Guangjun Shen
Finance · 2010–2020
A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 31 citations into it; #10,335 of 10,518 by trust here, #9,371 by citations
- Economics and Econometrics — 14 citations into it
- Applied Mathematics — 12 citations into it
- Mathematical Physics — 12 citations into it
Whom Guangjun Shen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Guangjun Shen overall
Papers from Guangjun Shen's perspective
Ordered by how strongly the researchers Guangjun Shen trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic calculus with respect to continuous finite quadratic variation processes
- Elements of Stochastic Calculus via Regularization
- Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
- Integration questions related to fractional Brownian motion
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Evolution equations driven by a fractional Brownian motion
- Analysis of the Rosenblatt process
- Tanaka formula for the fractional Brownian motion
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Stochastic heat equation driven by fractional noise and local time
Their papers
- Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process (2020) — 57 citations
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space (2015) — 60 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