Edit Profile Song, Jian Compute Distance To: Compute Author ID: song.jian.2 Published as: Song, J.; Song, Jian Homepage: http://drexel.edu/coas/faculty-research/faculty-directory/song-jian/ External Links: MGP · Wikidata Documents Indexed: 34 Publications since 2008 all top 5 Co-Authors 1 single-authored 11 Hu, Yaozhong 5 Nualart, David 3 Song, Xiaoming 2 Chen, Xia 2 Lee, Chihoon 1 Han, Yuecai 1 Lee, Myung Hee 1 Ocone, Daniel L. 1 Xing, Fei 1 Xu, Fangjun 1 Zhang, Qi all top 5 Serials 2 The Annals of Probability 1 Applied Mathematics and Optimization 1 Journal of Functional Analysis 1 Statistics & Probability Letters 1 Journal of Theoretical Probability 1 SIAM Journal on Mathematical Analysis 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Electronic Journal of Probability 1 Bernoulli 1 Statistical Inference for Stochastic Processes 1 Stochastics all top 5 Fields 14 Probability theory and stochastic processes (60-XX) 4 Statistics (62-XX) 2 Partial differential equations (35-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 21 Publications have been cited 157 times in 125 Documents Cited by ▼ Year ▼ Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 33 2011 \((2+1)\) dimensional Rossby waves with complete Coriolis force and its solution by homotopy perturbation method. Zbl 1371.86021Zhang, Ruigang; Yang, Liangui; Song, Jian; Yang, Hongli 18 2017 Exponential asymptotics for time-space Hamiltonians. Zbl 1337.60201Chen, Xia; Hu, Yaozhong; Song, Jian; Xing, Fei 15 2015 Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations. Zbl 1268.62100Hu, Yaozhong; Song, Jian 13 2013 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 12 2009 Integral representation of renormalized self-intersection local times. Zbl 1166.60047Hu, Yaozhong; Nualart, David; Song, Jian 9 2008 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution. Zbl 1272.60043Hu, Yaozhong; Nualart, David; Song, Jian 7 2013 Asymptotic behavior of the solution of heat equation driven by fractional white noise. Zbl 1239.60061Song, Jian 7 2012 Temporal asymptotics for fractional parabolic Anderson model. Zbl 1390.60101Chen, Xia; Hu, Yaozhong; Song, Jian; Song, Xiaoming 6 2018 Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations. Zbl 1327.62451Hu, Yaozhong; Lee, Chihoon; Lee, Myung Hee; Song, Jian 6 2015 On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058Lee, Chihoon; Song, Jian 5 2016 Some results on backward stochastic differential equations driven by fractional Brownian motions. Zbl 1276.60062Hu, Yaozhong; Ocone, Daniel; Song, Jian 5 2012 Supply chain coordination through integration of innovation effort and advertising support. Zbl 07163475Song, Jian; Li, Feng; Wu, Desheng Dash; Liang, Liang; Dolgui, Alexandre 4 2017 Hyperbolic Anderson Model with space-time homogeneous Gaussian noise. Zbl 1386.60210Balan, Raluca M.; Song, Jian 4 2017 Maximum principle for general controlled systems driven by fractional Brownian motions. Zbl 1270.49021Han, Yuecai; Hu, Yaozhong; Song, Jian 4 2013 \({(2+1)}\)-dimensional nonlinear Rossby solitary waves under the effects of generalized beta and slowly varying topography. Zbl 1391.76082Zhang, Ruigang; Yang, Liangui; Song, Jian; Liu, Quansheng 3 2017 A remark on constant scalar curvature Kähler metrics on minimal models. Zbl 1419.53069Jian, Wangjian; Shi, Yalong; Song, Jian 2 2019 Limit theorems for functionals of two independent Gaussian processes. Zbl 1448.60081Song, Jian; Xu, Fangjun; Yu, Qian 1 2019 Second order Lyapunov exponents for parabolic and hyperbolic Anderson models. Zbl 1428.62408Balan, Raluca M.; Song, Jian 1 2019 Alternative approaches to the crude oil tanker routing and scheduling problem with split pickup and split