Litan Yan

Finance · 2010–2011

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

Subfields

• Finance — 24 citations into it; #10,334 of 10,518 by trust here, #9,027 by citations
• Mathematical Physics — 11 citations into it
• Economics and Econometrics — 10 citations into it
• Applied Mathematics — 7 citations into it

Whom Litan Yan trusts overall

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

1. Francesco Russo
2. Ciprian A. Tudor
3. Pierre Vallois
4. Yaozhong Hu
5. Mihai Gradinaru

Who trusts Litan Yan overall

1. I. Mendy

Papers from Litan Yan's perspective

Ordered by how strongly the researchers Litan Yan 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. Integration questions related to fractional Brownian motion
6. Tanaka formula for the fractional Brownian motion
7. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
8. Controlling rough paths
9. Regularizing fractional Brownian motion with a view towards stock price modelling
10. STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2

Their papers

• Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps (2011) — 58 citations
• Itô's formula for a sub-fractional Brownian motion (2011) — 55 citations
• On the collision local time of sub-fractional Brownian motions☆ (2010) — 59 citations