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Yan, Litan

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Author ID: yan.litan Recent zbMATH articles by "Yan, Litan"
Published as: Yan, L.; Yan, Li-tan; Yan, LiTan; Yan, Litan
Documents Indexed: 140 Publications since 1997
all top 5

Serials

14 Statistics & Probability Letters
6 Abstract and Applied Analysis
6 Journal of Suzhou University of Science and Technology. Natural Science Edition
5 Journal of Natural Science of Heilongjiang University
5 Communications in Statistics. Theory and Methods
5 Stochastics and Dynamics
5 Journal of the Korean Statistical Society
4 Journal of Theoretical Probability
4 Mathematics Journal of Toyama University
4 Electronic Communications in Probability
4 Acta Mathematica Scientia. Series B. (English Edition)
3 Mathematical Problems in Engineering
3 Journal of University of Science and Technology of Suzhou. Natural Science Edition
3 Boundary Value Problems
3 Stochastics
3 Journal of Physics A: Mathematical and Theoretical
3 Science China. Mathematics
2 Journal of Mathematical Analysis and Applications
2 Journal of Mathematical Physics
2 Letters in Mathematical Physics
2 Journal of Inequalities and Applications
2 Interdisciplinary Information Sciences (IIS)
2 Acta Mathematica Scientia. Series A. (Chinese Edition)
2 Advances in Difference Equations
2 Frontiers of Mathematics in China
2 Nonlinear Analysis. Hybrid Systems
1 Applicable Analysis
1 Indian Journal of Pure & Applied Mathematics
1 Journal of the Franklin Institute
1 Studia Mathematica
1 Applied Mathematics and Computation
1 Archiv der Mathematik
1 Czechoslovak Mathematical Journal
1 IEEE Transactions on Automatic Control
1 Journal of Statistical Planning and Inference
1 Mathematische Nachrichten
1 Mathematische Zeitschrift
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Acta Mathematicae Applicatae Sinica
1 Kobe Journal of Mathematics
1 Mathematical and Computer Modelling
1 Stochastic Processes and their Applications
1 Stochastics and Stochastics Reports
1 SUT Journal of Mathematics
1 Potential Analysis
1 Applied Mathematics. Series A (Chinese Edition)
1 Applied Mathematics. Series B (English Edition)
1 Filomat
1 Discrete and Continuous Dynamical Systems
1 Electronic Journal of Qualitative Theory of Differential Equations
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Fractional Calculus & Applied Analysis
1 Discrete Dynamics in Nature and Society
1 Methodology and Computing in Applied Probability
1 JIPAM. Journal of Inequalities in Pure & Applied Mathematics
1 Discrete and Continuous Dynamical Systems. Series B
1 Journal of Systems Engineering
1 Journal of Shandong University. Natural Science
1 Mediterranean Journal of Mathematics
1 Journal of Zhejiang University. Science A
1 Communications on Stochastic Analysis
1 Journal of Mathematical Sciences: Advances and Applications
1 Advances in Mathematical Physics
1 Journal of Statistics: Advances in Theory and Applications
1 Theoretical Mathematics and Applications
1 Arabian Journal of Mathematics

Publications by Year

Citations contained in zbMATH

79 Publications have been cited 389 times in 236 Documents Cited by Year
Existence result for fractional neutral stochastic integro-differential equations with infinite delay. Zbl 1232.34107
Cui, Jing; Yan, Litan
43
2011
On the collision local time of sub-fractional Brownian motions. Zbl 1185.60040
Yan, Litan; Shen, Guangjun
22
2010
Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. Zbl 1227.60085
Cui, Jing; Yan, Litan; Sun, Xichao
20
2011
Itô’s formula for a sub-fractional Brownian motion. Zbl 1331.60068
Yan, Litan; Shen, Guangjun; He, Kun
17
2011
On a jump-type stochastic fractional partial differential equation with fractional noises. Zbl 1246.35215
Liu, Junfeng; Yan, Litan; Cang, Yuquan
13
2012
Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\). Zbl 1161.60019
