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Guangjun Shen · Study

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Guangjun Shen

6 works· latest 2022· 2 institutionscluster: provisionalORCID 0000-0002-2840-7174

h-index6

i106

Citations222

Works here6

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Most cited in this library

Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion2022 · 63 citations
On the collision local time of sub-fractional Brownian motions2009 · 51 citations
Itô's formula for a sub-fractional Brownian motion2011 · 44 citations
Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model2014 · 22 citations
Stochastic integration with respect to the sub-fractional Brownian motion with2011 · 22 citations

Works

6 shown

Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

Journal of Differential Equations·2022·3 authors·Open access

63citations

Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model

Abstract and Applied Analysis·2014·3 authors·Open access

22citations

Estimators for the Drift of Subfractional Brownian Motion

Communication in Statistics- Theory and Methods·2013·2 authors

20citations

Stochastic integration with respect to the sub-fractional Brownian motion with

Statistics & Probability Letters·2011·2 authors

22citations

Itô's formula for a sub-fractional Brownian motion

Communications on Stochastic Analysis·2011·2 authors·Open access

44citations

On the collision local time of sub-fractional Brownian motions

Statistics & Probability Letters·2009·2 authors

51citations