Qi, Letian; Ge, Yong; Yan, Litan Least square estimation for a self-repelling diffusion process driven by bi-fractional Brownian motion. (Chinese. English summary) Zbl 1474.62073 J. Suzhou Univ. Sci. Technol., Nat. Sci. 37, No. 3, 15-22 (2020). MSC: 62F12 60G22 60J60 PDFBibTeX XMLCite \textit{L. Qi} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 37, No. 3, 15--22 (2020; Zbl 1474.62073) Full Text: DOI
Li, Hongwei; Ge, Yong; Yan, Litan Convergence of the linear fractional self-repelling diffusion. (Chinese. English summary) Zbl 1449.60080 J. Suzhou Univ. Sci. Technol., Nat. Sci. 36, No. 2, 32-35, 46 (2019). MSC: 60G22 60J60 PDFBibTeX XMLCite \textit{H. Li} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 36, No. 2, 32--35, 46 (2019; Zbl 1449.60080) Full Text: DOI
Sheng, Jie; Yan, Litan Jump-diffusion Cox-Ingersoll-Ross model. (Chinese. English summary) Zbl 1413.91117 J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 1, 33-38 (2018). MSC: 91G30 60J75 PDFBibTeX XMLCite \textit{J. Sheng} and \textit{L. Yan}, J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 1, 33--38 (2018; Zbl 1413.91117) Full Text: DOI
Yan, Litan; Lu, Xiaoping; Li, Yumiao Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process. (Chinese. English summary) Zbl 1389.62030 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 1, 30-37, 60 (2017). MSC: 62F10 60G18 60J60 PDFBibTeX XMLCite \textit{L. Yan} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 1, 30--37, 60 (2017; Zbl 1389.62030)
Shen, Guangjun; Yin, Xiuwei; Yan, Litan Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. (English) Zbl 1363.60061 Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 2, 394-408 (2016). MSC: 60G22 60G18 60J60 60H05 62F12 PDFBibTeX XMLCite \textit{G. Shen} et al., Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 2, 394--408 (2016; Zbl 1363.60061) Full Text: DOI
Yan, Litan; Zhu, Bei \(L^p\)-estimates on diffusion processes. (English) Zbl 1064.60173 J. Math. Anal. Appl. 303, No. 2, 418-435 (2005). Reviewer: George Stoica (Saint John) MSC: 60J60 60G44 PDFBibTeX XMLCite \textit{L. Yan} and \textit{B. Zhu}, J. Math. Anal. Appl. 303, No. 2, 418--435 (2005; Zbl 1064.60173) Full Text: DOI
Yan, Litan; Li, Yingchun Maximal inequalities for CIR processes. (English) Zbl 1056.60080 Lett. Math. Phys. 67, No. 2, 111-124 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60J60 60H10 60E15 60G40 PDFBibTeX XMLCite \textit{L. Yan} and \textit{Y. Li}, Lett. Math. Phys. 67, No. 2, 111--124 (2004; Zbl 1056.60080) Full Text: DOI
Yan, Litan Maximal inequalities for a one-dimensional diffusion process. (English) Zbl 1033.60052 Math. J. Toyama Univ. 25, 39-51 (2002). Reviewer: Yuhu Feng (Shanghai) MSC: 60G44 60H10 60J60 PDFBibTeX XMLCite \textit{L. Yan}, Math. J. Toyama Univ. 25, 39--51 (2002; Zbl 1033.60052)