Yan, Litan; Liu, Junfeng; Yang, Xiangfeng
13
2009
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion. Zbl 1296.60143
Liu, Junfeng; Yan, Litan
11
2012
Estimators for the drift of subfractional Brownian motion. Zbl 1291.62081
Shen, Guangjun; Yan, Litan
10
2014
Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps. Zbl 1248.34120
Cui, Jing; Yan, Litan
10
2012
Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions. Zbl 1286.60062
Cui, Jing; Yan, Litan
9
2013
Remarks on an integral functional driven by sub-fractional Brownian motion. Zbl 1237.60030
Shen, Guangjun; Yan, Litan
9
2011
Weak convergence to the fractional Brownian sheet using martingale differences. Zbl 1300.60054
Wang, Zhi; Yan, Litan; Yu, Xianye
7
2014
An approximation to the Rosenblatt process using martingale differences. Zbl 1244.60041
Chen, Chao; Sun, Liya; Yan, Litan
7
2012
Reconstruction of part of a boundary for the Laplace equation by using a regularized method of fundamental solutions. Zbl 1178.65134
Yang, F. L.; Yan, L.; Wei, T.
7
2009
On the collision local time of bifractional Brownian motions. Zbl 1180.60034
Yan, Litan; Liu, Junfeng; Chen, Chao
7
2009
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than \(1/2\). Zbl 1318.60043
Yan, Litan; Liu, Junfeng; Chen, Chao
6
2014
The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083
Yan, Litan; Gao, Bo; Liu, Junfeng
6
2014
An approximation of subfractional Brownian motion. Zbl 1295.60048
Shen, Guangjun; Yan, Litan
6
2014
Smoothness for the collision local times of bifractional Brownian motions. Zbl 1236.60042
Shen, GuangJun; Yan, LiTan
6
2011
\(p\)-variation of an integral functional driven by fractional Brownian motion. Zbl 1140.60317
Yan, Litan; Yang, Xiangfeng; Lu, Yunsheng
6
2008
\(L^p\)-estimates on diffusion processes. Zbl 1064.60173
Yan, Litan; Zhu, Bei
6
2005
Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007
Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan
5
2019
Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068
Yan, Litan; Yu, Xianye
5
2015
Some path properties of weighted-fractional Brownian motion. Zbl 1337.60055
Yan, Litan; Wang, Zhi; Jing, Huiting
5
2014
Weak approximation of the fractional Brownian sheet from random walks. Zbl 1308.60043
Wang, Zhi; Yan, Litan; Yu, Xianye
5
2013
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion. Zbl 1291.60078
Yan, LiTan; He, Kun; Chen, Chao
5
2013
Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion. Zbl 1282.60033
Shen, Guangjun; Yan, Litan; Cui, Jing
5
2013
Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces. Zbl 1296.60166
Cui, Jing; Yan, Litan; Wu, Xiaotai
5
2012
Some remarks on local time-space calculus. Zbl 1131.60052
Yang, Xiangfeng; Yan, Litan
5
2007
Controllability of neutral stochastic evolution equations driven by fractional Brownian motion. Zbl 1389.60077
Cui, Jing; Yan, Litan
4
2017
Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. Zbl 1363.60061
Shen, Guangjun; Yin, Xiuwei; Yan, Litan
4
2016
Solving a nonlinear fractional stochastic partial differential equation with fractional noise. Zbl 1335.60114
Liu, Junfeng; Yan, Litan
4
2016
On a semilinear stochastic partial differential equation with double-parameter fractional noises. Zbl 1323.60086
Liu, Junfeng; Yan, Litan
4
2014
Asymptotic behavior for neutral stochastic partial differential equations with infinite delays. Zbl 1297.93173
Cui, Jing; Yan, Litan
4
2013
Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion. Zbl 1235.62119
Liu, Junfeng; Yan, Litan; Peng, Zhihang; Wang, Deqing
4
2012
Remarks on sub-fractional Bessel processes. Zbl 1249.60076
Shen, Guangjun; Chen, Chao; Yan, Litan
4
2011
A ratio inequality for Bessel processes. Zbl 1126.60317
Yan, Litan; Zhu, Bei
4
2004
Maximal inequalities for a continuous semimartingale. Zbl 1021.60059
Yan, Litan
4
2003
The quadratic covariation for a weighted fractional Brownian motion. Zbl 1374.60071
Sun, Xichao; Yan, Litan; Zhang, Qinghua
