84, No. 2--3, 171--181 (2012; Zbl 1255.60111) Full Text: DOI arXiv
Hu, Yaozhong; Nualart, David; Song, Jian Feynman-Kac formula for heat equation driven by fractional white noise. (English) Zbl 1210.60056 Ann. Probab. 39, No. 1, 291-326 (2011). Reviewer: Carles Rovira (Barcelona) MSC: 60H07 60H15 60G17 60G22 60G30 35K20 35R60 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Probab. 39, No. 1, 291--326 (2011; Zbl 1210.60056) Full Text: DOI arXiv
Bender, Christian; Parczewski, Peter Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. (English) Zbl 1248.60044 Bernoulli 16, No. 2, 389-417 (2010). MSC: 60G22 60B10 60H07 60H40 PDFBibTeX XMLCite \textit{C. Bender} and \textit{P. Parczewski}, Bernoulli 16, No. 2, 389--417 (2010; Zbl 1248.60044) Full Text: DOI arXiv Euclid