Han, Jingqi; Yan, Litan \(L_p\)-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion. (English) Zbl 1475.60118 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150010, 31 p. (2021). MSC: 60H15 60H05 60G22 PDFBibTeX XMLCite \textit{J. Han} and \textit{L. Yan}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150010, 31 p. (2021; Zbl 1475.60118) Full Text: DOI
Xia, Xiaoyu; Yan, Litan Weak solutions for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1488.60156 Chin. J. Appl. Probab. Stat. 37, No. 2, 123-135 (2021). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{X. Xia} and \textit{L. Yan}, Chin. J. Appl. Probab. Stat. 37, No. 2, 123--135 (2021; Zbl 1488.60156) Full Text: DOI
Sun, Xichao; Yan, Litan; Yu, Xianye Quadratic covariations for the solution to a stochastic heat equation with space-time white noise. (English) Zbl 1482.60055 Adv. Difference Equ. 2020, Paper No. 254, 42 p. (2020). MSC: 60G15 60H05 60H15 60G22 PDFBibTeX XMLCite \textit{X. Sun} et al., Adv. Difference Equ. 2020, Paper No. 254, 42 p. (2020; Zbl 1482.60055) Full Text: DOI arXiv
Han, Jingqi; Yan, Litan A time fractional functional differential equation driven by the fractional Brownian motion. (English) Zbl 1459.60086 J. Appl. Anal. Comput. 9, No. 2, 547-567 (2019). MSC: 60G22 60H05 60H10 PDFBibTeX XMLCite \textit{J. Han} and \textit{L. Yan}, J. Appl. Anal. Comput. 9, No. 2, 547--567 (2019; Zbl 1459.60086) Full Text: DOI
Wang, Zhi; Yan, Litan; Yu, Xianye Local times of the solution to stochastic heat equation with fractional noise. (Chinese. English summary) Zbl 1449.60123 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 3, 582-595 (2019). MSC: 60J55 60H15 35K05 PDFBibTeX XMLCite \textit{Z. Wang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 3, 582--595 (2019; Zbl 1449.60123)
Yan, Litan; Yu, Xianye Asymptotic behavior for high moments of the fractional heat equation with fractional noise. (English) Zbl 1439.60039 J. Theor. Probab. 32, No. 4, 1617-1646 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60H15 35B40 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yu}, J. Theor. Probab. 32, No. 4, 1617--1646 (2019; Zbl 1439.60039) Full Text: DOI
Yan, Litan; Pei, Wenyi; Zhang, Zhenzhong Exponential stability of SDEs driven by fBm with Markovian switching. (English) Zbl 1422.60108 Discrete Contin. Dyn. Syst. 39, No. 11, 6467-6483 (2019). MSC: 60H10 60G22 93E15 93C30 PDFBibTeX XMLCite \textit{L. Yan} et al., Discrete Contin. Dyn. Syst. 39, No. 11, 6467--6483 (2019; Zbl 1422.60108) Full Text: DOI
Li, Zhi; Yan, Litan Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion. (English) Zbl 1447.60114 J. Theor. Probab. 32, No. 3, 1399-1419 (2019). MSC: 60H15 60G15 60H05 60G22 PDFBibTeX XMLCite \textit{Z. Li} and \textit{L. Yan}, J. Theor. Probab. 32, No. 3, 1399--1419 (2019; Zbl 1447.60114) Full Text: DOI
Li, Zhi; Xu, Liping; Yan, Litan Weak solutions for stochastic differential equations with additive fractional noise. (English) Zbl 1415.60076 Stoch. Dyn. 19, No. 2, Article ID 1950017, 9 p. (2019). MSC: 60H15 60G15 60G22 60H05 PDFBibTeX XMLCite \textit{Z. Li} et al., Stoch. Dyn. 19, No. 2, Article ID 1950017, 9 p. (2019; Zbl 1415.60076) Full Text: DOI
Yan, Litan; Yin, Xiuwei Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. (English) Zbl 1404.60095 Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 615-635 (2019). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 615--635 (2019; Zbl 1404.60095) Full Text: DOI
Xia, Dengfeng; Yan, Litan; Yin, Xiuwei On a semilinear double fractional heat equation driven by fractional Brownian sheet. (English) Zbl 1456.60163 J. Appl. Anal. Comput. 8, No. 1, 202-228 (2018). MSC: 60H15 60F10 60G22 PDFBibTeX XMLCite \textit{D. Xia} et al., J. Appl. Anal. Comput. 8, No. 1, 202--228 (2018; Zbl 1456.60163) Full Text: DOI
Han, Jingqi; Yan, Litan Controllability of a stochastic functional differential equation driven by a fractional Brownian motion. (English) Zbl 1445.93005 Adv. Difference Equ. 2018, Paper No. 104, 18 p. (2018). MSC: 93B05 60H15 34A08 60H10 PDFBibTeX XMLCite \textit{J. Han} and \textit{L. Yan}, Adv. Difference Equ. 2018, Paper No. 104, 18 p. (2018; Zbl 1445.93005) Full Text: DOI
