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Jian Song · Study

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Jian Song

6 works· latest 2016· 3 institutionscluster: provisionalORCID 0000-0002-9830-3338

h-index6

i106

Citations269

Works here6

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Most cited in this library

Feynman–Kac formula for heat equation driven by fractional white noise2010 · 104 citations
Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations2013 · 53 citations
Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations2014 · 30 citations
Fractional martingales and characterization of the fractional Brownian motion2009 · 28 citations
Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions2012 · 27 citations

Works

6 shown

On a class of stochastic partial differential equations

Stochastic Processes and their Applications·2016·1 author·Open access

27citations

Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations

Statistical Inference for Stochastic Processes·2014·4 authors

30citations

Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations

Springer proceedings in mathematics & statistics·2013·2 authors·chapter

53citations

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

Applied Mathematics & Optimization·2012·3 authors·Open access

27citations

Feynman–Kac formula for heat equation driven by fractional white noise

The Annals of Probability·2010·3 authors·Open access

104citations

Fractional martingales and characterization of the fractional Brownian motion

·2009·3 authors·preprint

28citations