Yanghui Liu
Finance · 2014
A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 15 citations into it
- Mathematical Physics — 8 citations into it
Whom Yanghui Liu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- David Nualart
- Ciprian A. Tudor
- Yaozhong Hu David Nualart
- Mariana Olvera-Cravioto
- Peter K. Friz
- Andreas Neuenkirch
- Terry Lyons
- Ivan Nourdin
- Giovanni Peccati
- Vladas Pipiras
Papers from Yanghui Liu's perspective
Ordered by how strongly the researchers Yanghui Liu trusts endorse each paper. Same corpus, a different order for every researcher.
- Differential equations driven by fractional Brownian motion
- System Control and Rough Paths
- Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
- Integration questions related to fractional Brownian motion
- Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2
- Analysis of the Rosenblatt process
- Stochastic heat equation driven by fractional noise and local time
- Normal Approximations with Malliavin Calculus: From Stein's Method to Universality