Yan, Litan; Yin, Xiuwei Large deviation principle for a space-time fractional stochastic heat equation with fractional noise. (English) Zbl 1398.60047 Fract. Calc. Appl. Anal. 21, No. 2, 462-485 (2018). MSC: 60F10 60H15 60G22 35R11 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Fract. Calc. Appl. Anal. 21, No. 2, 462--485 (2018; Zbl 1398.60047) Full Text: DOI
Yan, Litan; Yin, Xiuwei Harnack inequality and derivative formula for stochastic heat equation with fractional noise. (English) Zbl 1394.60073 Electron. Commun. Probab. 23, Paper No. 35, 11 p. (2018). MSC: 60H15 60G22 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Electron. Commun. Probab. 23, Paper No. 35, 11 p. (2018; Zbl 1394.60073) Full Text: DOI Euclid
Yan, Litan; Yin, Xiuwei Bismut formula for a stochastic heat equation with fractional noise. (English) Zbl 1406.60097 Stat. Probab. Lett. 137, 165-172 (2018). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Stat. Probab. Lett. 137, 165--172 (2018; Zbl 1406.60097) Full Text: DOI
Liu, Junfeng; Yan, Litan On a nonlinear stochastic pseudo-differential equation driven by fractional noise. (English) Zbl 1386.60193 Stoch. Dyn. 18, No. 1, Article ID 1850002, 36 p. (2018). MSC: 60H07 60H15 60G35 PDFBibTeX XMLCite \textit{J. Liu} and \textit{L. Yan}, Stoch. Dyn. 18, No. 1, Article ID 1850002, 36 p. (2018; Zbl 1386.60193) Full Text: DOI
Yan, Litan; Yu, Xianye On \(L_p\)-solution of fractional heat equation driven by fractional Brownian motion. (English) Zbl 1474.60169 J. Appl. Anal. Comput. 7, No. 2, 581-599 (2017). MSC: 60H15 60G22 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yu}, J. Appl. Anal. Comput. 7, No. 2, 581--599 (2017; Zbl 1474.60169) Full Text: DOI
Xia, Dengfeng; Yan, Litan; Fei, Weiyin Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process. (English) Zbl 1426.35233 Math. Probl. Eng. 2017, Article ID 8059796, 9 p. (2017). MSC: 35R11 35R60 60H15 35K05 PDFBibTeX XMLCite \textit{D. Xia} et al., Math. Probl. Eng. 2017, Article ID 8059796, 9 p. (2017; Zbl 1426.35233) Full Text: DOI
Xia, Dengfeng; Yan, Litan On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. (English) Zbl 1355.60087 Bound. Value Probl. 2017, Paper No. 7, 24 p. (2017). MSC: 60H15 60G22 60H07 PDFBibTeX XMLCite \textit{D. Xia} and \textit{L. Yan}, Bound. Value Probl. 2017, Paper No. 7, 24 p. (2017; Zbl 1355.60087) Full Text: DOI
Yan, Litan; Yu, Xianye; Sun, Xichao Asymptotic behavior of the solution of the fractional heat equation. (English) Zbl 1346.60098 Stat. Probab. Lett. 117, 54-61 (2016). MSC: 60H15 60G22 35R60 35B40 PDFBibTeX XMLCite \textit{L. Yan} et al., Stat. Probab. Lett. 117, 54--61 (2016; Zbl 1346.60098) Full Text: DOI
Cui, Jing; Li, Yumiao; Yan, Litan Temporal variation for fractional heat equations with additive white noise. (English) Zbl 1342.60053 Bound. Value Probl. 2016, Paper No. 123, 27 p. (2016). MSC: 60G15 60H05 60H15 PDFBibTeX XMLCite \textit{J. Cui} et al., Bound. Value Probl. 2016, Paper No. 123, 27 p. (2016; Zbl 1342.60053) Full Text: DOI
Liu, Junfeng; Yan, Litan Solving a nonlinear fractional stochastic partial differential equation with fractional noise. (English) Zbl 1335.60114 J. Theor. Probab. 29, No. 1, 307-347 (2016). MSC: 60H15 60G22 60H05 60H07 60G15 PDFBibTeX XMLCite \textit{J. Liu} and \textit{L. Yan}, J. Theor. Probab. 29, No. 1, 307--347 (2016; Zbl 1335.60114) Full Text: DOI
Liu, Junfeng; Yan, Litan On a semilinear stochastic partial differential equation with double-parameter fractional noises. (English) Zbl 1323.60086 Sci. China, Math. 57, No. 4, 855-872 (2014). MSC: 60H15 60G22 60H07 PDFBibTeX XMLCite \textit{J. Liu} and \textit{L. Yan}, Sci. China, Math. 57, No. 4, 855--872 (2014; Zbl 1323.60086) Full Text: DOI
Wang, Zhi; Yan, Litan; Yu, Xianye Weak approximation of the fractional Brownian sheet from random walks. (English) Zbl 1308.60043 Electron. Commun. Probab. 18, Paper No. 90, 13 p. (2013). MSC: 60G22 60G50 60G15 60H15 60B10 PDFBibTeX XMLCite \textit{Z. Wang} et al., Electron. Commun. Probab. 18, Paper No. 90, 13 p. (2013; Zbl 1308.60043) Full Text: DOI
Liu, Junfeng; Yan, Litan; Cang, Yuquan On a jump-type stochastic fractional partial differential equation with fractional noises. (English) Zbl 1246.35215 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 16, 6060-6070 (2012). MSC: 35R60 35R11 35A01 35A02 PDFBibTeX XMLCite \textit{J. Liu} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 16, 6060--6070 (2012; Zbl 1246.35215) Full Text: DOI