3
2017
Asymptotic behavior of the solution of the fractional heat equation. Zbl 1346.60098
Yan, Litan; Yu, Xianye; Sun, Xichao
3
2016
Approximation of the Rosenblatt sheet. Zbl 1346.60022
Shen, Guangjun; Yin, Xiuwei; Yan, Litan
3
2016
Integration with respect to the \(G\)-Brownian local time. Zbl 1310.60068
Yan, Litan; Sun, Xichao; Gao, Bo
3
2015
Hilbert transform of \(G\)-Brownian local time. Zbl 1307.60071
Yan, Litan; Zhang, Qinghua; Gao, Bo
3
2014
Stability of stochastic nonlinear switched systems with average Dwell time. Zbl 1235.93253
Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang
3
2012
Some properties of the fractional Ornstein-Uhlenbeck process. Zbl 1148.60024
Yan, Litan; Lu, Yunsheng; Xu, Zhiqiang
3
2008
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1438.60071
Fei, Chen; Fei, Wei-yin; Yan, Li-tan
2
2019
Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion. Zbl 1418.60083
Li, Zhi; Yan, Litan
2
2019
Controllability of a stochastic functional differential equation driven by a fractional Brownian motion. Zbl 1445.93005
Han, Jingqi; Yan, Litan
2
2018
Stability of delayed Hopfield neural networks under a sublinear expectation framework. Zbl 1390.93838
Li, Yumiao; Yan, Litan
2
2018
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. Zbl 1374.60066
Sun, Xichao; Yan, Litan
2
2018
The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. Zbl 1338.60111
Yan, Litan
2
2016
Existence and stability for stochastic partial differential equations with infinite delay. Zbl 07021966
Cui, Jing; Yan, Litan; Sun, Xichao
2
2014
Power variation of subfractional Brownian motion and application. Zbl 1299.60095
Shen, Guangjun; Yan, Litan; Liu, Junfeng
2
2013
On solutions of neutral stochastic delay Volterra equations with singular kernels. Zbl 1340.60105
Wu, Xiaotai; Yan, Litan
2
2012
On almost automorphic mild solutions for nonautonomous stochastic evolution equations. Zbl 1257.34044
Cui, Jing; Yan, Litan
2
2012
Exponential stability of stochastic differential delay systems with delayed impulse effects. Zbl 1272.82029
Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang
2
2011
The generalized quadratic covariation for a bi-fBm. Zbl 1265.60159
Yan, Litan; Xiang, Jing
2
2011
Remarks on the intersection local time of fractional Brownian motions. Zbl 1225.60062
Chen, Chao; Yan, Litan
2
2011
European call option pricing under a mixed fractional Brownian motion environment. Zbl 1199.91234
Yu, Zheng; Yan, Litan
2
2008
\(L^{p}\) estimates on a time-inhomogeneous diffusion process. Zbl 1110.60074
Yan, Litan; Lu, Ligang; Xu, Zhiqiang
2
2005
On the local times of fractional Ornstein-Uhlenbeck process. Zbl 1102.60035
Yan, Litan; Tian, Ming
2
2005
Maximal inequalities for the iterated fractional integrals. Zbl 1072.60015
Yan, Litan
2
2004
Large deviation principle for a space-time fractional stochastic heat equation with fractional noise. Zbl 1398.60047
Yan, Litan; Yin, Xiuwei
1
2018
Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise. Zbl 1390.60240
Li, Zhi; Yan, Litan; Xu, Liping
1
2018
On a nonlinear stochastic pseudo-differential equation driven by fractional noise. Zbl 1386.60193
Liu, Junfeng; Yan, Litan
1
2018
Weak convergence to a class of multiple stochastic integrals. Zbl 1378.60014
Sun, Xichao; Yan, Litan
1
2017
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. Zbl 1355.60087
Xia, Dengfeng; Yan, Litan
1
2017
Derivative of intersection local time of independent symmetric stable motions. Zbl 1354.60053
Yan, Litan; Yu, Xianye; Chen, Ruqing
1
2017
Temporal variation for fractional heat equations with additive white noise. Zbl 1342.60053
Cui, Jing; Li, Yumiao; Yan, Litan
1
2016
Approximating the Rosenblatt process by multiple Wiener integrals. Zbl 1327.60112
Yan, Litan; Li, Yumiao; Wu, Di
1
2015
Long-memory processes and applications. Zbl 07022276
Ding, Yiming (ed.); Hu, Yaozhong (ed.); Xiao, Weilin (ed.); Yan, Litan (ed.)
