Cheng Ouyang

Finance · with Baudoin · 2014

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it
• Economics and Econometrics — 6 citations into it

Whom Cheng Ouyang trusts overall

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

1. Fabrice Baudoin

Papers from Cheng Ouyang's perspective

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

1. Controlling rough paths
2. A version of Hörmander’s theorem for the fractional Brownian motion
3. System Control and Rough Paths
4. Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
5. The Malliavin Calculus and Related Topics
6. Equivalence of Volterra processes
7. Diffusion Processes and Stochastic Calculus
8. The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
9. Stochastic analysis, rough path analysis and fractional Brownian motions
10. Isoperimetry and Gaussian analysis

Their papers

• On probability laws of solutions to differential systems driven by a fractional Brownian motion (2014) — 54 citations