Tianyang Nie

Finance · 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

• Finance — 10 citations into it

Whom Tianyang Nie trusts overall

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

1. Yaozhong Hu
2. Bernt Øksendal

Papers from Tianyang Nie's perspective

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

1. Stochastic Calculus for Fractional Brownian Motion and Applications
2. Integral Transformations and Anticipative Calculus for Fractional Brownian Motions
3. Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
4. Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12
5. The Malliavin Calculus and Related Topics
6. FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
7. Stochastic Calculus with Respect to Gaussian Processes (Potential Analysis)
8. Stochastic Calculus for Fractional Brownian Motion and Related Processes
9. Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
10. Financial Modelling with Jump Processes

Their papers

• Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities (2011) — 54 citations