delivery. Zbl 1346.90122Hennig, F.; Nygreen, B.; Furman, K. C.; Song, J. 1 2015 The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113Hu, Yaozhong; Nualart, David; Song, Jian 1 2014 A remark on constant scalar curvature Kähler metrics on minimal models. Zbl 1419.53069Jian, Wangjian; Shi, Yalong; Song, Jian 2 2019 Limit theorems for functionals of two independent Gaussian processes. Zbl 1448.60081Song, Jian; Xu, Fangjun; Yu, Qian 1 2019 Second order Lyapunov exponents for parabolic and hyperbolic Anderson models. Zbl 1428.62408Balan, Raluca M.; Song, Jian 1 2019 Temporal asymptotics for fractional parabolic Anderson model. Zbl 1390.60101Chen, Xia; Hu, Yaozhong; Song, Jian; Song, Xiaoming 6 2018 \((2+1)\) dimensional Rossby waves with complete Coriolis force and its solution by homotopy perturbation method. Zbl 1371.86021Zhang, Ruigang; Yang, Liangui; Song, Jian; Yang, Hongli 18 2017 Supply chain coordination through integration of innovation effort and advertising support. Zbl 07163475Song, Jian; Li, Feng; Wu, Desheng Dash; Liang, Liang; Dolgui, Alexandre 4 2017 Hyperbolic Anderson Model with space-time homogeneous Gaussian noise. Zbl 1386.60210Balan, Raluca M.; Song, Jian 4 2017 \({(2+1)}\)-dimensional nonlinear Rossby solitary waves under the effects of generalized beta and slowly varying topography. Zbl 1391.76082Zhang, Ruigang; Yang, Liangui; Song, Jian; Liu, Quansheng 3 2017 On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058Lee, Chihoon; Song, Jian 5 2016 Exponential asymptotics for time-space Hamiltonians. Zbl 1337.60201Chen, Xia; Hu, Yaozhong; Song, Jian; Xing, Fei 15 2015 Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations. Zbl 1327.62451Hu, Yaozhong; Lee, Chihoon; Lee, Myung Hee; Song, Jian 6 2015 Alternative approaches to the crude oil tanker routing and scheduling problem with split pickup and split delivery. Zbl 1346.90122Hennig, F.; Nygreen, B.; Furman, K. C.; Song, J. 1 2015 The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113Hu, Yaozhong; Nualart, David; Song, Jian 1 2014 Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations. Zbl 1268.62100Hu, Yaozhong; Song, Jian 13 2013 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution. Zbl 1272.60043Hu, Yaozhong; Nualart, David; Song, Jian 7 2013 Maximum principle for general controlled systems driven by fractional Brownian motions. Zbl 1270.49021Han, Yuecai; Hu, Yaozhong; Song, Jian 4 2013 Asymptotic behavior of the solution of heat equation driven by fractional white noise. Zbl 1239.60061Song, Jian 7 2012 Some results on backward stochastic differential equations driven by fractional Brownian motions. Zbl 1276.60062Hu, Yaozhong; Ocone, Daniel; Song, Jian 5 2012 Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 33 2011 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 12 2009 Integral representation of renormalized self-intersection local times. Zbl 1166.60047Hu, Yaozhong; Nualart, David; Song, Jian 9 2008 all cited Publications top 5 cited Publications all top 5 Cited by 178 Authors 12 Hu, Yaozhong 11 Yang, Hongwei 9 Nualart, David 8 Song, Jian 7 Chen, Xia 7 Yan, Litan 6 Es-Sebaiy, Khalifa 5 Balan, Raluca M. 5 Liu, Quansheng 4 Le, Khoa N. 4 Yang, Liangui 4 Yu, Xianye 4 Zang, Qingpei 3 Dong, Huanhe 3 Douissi, Soukaina 3 Gu, Yu 3 Guo, Min 3 Lee, Chihoon 3 Mishura, Yuliya Stepanivna 3 Song, Xiaoming 3 Sun, Xichao 3 Tao, Mengshuang 3 Viens, Frederi G. 3 Xu, Fangjun 3 Yin, Xiaojun 3 Zhang, Li-Xin 3 Zhang, Ruigang 2 Bock, Wolfgang 2 Buckdahn, Rainer 2 Chen, Le 2 da Silva, José Luís 2 Deya, Aurélien 2 Fattler, Torben 2 Huang, Jingyu 2 Jing, Shuai 2 Kalbasi, Kamran 2 Kolokoltsov, Vassili N. 2 Liu, Junfeng 2 Miao, Lijun 2 Ren, Yanwei 2 Ryzhik, Lenya 2 Saussereau, Bruno 