Yaozhong Hu

Finance · with Nualart · 2001–2017

A researcher in the Science corpus: 19 papers; trusts 56 researchers and is trusted by 55 researchers here, as inferred from the citation graph.

Subfields

• Finance — 92 citations into it; #524 of 10,518 by trust here, #931 by citations
• Mathematical Physics — 36 citations into it; #1,476 of 8,562 by trust here, #2,122 by citations
• Economics and Econometrics — 20 citations into it; #2,891 of 23,481 by trust here, #6,370 by citations
• Management Science and Operations Research — 14 citations into it
• Applied Mathematics — 12 citations into it
• Statistics and Probability — 12 citations into it; #2,377 of 12,932 by trust here, #5,294 by citations
• Computational Theory and Mathematics — 7 citations into it
• Artificial Intelligence — 6 citations into it

Whom Yaozhong Hu trusts overall

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

1. David Nualart
2. Terry Lyons
3. Massimiliano Gubinelli
4. Zhongmin Qian
5. Peter K. Friz
6. Laure Coutin
7. Jean Jacod
8. Ciprian A. Tudor
9. Antoine Lejay
10. Yaozhong Hu David Nualart

Who trusts Yaozhong Hu overall

1. David Nualart
2. Khalifa Es-Sebaiy
3. Ciprian A. Tudor
4. Lucian Maticiuc
5. R. Balan
6. Christian Bender
7. Hongwei Long
8. R. Belfadli
9. Frederi G. Viens
10. Fred Espen Benth

Papers from Yaozhong Hu's perspective

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

1. Controlling rough paths
2. System Control and Rough Paths
3. Rough evolution equations
4. Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
5. Young Integrals and SPDEs
6. Differential equations driven by fractional Brownian motion
7. Large deviations and support theorem for diffusion processes via rough paths
8. Evolution equations driven by a fractional Brownian motion
9. Solving the KPZ equation
10. Central limit theorems for multiple stochastic integrals and Malliavin calculus

Their papers

• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (2003) — 536 citations
• Parameter estimation for fractional Ornstein–Uhlenbeck processes (2009) — 331 citations
• Heat Equations with Fractional White Noise Potentials (2001) — 114 citations
• Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017) — 150 citations
• Least squares estimator for Ornstein―Uhlenbeck processes driven by α-stable motions (2009) — 109 citations
• OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION (2003) — 66 citations
• Analysis on Gaussian Spaces (2016) — 99 citations
• Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (2014) — 81 citations
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency (2014) — 155 citations
• A multiparameter Garsia–Rodemich–Rumsey inequality and some applications (2012) — 47 citations
• Malliavin calculus for backward stochastic differential equations and application to numerical solutions (2011) — 76 citations
• Stochastic Calculus for Fractional Brownian Motion and Applications (2008) — 1,185 citations
• Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions (2007) — 67 citations
• Stochastic heat equation driven by fractional noise and local time (2007) — 185 citations
• Rough path analysis via fractional calculus (2006) — 89 citations
• Integral Transformations and Anticipative Calculus for Fractional Brownian Motions (2005) — 220 citations
• Renormalized self-intersection local time for fractional Brownian motion (2005) — 132 citations
• Discrete-time approximations of stochastic delay equations: The Milstein scheme (2004) — 141 citations
• A stochastic maximum principle for processes driven by fractional Brownian motion (2002) — 78 citations