Edit Profile (opens in new tab) Yan, Litan Co-Author Distance Author ID: yan.litan Published as: Yan, Litan; Yan, LiTan; Yan, Li-tan more...less External Links: ResearchGate · dblp Documents Indexed: 169 Publications since 2000, including 1 Additional arXiv Preprint Co-Authors: 86 Co-Authors with 157 Joint Publications 2,952 Co-Co-Authors all top 5 Co-Authors 12 single-authored 17 Shen, Guangjun 17 Sun, Xichao 13 Liu, Junfeng 12 Cui, Jing 12 Li, Zhi 12 Yu, Xianye 9 Chen, Chao 8 Yin, Xiuwei 7 Fei, Weiyin 7 Wang, Zhi 7 Xu, Liping 6 Fei, Chen 6 Li, Yumiao 6 Wu, Xiaotai 5 He, Kun 5 Xia, Dengfeng 4 Han, Jingqi 4 Jing, Huiting 4 Mao, Xuerong 4 Xia, Xiaoyu 4 Zhang, Qinghua 3 Gao, Bo 3 Ge, Yong 3 Lu, Yunsheng 3 Pei, Wenyi 3 Yang, Xiangfeng 3 Zhang, Wenbing 2 Gao, Lili 2 Guo, Ying 2 Kazamaki, Norihiko 2 Lu, Ligang 2 Shen, Mingxuan 2 Sun, Liya 2 Sun, Yu 2 Tang, Yang 2 Wu, Di 2 Xu, Zhiqiang 2 Zhu, Bei 1 Bian, Chong 1 Cang, Yuquan 1 Chen, Liang 1 Chen, Ruqing 1 Chen, Shanmin 1 Chen, Zhenlong 1 Deng, Yanlian 1 Du, Hongjun 1 Fan, Chengnian 1 Fang, Yuan 1 Gan, Yaohong 1 Gao, Han 1 Gong, Tianshan 1 Hu, Yaozhong 1 Ju, Cheng 1 Li, Chengcheng 1 Li, Hongwei 1 Li, Shujing 1 Li, Yingchun 1 Ling, Jingyun 1 Lu, Xiaoping 1 Niu, Xian 1 Pan, Yurong 1 Peng, Yarong 1 Peng, Zhihang 1 Qi, Hongsheng 1 Qi, Letian 1 Qu, Haiqing 1 Shen, Leyi 1 Shen, Zumei 1 Sheng, Jie 1 Tang, Donglei 1 Tang, Wei 1 Tian, Ming 1 Wang, Deqing 1 Xi, Yuejuan 1 Xia, Fuquan 1 Xiang, Jing 1 Xiang, Lichi 1 Xu, Jing 1 Xue, Dawei 1 Yang, Qing 1 Yoshida, Norio 1 Yu, Zheng 1 Zhang, Bing 1 Zhang, Zhenzhong 1 Zhou, Xianghui 1 Zhu, Jianhui all top 5 Serials 15 Statistics & Probability Letters 7 Stochastics 7 Journal of Suzhou University of Science and Technology. Natural Science Edition 6 Journal of Natural Science of Heilongjiang University 6 Communications in Statistics. Theory and Methods 6 Acta Mathematica Scientia. Series B. (English Edition) 5 Journal of Theoretical Probability 5 Abstract and Applied Analysis 5 Stochastics and Dynamics 5 Journal of the Korean Statistical Society 4 Mathematics Journal of Toyama University 4 Electronic Communications in Probability 4 Advances in Difference Equations 4 Journal of Applied Analysis and Computation 3 Journal of Mathematical Analysis and Applications 3 Mathematical Problems in Engineering 3 Journal of Inequalities and Applications 3 Journal of University of Science and Technology of Suzhou. Natural Science Edition 3 Boundary Value Problems 3 Frontiers of Mathematics in China 3 Journal of Physics A: Mathematical and Theoretical 3 Nonlinear Analysis. Hybrid Systems 3 Science China. Mathematics 2 Applicable Analysis 2 Journal of the Franklin Institute 2 Journal of Mathematical Physics 2 Letters in Mathematical Physics 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Interdisciplinary Information Sciences (IIS) 2 Discrete and Continuous Dynamical Systems. Series B 2 Acta Mathematica Scientia. Series A. (Chinese Edition) 2 Scientia Sinica. Mathematica 1 Indian Journal of Pure & Applied Mathematics 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 Systems & Control Letters 1 Acta Mathematicae Applicatae Sinica 1 Kobe Journal of Mathematics 1 Chinese Journal of Applied Probability and Statistics 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 Mathematical Inequalities & Applications 1 Electronic Journal of Qualitative Theory of Differential Equations 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 Journal of Systems Engineering 