Haress, El Mehdi; Hu, Yaozhong Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations. (English) Zbl 1471.62452 Stat. Inference Stoch. Process. 24, No. 2, 327-351 (2021). MSC: 62M09 60F05 60G10 60G22 60H10 60H30 PDFBibTeX XMLCite \textit{E. M. Haress} and \textit{Y. Hu}, Stat. Inference Stoch. Process. 24, No. 2, 327--351 (2021; Zbl 1471.62452) Full Text: DOI arXiv
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1498.62164 Stochastics 91, No. 8, 1067-1091 (2019). MSC: 62M09 60G22 60H10 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastics 91, No. 8, 1067--1091 (2019; Zbl 1498.62164) Full Text: DOI arXiv
Hu, Yaozhong Some recent progress on stochastic heat equations. (English) Zbl 1499.60220 Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 3, 874-914 (2019). MSC: 60H15 35K15 35R60 PDFBibTeX XMLCite \textit{Y. Hu}, Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 3, 874--914 (2019; Zbl 1499.60220) Full Text: DOI
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. (English) Zbl 1419.62211 Stat. Inference Stoch. Process. 22, No. 1, 111-142 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M05 60F05 60H10 60G22 60H07 62F12 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stat. Inference Stoch. Process. 22, No. 1, 111--142 (2019; Zbl 1419.62211) Full Text: DOI arXiv
Hu, Yaozhong; Lu, Fei; Nualart, David Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\). (English) Zbl 1253.60074 Ann. Probab. 40, No. 3, 1041-1068 (2012). Reviewer: Raouf Ghomrasni (Muizenberg) MSC: 60H15 60G22 60H05 60H30 35R60 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Probab. 40, No. 3, 1041--1068 (2012; Zbl 1253.60074) Full Text: DOI arXiv Euclid
Hu, Yaozhong; Nualart, David; Song, Jian Feynman-Kac formula for heat equation driven by fractional white noise. (English) Zbl 1210.60056 Ann. Probab. 39, No. 1, 291-326 (2011). Reviewer: Carles Rovira (Barcelona) MSC: 60H07 60H15 60G17 60G22 60G30 35K20 35R60 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Probab. 39, No. 1, 291--326 (2011; Zbl 1210.60056) Full Text: DOI arXiv
Hu, Yaozhong; Nualart, David Stochastic heat equation driven by fractional noise and local time. (English) Zbl 1152.60331 Probab. Theory Relat. Fields 143, No. 1-2, 285-328 (2009). MSC: 60H15 60H07 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{D. Nualart}, Probab. Theory Relat. Fields 143, No. 1--2, 285--328 (2009; Zbl 1152.60331) Full Text: DOI arXiv