Kun He

Finance · with Shen · 2011

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Kun He trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francesco Russo

Papers from Kun He's perspective

Ordered by how strongly the researchers Kun He trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Stochastic calculus with respect to continuous finite quadratic variation processes
  2. Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
  3. Elements of Stochastic Calculus via Regularization
  4. Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
  5. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
  6. Introduction to Numerical Analysis
  7. Integration with respect to local time
  8. Regularizing fractional Brownian motion with a view towards stock price modelling
  9. STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2
  10. Controlling rough paths

Their papers