1 Journal of Shandong University. Natural Science 1 Mediterranean Journal of Mathematics 1 Journal of Zhejiang University. Science A 1 Journal of Mathematical Inequalities 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 all top 5 Fields 157 Probability theory and stochastic processes (60-XX) 17 Systems theory; control (93-XX) 14 Ordinary differential equations (34-XX) 14 Partial differential equations (35-XX) 14 Statistics (62-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 2 Real functions (26-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 107 Publications have been cited 708 times in 455 Documents Cited by ▼ Year ▼ Existence result for fractional neutral stochastic integro-differential equations with infinite delay. Zbl 1232.34107 Cui, Jing; Yan, Litan 68 2011 Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan 36 2020 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. Zbl 1227.60085 Cui, Jing; Yan, Litan; Sun, Xichao 31 2011 On the collision local time of sub-fractional Brownian motions. Zbl 1185.60040 Yan, Litan; Shen, Guangjun 28 2010 Itô’s formula for a sub-fractional Brownian motion. Zbl 1331.60068 Yan, Litan; Shen, Guangjun; He, Kun 26 2011 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007 Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan 18 2019 Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\). Zbl 1161.60019 Yan, Litan; Liu, Junfeng; Yang, Xiangfeng 18 2009 Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion. Zbl 1418.60083 Li, Zhi; Yan, Litan 17 2019 Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps. Zbl 1248.34120 Cui, Jing; Yan, Litan 16 2012 On a jump-type stochastic fractional partial differential equation with fractional noises. Zbl 1246.35215 Liu, Junfeng; Yan, Litan; Cang, Yuquan 15 2012 Estimators for the drift of subfractional Brownian motion. Zbl 1291.62081 Shen, Guangjun; Yan, Litan 14 2014 Controllability of neutral stochastic evolution equations driven by fractional Brownian motion. Zbl 1389.60077 Cui, Jing; Yan, Litan 13 2017 Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion. Zbl 1296.60143 Liu, Junfeng; Yan, Litan 12 2012 Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068 Yan, Litan; Yu, Xianye 12 2015 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 11 2019 Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions. Zbl 1286.60062 Cui, Jing; Yan, Litan 10 2013 An approximation of subfractional Brownian motion. Zbl 1295.60048 Shen, Guangjun; Yan, Litan 10 2014 The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083 Yan, Litan; Gao, Bo; Liu, Junfeng 10 2014 Remarks on an integral functional driven by sub-fractional Brownian motion. Zbl 1237.60030 Shen, Guangjun; Yan, Litan 10 2011 \(p\)-variation of an integral functional driven by fractional Brownian motion. Zbl 1140.60317 Yan, Litan; Yang, Xiangfeng; Lu, Yunsheng 10 2008 Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. Zbl 1363.60061 Shen, Guangjun; Yin, Xiuwei; Yan, Litan 9 2016 The generalized quadratic covariation for fractional Brownian motion with Hurst index less than \(1/2\). Zbl 1318.60043 Yan, Litan; Liu, Junfeng; Chen, Chao 9 2014 Weak convergence to the fractional Brownian sheet using martingale differences. Zbl 1300.60054 Wang, Zhi; Yan, Litan; Yu, Xianye 8 2014 Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces. Zbl 1296.60166 Cui, Jing; Yan, Litan; Wu, Xiaotai 8 2012 On the collision local time of bifractional Brownian motions. Zbl 1180.60034 