1
2014
Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion. Zbl 07095194
Yan, Litan; Zhang, Qinghua
1
2013
Smoothness for the collision local time of two multidimensional bifractional Brownian motions. Zbl 1274.60119
Shen, Guangjun; Yan, Litan; Chen, Chao
1
2012
Exponential stability of impulsive stochastic delay differential systems. Zbl 1235.93252
Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Chen, Liang
1
2012
On the linear fractional self-attracting diffusion. Zbl 1149.60022
Yan, Litan; Sun, Yu; Lu, Yunsheng
1
2008
Iterated integrals with respect to Bessel processes. Zbl 1079.60053
Yan, Litan; Ling, Jingyun
1
2005
Two inequalities for iterated stochastic integrals. Zbl 1048.60043
Yan, Litan
1
2004
Maximal inequalities for CIR processes. Zbl 1056.60080
Yan, Litan; Li, Yingchun
1
2004
Some ratio inequalities for iterated stochastic integrals. Zbl 1035.60041
Yan, Litan
1
2003
Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007
Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan
5
2019
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1438.60071
Fei, Chen; Fei, Wei-yin; Yan, Li-tan
2
2019
Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion. Zbl 1418.60083
Li, Zhi; Yan, Litan
2
2019
Controllability of a stochastic functional differential equation driven by a fractional Brownian motion. Zbl 1445.93005
Han, Jingqi; Yan, Litan
2
2018
Stability of delayed Hopfield neural networks under a sublinear expectation framework. Zbl 1390.93838
Li, Yumiao; Yan, Litan
2
2018
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. Zbl 1374.60066
Sun, Xichao; Yan, Litan
2
2018
Large deviation principle for a space-time fractional stochastic heat equation with fractional noise. Zbl 1398.60047
Yan, Litan; Yin, Xiuwei
1
2018
Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise. Zbl 1390.60240
Li, Zhi; Yan, Litan; Xu, Liping
1
2018
On a nonlinear stochastic pseudo-differential equation driven by fractional noise. Zbl 1386.60193
Liu, Junfeng; Yan, Litan
1
2018
Controllability of neutral stochastic evolution equations driven by fractional Brownian motion. Zbl 1389.60077
Cui, Jing; Yan, Litan
4
2017
The quadratic covariation for a weighted fractional Brownian motion. Zbl 1374.60071
Sun, Xichao; Yan, Litan; Zhang, Qinghua
3
2017
Weak convergence to a class of multiple stochastic integrals. Zbl 1378.60014
Sun, Xichao; Yan, Litan
1
2017
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. Zbl 1355.60087
Xia, Dengfeng; Yan, Litan
1
2017
Derivative of intersection local time of independent symmetric stable motions. Zbl 1354.60053
Yan, Litan; Yu, Xianye; Chen, Ruqing
1
2017
Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. Zbl 1363.60061
Shen, Guangjun; Yin, Xiuwei; Yan, Litan
4
2016
Solving a nonlinear fractional stochastic partial differential equation with fractional noise. Zbl 1335.60114
Liu, Junfeng; Yan, Litan
4
2016
Asymptotic behavior of the solution of the fractional heat equation. Zbl 1346.60098
Yan, Litan; Yu, Xianye; Sun, Xichao
