Shen, Leyi; Xia, Xiaoyu; Yan, Litan Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions. (English) Zbl 1478.60220 Stat. Probab. Lett. 181, Article ID 109259, 11 p. (2022). MSC: 60J60 62M05 60K35 60F15 60G22 PDFBibTeX XMLCite \textit{L. Shen} et al., Stat. Probab. Lett. 181, Article ID 109259, 11 p. (2022; Zbl 1478.60220) Full Text: DOI
Yan, Litan; Yin, Xiuwei Bismut formula for a stochastic heat equation with fractional noise. (English) Zbl 1406.60097 Stat. Probab. Lett. 137, 165-172 (2018). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Stat. Probab. Lett. 137, 165--172 (2018; Zbl 1406.60097) Full Text: DOI
Li, Zhi; Yan, Litan Harnack inequalities for SDEs driven by subordinator fractional Brownian motion. (English) Zbl 1390.60215 Stat. Probab. Lett. 134, 45-53 (2018). MSC: 60H10 60G15 60H05 60E15 PDFBibTeX XMLCite \textit{Z. Li} and \textit{L. Yan}, Stat. Probab. Lett. 134, 45--53 (2018; Zbl 1390.60215) Full Text: DOI
Yan, Litan; Yu, Xianye; Chen, Ruqing Derivative of intersection local time of independent symmetric stable motions. (English) Zbl 1354.60053 Stat. Probab. Lett. 121, 18-28 (2017). MSC: 60G52 60J55 PDFBibTeX XMLCite \textit{L. Yan} et al., Stat. Probab. Lett. 121, 18--28 (2017; Zbl 1354.60053) Full Text: DOI
Yan, Litan; Yu, Xianye; Sun, Xichao Asymptotic behavior of the solution of the fractional heat equation. (English) Zbl 1346.60098 Stat. Probab. Lett. 117, 54-61 (2016). MSC: 60H15 60G22 35R60 35B40 PDFBibTeX XMLCite \textit{L. Yan} et al., Stat. Probab. Lett. 117, 54--61 (2016; Zbl 1346.60098) Full Text: DOI
Wang, Zhi; Yan, Litan; Yu, Xianye Weak convergence to the fractional Brownian sheet using martingale differences. (English) Zbl 1300.60054 Stat. Probab. Lett. 92, 72-78 (2014). MSC: 60G22 60B10 60G15 PDFBibTeX XMLCite \textit{Z. Wang} et al., Stat. Probab. Lett. 92, 72--78 (2014; Zbl 1300.60054) Full Text: DOI
Chen, Chao; Sun, Liya; Yan, Litan An approximation to the Rosenblatt process using martingale differences. (English) Zbl 1244.60041 Stat. Probab. Lett. 82, No. 4, 748-757 (2012). MSC: 60G18 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{C. Chen} et al., Stat. Probab. Lett. 82, No. 4, 748--757 (2012; Zbl 1244.60041) Full Text: DOI
Cui, Jing; Yan, Litan; Sun, Xichao Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. (English) Zbl 1227.60085 Stat. Probab. Lett. 81, No. 12, 1970-1977 (2011). MSC: 60H15 60G55 93E15 34K50 60J75 PDFBibTeX XMLCite \textit{J. Cui} et al., Stat. Probab. Lett. 81, No. 12, 1970--1977 (2011; Zbl 1227.60085) Full Text: DOI
Chen, Chao; Yan, Litan Remarks on the intersection local time of fractional Brownian motions. (English) Zbl 1225.60062 Stat. Probab. Lett. 81, No. 8, 1003-1012 (2011). Reviewer: Kun Soo Chang (Seoul) MSC: 60G22 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{C. Chen} and \textit{L. Yan}, Stat. Probab. Lett. 81, No. 8, 1003--1012 (2011; Zbl 1225.60062) Full Text: DOI
Yan, Litan; Shen, Guangjun On the collision local time of sub-fractional Brownian motions. (English) Zbl 1185.60040 Stat. Probab. Lett. 80, No. 5-6, 296-308 (2010). MSC: 60G22 60G15 60G18 60F25 PDFBibTeX XMLCite \textit{L. Yan} and \textit{G. Shen}, Stat. Probab. Lett. 80, No. 5--6, 296--308 (2010; Zbl 1185.60040) Full Text: DOI
Yan, Litan; Yang, Xiangfeng; Lu, Yunsheng \(p\)-variation of an integral functional driven by fractional Brownian motion. (English) Zbl 1140.60317 Stat. Probab. Lett. 78, No. 9, 1148-1157 (2008). MSC: 60G15 60J55 60H05 PDFBibTeX XMLCite \textit{L. Yan} et al., Stat. Probab. Lett. 78, No. 9, 1148--1157 (2008; Zbl 1140.60317) Full Text: DOI
Yang, Xiangfeng; Yan, Litan Some remarks on local time-space calculus. (English) Zbl 1131.60052 Stat. Probab. Lett. 77, No. 16, 1600-1607 (2007). MSC: 60H05 60H07 60J55 PDFBibTeX XMLCite \textit{X. Yang} and \textit{L. Yan}, Stat. Probab. Lett. 77, No. 16, 1600--1607 (2007; Zbl 1131.60052) Full Text: DOI
Yan, Litan; Ling, Jingyun Iterated integrals with respect to Bessel processes. (English) Zbl 1079.60053 Stat. Probab. Lett. 74, No. 1, 93-102 (2005). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 60H05 PDFBibTeX XMLCite \textit{L. Yan} and \textit{J. Ling}, Stat. Probab. Lett. 74, No. 1, 93--102 (2005; Zbl 1079.60053) Full Text: DOI
Yan, Litan Maximal inequalities for the iterated fractional integrals. (English) Zbl 1072.60015 Stat. Probab. Lett. 69, No. 1, 69-79 (2004). Reviewer: Tae Il. Jeon (Taejon) MSC: 60F05 60G15 60H05 42B10 PDFBibTeX XMLCite \textit{L. Yan}, Stat. Probab. Lett. 69, No. 1, 69--79 (2004; Zbl 1072.60015) Full Text: DOI
Yan, Litan; Zhu, Bei A ratio inequality for Bessel processes. (English) Zbl 1126.60317 Stat. Probab. Lett. 66, No. 1, 35-44 (2004). MSC: 60J25 60G44 60H10 PDFBibTeX XMLCite \textit{L. Yan} and \textit{B. Zhu}, Stat. Probab. Lett. 66, No. 1, 35--44 (2004; Zbl 1126.60317) Full Text: DOI