Yan, Litan; Liu, Junfeng; Chen, Chao 8 2009 Solving a nonlinear fractional stochastic partial differential equation with fractional noise. Zbl 1335.60114 Liu, Junfeng; Yan, Litan 8 2016 Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1491.93100 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Yan, Litan 8 2022 Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Zbl 1404.60095 Yan, Litan; Yin, Xiuwei 7 2019 Asymptotic behavior for neutral stochastic partial differential equations with infinite delays. Zbl 1297.93173 Cui, Jing; Yan, Litan 7 2013 \(L^p\)-estimates on diffusion processes. Zbl 1064.60173 Yan, Litan; Zhu, Bei 7 2005 Remarks on sub-fractional Bessel processes. Zbl 1249.60076 Shen, Guangjun; Chen, Chao; Yan, Litan 7 2011 An approximation to the Rosenblatt process using martingale differences. Zbl 1244.60041 Chen, Chao; Sun, Liya; Yan, Litan 7 2012 Smoothness for the collision local times of bifractional Brownian motions. Zbl 1236.60042 Shen, GuangJun; Yan, LiTan 7 2011 On the linear fractional self-attracting diffusion. Zbl 1149.60022 Yan, Litan; Sun, Yu; Lu, Yunsheng 7 2008 Stability of delayed Hopfield neural networks under a sublinear expectation framework. Zbl 1390.93838 Li, Yumiao; Yan, Litan 6 2018 On a semilinear stochastic partial differential equation with double-parameter fractional noises. Zbl 1323.60086 Liu, Junfeng; Yan, Litan 6 2014 Exponential stability of SDEs driven by fBm with Markovian switching. Zbl 1422.60108 Yan, Litan; Pei, Wenyi; Zhang, Zhenzhong 6 2019 The generalized Bouleau-Yor identity for a sub-fractional Brownian motion. Zbl 1291.60078 Yan, LiTan; He, Kun; Chen, Chao 6 2013 Controllability of a stochastic functional differential equation driven by a fractional Brownian motion. Zbl 1445.93005 Han, Jingqi; Yan, Litan 6 2018 Weak approximation of the fractional Brownian sheet from random walks. Zbl 1308.60043 Wang, Zhi; Yan, Litan; Yu, Xianye 6 2013 Exponential stability of stochastic differential delay systems with delayed impulse effects. Zbl 1272.82029 Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 6 2011 Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion. Zbl 1282.60033 Shen, Guangjun; Yan, Litan; Cui, Jing 6 2013 Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations. Zbl 1459.60122 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Shen, Mingxuan; Yan, Litan 6 2019 Some path properties of weighted-fractional Brownian motion. Zbl 1337.60055 Yan, Litan; Wang, Zhi; Jing, Huiting 6 2014 Remarks on the intersection local time of fractional Brownian motions. Zbl 1225.60062 Chen, Chao; Yan, Litan 6 2011 Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion. Zbl 1499.62092 Gan, Yaohong; Yan, Litan 5 2018 The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. Zbl 1338.60111 Yan, Litan 5 2016 Stability of stochastic nonlinear switched systems with average Dwell time. Zbl 1235.93253 Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 5 2012 Some remarks on local time-space calculus. Zbl 1131.60052 Yang, Xiangfeng; Yan, Litan 5 2007 A ratio inequality for Bessel processes. Zbl 1126.60317 Yan, Litan; Zhu, Bei 5 2004 Asymptotic behavior of the solution of the fractional heat equation. Zbl 1346.60098 Yan, Litan; Yu, Xianye; Sun, Xichao 4 2016 Maximal inequalities for a continuous semimartingale. Zbl 1021.60059 Yan, Litan 4 2003 Derivative of intersection local time of independent symmetric stable motions. Zbl 1354.60053 Yan, Litan; Yu, Xianye; Chen, Ruqing 