3
2016
Approximation of the Rosenblatt sheet. Zbl 1346.60022
Shen, Guangjun; Yin, Xiuwei; Yan, Litan
3
2016
The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. Zbl 1338.60111
Yan, Litan
2
2016
Temporal variation for fractional heat equations with additive white noise. Zbl 1342.60053
Cui, Jing; Li, Yumiao; Yan, Litan
1
2016
Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068
Yan, Litan; Yu, Xianye
5
2015
Integration with respect to the \(G\)-Brownian local time. Zbl 1310.60068
Yan, Litan; Sun, Xichao; Gao, Bo
3
2015
Approximating the Rosenblatt process by multiple Wiener integrals. Zbl 1327.60112
Yan, Litan; Li, Yumiao; Wu, Di
1
2015
Estimators for the drift of subfractional Brownian motion. Zbl 1291.62081
Shen, Guangjun; Yan, Litan
10
2014
Weak convergence to the fractional Brownian sheet using martingale differences. Zbl 1300.60054
Wang, Zhi; Yan, Litan; Yu, Xianye
7
2014
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than \(1/2\). Zbl 1318.60043
Yan, Litan; Liu, Junfeng; Chen, Chao
6
2014
The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083
Yan, Litan; Gao, Bo; Liu, Junfeng
6
2014
An approximation of subfractional Brownian motion. Zbl 1295.60048
Shen, Guangjun; Yan, Litan
6
2014
Some path properties of weighted-fractional Brownian motion. Zbl 1337.60055
Yan, Litan; Wang, Zhi; Jing, Huiting
5
2014
On a semilinear stochastic partial differential equation with double-parameter fractional noises. Zbl 1323.60086
Liu, Junfeng; Yan, Litan
4
2014
Hilbert transform of \(G\)-Brownian local time. Zbl 1307.60071
Yan, Litan; Zhang, Qinghua; Gao, Bo
3
2014
Existence and stability for stochastic partial differential equations with infinite delay. Zbl 07021966
Cui, Jing; Yan, Litan; Sun, Xichao
2
2014
Long-memory processes and applications. Zbl 07022276
Ding, Yiming (ed.); Hu, Yaozhong (ed.); Xiao, Weilin (ed.); Yan, Litan (ed.)
1
2014
Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions. Zbl 1286.60062
Cui, Jing; Yan, Litan
9
2013
Weak approximation of the fractional Brownian sheet from random walks. Zbl 1308.60043
Wang, Zhi; Yan, Litan; Yu, Xianye
5
2013
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion. Zbl 1291.60078
Yan, LiTan; He, Kun; Chen, Chao
5
2013
Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion. Zbl 1282.60033
Shen, Guangjun; Yan, Litan; Cui, Jing
5
2013
Asymptotic behavior for neutral stochastic partial differential equations with infinite delays. Zbl 1297.93173
Cui, Jing; Yan, Litan
4
2013
Power variation of subfractional Brownian motion and application. Zbl 1299.60095
Shen, Guangjun; Yan, Litan; Liu, Junfeng
2
2013
Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion. Zbl 07095194
Yan, Litan; Zhang, Qinghua
1
2013
On a jump-type stochastic fractional partial differential equation with fractional noises. Zbl 1246.35215
Liu, Junfeng; Yan, Litan; Cang, Yuquan
13
2012
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion. Zbl 1296.60143
Liu, Junfeng; Yan, Litan
11
2012
Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps. Zbl 1248.34120
Cui, Jing; Yan, Litan
10
2012
An approximation to the Rosenblatt process using martingale differences. Zbl 1244.60041
Chen, Chao; Sun, Liya; Yan, Litan
7
2012
Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces. Zbl 1296.60166
Cui, Jing; Yan, Litan; Wu, Xiaotai
5
2012
Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion. Zbl 1235.62119
Liu, Junfeng; Yan, Litan; Peng, Zhihang; Wang, Deqing
4
2012
Stability of stochastic nonlinear switched systems with average Dwell time. Zbl 1235.93253
Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang
3
2012
On solutions of neutral stochastic delay Volterra equations with singular kernels. Zbl 1340.60105
Wu, Xiaotai; Yan, Litan
2
2012
On almost automorphic mild solutions for nonautonomous stochastic evolution equations. Zbl 1257.34044
Cui, Jing; Yan, Litan
2
2012
Smoothness for the collision local time of two multidimensional bifractional Brownian motions. Zbl 1274.60119
Shen, Guangjun; Yan, Litan; Chen, Chao
1
2012
Exponential stability of impulsive stochastic delay differential systems. Zbl 1235.93252
Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Chen, Liang
1
2012
Existence result for fractional neutral stochastic integro-differential equations with infinite delay. Zbl 1232.34107
Cui, Jing; Yan, Litan
43
2011
Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. Zbl 1227.60085
Cui, Jing; Yan, Litan; Sun, Xichao
20
2011
Itô’s formula for a sub-fractional Brownian motion. Zbl 1331.60068
Yan, Litan; Shen, Guangjun; He, Kun
17
2011
Remarks on an integral functional driven by sub-fractional Brownian motion. Zbl 1237.60030
Shen, Guangjun; Yan, Litan
9
2011
Smoothness for the collision local times of bifractional Brownian motions. Zbl 1236.60042
Shen, GuangJun; Yan, LiTan
6
2011
Remarks on sub-fractional Bessel processes. Zbl 1249.60076
Shen, Guangjun; Chen, Chao; Yan, Litan
4
2011
Exponential stability of stochastic differential delay systems with delayed impulse effects. Zbl 1272.82029
Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang
2
2011
The generalized quadratic covariation for a bi-fBm. Zbl 1265.60159
Yan, Litan; Xiang, Jing
2
2011
Remarks on the intersection local time of fractional Brownian motions. Zbl 1225.60062
Chen, Chao; Yan, Litan
2
2011
On the collision local time of sub-fractional Brownian motions. Zbl 1185.60040
Yan, Litan; Shen, Guangjun
22
2010
Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\). Zbl 1161.60019
Yan, Litan; Liu, Junfeng; Yang, Xiangfeng
13
2009
Reconstruction of part of a boundary for the Laplace equation by using a regularized method of fundamental solutions. Zbl 1178.65134
Yang, F. L.; Yan, L.; Wei, T.
7
2009
On the collision local time of bifractional Brownian motions. Zbl 1180.60034
Yan, Litan; Liu, Junfeng; Chen, Chao
7
2009
\(p\)-variation of an integral functional driven by fractional Brownian motion. Zbl 1140.60317
Yan, Litan; Yang, Xiangfeng; Lu, Yunsheng
6
2008