2 Shen, Guangjun 2 Shi, Yufeng 2 Song, Jian 2 Streit, Ludwig 2 Troeva, Marianna S. 2 Wang, Ruyun 2 Wen, Jiaqiang 2 Wu, Guorong 2 Xia, Dengfeng 2 Yin, Xiuwei 2 Zhao, Baojun 2 Zhu, Chenglian 1 Acevedo Chedid, Jaime 1 Al-Yakoob, Salem Mohammed 1 Alazemi, Fares 1 Bajja, Salwa 1 Bal, Guillaume 1 Bender, Christian 1 Cárdenas-Barrón, Leopoldo Eduardo 1 Chen, Feng 1 Chen, Liguo 1 Chen, Qin 1 Chen, Xia 1 Chen, Yaodeng 1 Chen, Yong 1 Cheng, Panhong 1 Cheng, Yiying 1 Chronopoulou, Alexandra 1 Conus, Daniel 1 Cui, Jianbo 1 Cui, Jifeng 1 Dalang, Robert C. 1 Deilami Azodi, H. 1 Dong, Haoyu 1 El Machkouri, Mohamed 1 Fellouris, Georgios 1 Florez, Whady Felipe 1 Fu, Chen 1 Fu, Lei 1 Gao, Dezhi 1 Ghasemy Yaghin, R. 1 Gnedin, Alexander V. 1 Grothaus, Martin 1 Gu, Lufeng 1 Guo, Feng 1 Guo, Jingjun 1 Han, Yuecai 1 Han, Zheng 1 He, Hailun 1 Herrell, Randall 1 Hong, Minhao 1 Hu, Ying 1 Huang, Fushan 1 Huang, Yimin 1 Ibrahim, Rabha Waell 1 Iksanov, Aleksander M. 1 Jalab, Hamid A. 1 Jian, Wangjian ...and 78 more Authors all top 5 Cited in 60 Serials 10 Statistics & Probability Letters 8 The Annals of Probability 8 Stochastic Processes and their Applications 5 Journal of Mathematical Analysis and Applications 5 Advances in Difference Equations 4 Journal of Theoretical Probability 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Mathematical Problems in Engineering 3 Computers & Mathematics with Applications 3 Applied Mathematical Modelling 3 Bernoulli 3 Stochastics and Dynamics 2 Journal of Statistical Physics 2 Advances in Mathematics 2 Applied Mathematics and Computation 2 Journal of Applied Probability 2 Journal of Functional Analysis 2 Stochastic Analysis and Applications 2 Probability Theory and Related Fields 2 Complexity 2 Electronic Journal of Probability 2 Abstract and Applied Analysis 2 Statistical Inference for Stochastic Processes 2 Boundary Value Problems 2 Journal of the Korean Statistical Society 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Communications in Theoretical Physics 2 Science China. Mathematics 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 Reports on Mathematical Physics 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Journal of Statistical Planning and Inference 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Optimal Control Applications & Methods 1 Acta Applicandae Mathematicae 1 SIAM Journal on Mathematical Analysis 1 Potential Analysis 1 Discrete and Continuous Dynamical Systems 1 The Journal of Fourier Analysis and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Fractional Calculus & Applied Analysis 1 Communications in Nonlinear Science and Numerical Simulation 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Industrial and Management Optimization 1 Electronic Journal of Statistics 1 Journal of Nonlinear Science and Applications 1 Communications in Mathematics and Statistics 1 Problemy Analiza. Issues of Analysis 1 Journal of Linear and Topological Algebra 1 Journal of Function Spaces 1 AIMS Mathematics all top 5 Cited in 24 Fields 93 Probability theory and stochastic processes (60-XX) 35 Partial differential equations (35-XX) 20 Statistics (62-XX) 9 Fluid mechanics (76-XX) 8 Dynamical systems and ergodic theory (37-XX) 8 Statistical mechanics, structure of matter (82-XX) 6 Operations research, mathematical programming (90-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Systems theory; control (93-XX) 5 Geophysics (86-XX) 4 Quantum theory (81-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Ordinary differential equations (34-XX) 2 Operator theory (47-XX) 2 Differential geometry (53-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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