Some properties of the fractional Ornstein-Uhlenbeck process. Zbl 1148.60024
Yan, Litan; Lu, Yunsheng; Xu, Zhiqiang
3
2008
European call option pricing under a mixed fractional Brownian motion environment. Zbl 1199.91234
Yu, Zheng; Yan, Litan
2
2008
On the linear fractional self-attracting diffusion. Zbl 1149.60022
Yan, Litan; Sun, Yu; Lu, Yunsheng
1
2008
Some remarks on local time-space calculus. Zbl 1131.60052
Yang, Xiangfeng; Yan, Litan
5
2007
\(L^p\)-estimates on diffusion processes. Zbl 1064.60173
Yan, Litan; Zhu, Bei
6
2005
\(L^{p}\) estimates on a time-inhomogeneous diffusion process. Zbl 1110.60074
Yan, Litan; Lu, Ligang; Xu, Zhiqiang
2
2005
On the local times of fractional Ornstein-Uhlenbeck process. Zbl 1102.60035
Yan, Litan; Tian, Ming
2
2005
Iterated integrals with respect to Bessel processes. Zbl 1079.60053
Yan, Litan; Ling, Jingyun
1
2005
A ratio inequality for Bessel processes. Zbl 1126.60317
Yan, Litan; Zhu, Bei
4
2004
Maximal inequalities for the iterated fractional integrals. Zbl 1072.60015
Yan, Litan
2
2004
Two inequalities for iterated stochastic integrals. Zbl 1048.60043
Yan, Litan
1
2004
Maximal inequalities for CIR processes. Zbl 1056.60080
Yan, Litan; Li, Yingchun
1
2004
Maximal inequalities for a continuous semimartingale. Zbl 1021.60059
Yan, Litan
4
2003
Some ratio inequalities for iterated stochastic integrals. Zbl 1035.60041
Yan, Litan
1
2003
all top 5

Cited by 321 Authors

47 Yan, Litan
22 Shen, Guangjun
17 Liu, Junfeng
10 Ren, Yong
10 Sakthivel, Rathinasamy
10 Sun, Xichao
7 Prakasa Rao, B. L. S.
7 Yu, Xianye
6 Cui, Jing
6 Diop, Mamadou Abdoul
6 Li, Zhi
6 Wang, Zhi
5 Cang, Yuquan
5 Chen, Chao
5 Muthukumar, Palanisamy
5 Revathi, P.
5 Yan, Zuomao
4 Arthi, Ganesan
4 Balasubramaniam, Pagavathigounder
4 Chen, Pengyu
4 Fei, Weiyin
4 Li, Yongxiang
4 Li, Yumiao
4 Mao, Xuerong
4 Marin, Liviu
4 Park, Juhyun (Jessie)
4 Yin, Xiuwei
4 Yu, Qian
3 Anthoni, Selvaraj Marshal
3 Chadha, Alka
3 Fei, Chen
3 Guendouzi, Toufik
3 He, Kun
3 Hu, Liangjian
3 Jia, Chen
3 Karageorghis, Andreas
3 Lesnic, Daniel
3 Luo, Jiaowan
3 Ogouyandjou, Carlos
3 Rajivganthi, Chinnathambi
3 Thiagu, Krishnan
3 Wang, Qingbo
3 Xia, Dengfeng
3 Zhang, Xuping
3 Zhu, Dongjin
2 Abouagwa, Mahmoud
2 Băleanu, Dumitru I.
2 Bojdecki, Tomasz
2 Bora, Swaroop Nandan
2 Chen, Guiling
2 Chen, Qin
2 Ding, Yongsheng
2 Ezzinbi, Khalil
2 Farahi, Souad
2 Gao, Bo
2 Hao, Kuangrong
2 Huan, Diem Dang
2 Jia, Xiumei
2 Jiang, Feng
2 Jung, Paul H.
2 Kuang, Nenghui
2 Lee, Chihoon
2 Li, Kexue
2 Li, Mengyu
2 Ling, Leevan
2 Liu, Bingquan
2 Mao, Jianzhong
2 Markowsky, Greg T.
2 Peng, Zhihang
2 Sang, Liheng
2 Shi, Qun
2 Shu, Xiaobao
2 Talarczyk, Anna
2 Tang, Donglei
2 Tudor, Ciprian A.
2 Wang, Tong
2 Wang, Yejuan
2 Xu, Liping
2 Yang, Fenglian
2 Yang, Hua
2 Yang, Xiaoyuan
2 Zene, Mahamat Mahamat
2 Zhang, Lei
2 Zhang, Wenbing
2 Zhu, Bei
1 Ahmadian, Ali
1 Ahmed, Hamdy M.
1 Ait Ouahra, Mohamed
1 Allognissode, Fulbert Kuessi
1 Amiri, H. R.
1 Amoussou, Amour Toffodji Gbaguidi
1 Andreou, Elena
1 Annamalai, Anguraj
1 Árciga-Alejandre, Martín P.
1 Ariza Hernandez, Francisco J.
1 Arumugam, Vinodkumar
1 Asogwa, Sunday A.
1 Bahuguna, Dhirendra
1 Baisad, Kanokrat
1 Bajja, Salwa
...and 221 more Authors
all top 5

Cited in 98 Serials

16 Advances in Difference Equations
12 Statistics & Probability Letters
11 Stochastic Analysis and Applications
9 Journal of Theoretical Probability
8 Applied Mathematics and Computation
8 Communications in Statistics. Theory and Methods
8 Abstract and Applied Analysis
6 Journal of Mathematical Analysis and Applications
5 Mathematical Problems in Engineering
5 Fractional Calculus & Applied Analysis
4 Mathematical Methods in the Applied Sciences
4 Collectanea Mathematica
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Stochastic Processes and their Applications
4 Random Operators and Stochastic Equations
4 Journal of Inequalities and Applications
4 Stochastics and Dynamics
4 Frontiers of Mathematics in China
3 Discrete and Continuous Dynamical Systems. Series B
3 Mediterranean Journal of Mathematics
3 Boundary Value Problems
3 Journal of the Korean Statistical Society
3 Advances in Mathematical Physics
3 Science China. Mathematics
2 Advances in Applied Probability
2 Applicable Analysis
2 International Journal of Control
2 Journal of the Franklin Institute
2 Journal of Mathematical Physics
2 Journal of Differential Equations
2 Journal of Statistical Planning and Inference
2 Results in Mathematics
2 Optimal Control Applications & Methods
2 Systems & Control Letters
2 Potential Analysis
2 Complexity
2 Engineering Analysis with Boundary Elements
2 Acta Mathematica Sinica. English Series
2 Journal of Dynamical and Control Systems
2 Qualitative Theory of Dynamical Systems
2 Nonlinear Analysis. Modelling and Control
2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
2 Stochastics
2 Inverse Problems in Science and Engineering
2 Journal of Fixed Point Theory and Applications
2 Asian Journal of Control
2 Electronic Journal of Mathematical Analysis and Applications EJMAA
2 Journal of Function Spaces
1 Computers & Mathematics with Applications
1 International Journal of Heat and Mass Transfer
1 Journal of Computational Physics
1 Lithuanian Mathematical Journal
1 Physica A
1 Transport Theory and Statistical Physics
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Applied Mathematics and Optimization
1 Automatica
1 Czechoslovak Mathematical Journal
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Mathematische Zeitschrift
1 Proceedings of the American Mathematical Society
1 Semigroup Forum
1 Bulletin of the Korean Mathematical Society
1 Circuits, Systems, and Signal Processing
1 Applied Numerical Mathematics
1 Applied Mathematics Letters
1 Neural Networks
1 Applications of Mathematics
1 International Journal of Robust and Nonlinear Control
1 Applied Mathematics. Series B (English Edition)
1 Statistical Papers
1 NoDEA. Nonlinear Differential Equations and Applications
1 Mathematics and Mechanics of Solids
1 Differential Equations and Dynamical Systems
1 Nonlinear Dynamics
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Chaos
1 Discrete Dynamics in Nature and Society
1 Communications in Nonlinear Science and Numerical Simulation
1 Probability in the Engineering and Informational Sciences
1 Methodology and Computing in Applied Probability
1 Econometric Theory
1 Brazilian Journal of Probability and Statistics
1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis
1 Communications on Pure and Applied Analysis
1 Journal of Zhejiang University. Science A
1 Applications and Applied Mathematics
1 Journal of Mathematical Inequalities
1 Journal of Nonlinear Science and Applications
1 Algorithms
1 Afrika Matematika
1 S\(\vec{\text{e}}\)MA Journal
1 Journal of Applied Analysis and Computation
1 Mathematical Sciences
1 Chinese Journal of Mathematics
1 International Journal of Systems Science. Principles and Applications of Systems and Integration

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