4 2017 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 On a nonlinear stochastic pseudo-differential equation driven by fractional noise. Zbl 1386.60193 Liu, Junfeng; Yan, Litan 4 2018 Some properties of the fractional Ornstein-Uhlenbeck process. Zbl 1148.60024 Yan, Litan; Lu, Yunsheng; Xu, Zhiqiang 4 2008 On solutions of neutral stochastic delay Volterra equations with singular kernels. Zbl 1340.60105 Wu, Xiaotai; Yan, Litan 3 2012 Bismut formula for a stochastic heat equation with fractional noise. Zbl 1406.60097 Yan, Litan; Yin, Xiuwei 3 2018 Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. Zbl 1374.60066 Sun, Xichao; Yan, Litan 3 2018 Existence and stability for stochastic partial differential equations with infinite delay. Zbl 1469.60203 Cui, Jing; Yan, Litan; Sun, Xichao 3 2014 Harnack inequality and derivative formula for stochastic heat equation with fractional noise. Zbl 1394.60073 Yan, Litan; Yin, Xiuwei 3 2018 The quadratic covariation for a weighted fractional Brownian motion. Zbl 1374.60071 Sun, Xichao; Yan, Litan; Zhang, Qinghua 3 2017 Large deviation principle for a space-time fractional stochastic heat equation with fractional noise. Zbl 1398.60047 Yan, Litan; Yin, Xiuwei 3 2018 Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion. Zbl 1470.60169 Yan, Litan; Zhang, Qinghua 3 2013 Power variation of subfractional Brownian motion and application. Zbl 1299.60095 Shen, Guangjun; Yan, Litan; Liu, Junfeng 3 2013 Hilbert transform of \(G\)-Brownian local time. Zbl 1307.60071 Yan, Litan; Zhang, Qinghua; Gao, Bo 3 2014 Integration with respect to the \(G\)-Brownian local time. Zbl 1310.60068 Yan, Litan; Sun, Xichao; Gao, Bo 3 2015 On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. Zbl 1355.60087 Xia, Dengfeng; Yan, Litan 3 2017 On the local times of fractional Ornstein-Uhlenbeck process. Zbl 1102.60035 Yan, Litan; Tian, Ming 3 2005 On almost automorphic mild solutions for nonautonomous stochastic evolution equations. Zbl 1257.34044 Cui, Jing; Yan, Litan 3 2012 Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion. Zbl 1447.60114 Li, Zhi; Yan, Litan 3 2019 Approximation of the Rosenblatt sheet. Zbl 1346.60022 Shen, Guangjun; Yin, Xiuwei; Yan, Litan 3 2016 Asymptotic behaviour on the linear self-interacting diffusion driven by \(\alpha\)-stable motion. Zbl 1496.60051 Sun, Xichao; Yan, Litan 3 2021 Harnack inequalities for SDEs driven by subordinator fractional Brownian motion. Zbl 1390.60215 Li, Zhi; Yan, Litan 2 2018 Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise. Zbl 1390.60240 Li, Zhi; Yan, Litan; Xu, Liping 2 2018 On random periodic solution to a neutral stochastic functional differential equation. Zbl 1427.34107 Gao, Lili; Yan, Litan 2 2018 An integral functional driven by fractional Brownian motion. Zbl 1415.60037 Sun, Xichao; Yan, Litan; Yu, Xianye 2 2019 Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process. Zbl 1426.35233 Xia, Dengfeng; Yan, Litan; Fei, Weiyin 2 2017 Stochastic Volterra equation driven by Wiener process and fractional Brownian motion. Zbl 1308.60083 Wang, Zhi; Yan, Litan 2 2013 Approximating the Rosenblatt process by multiple Wiener integrals. Zbl 1327.60112 Yan, Litan; Li, Yumiao; Wu, Di 2 2015 Maximal inequalities for the iterated fractional integrals. Zbl 1072.60015 Yan, Litan 2 2004 Maximal inequalities for CIR processes. Zbl 1056.60080 Yan, Litan; Li, Yingchun 2 2004 Rough path analysis for local time of \(G\)-Brownian motion. Zbl 1444.60089 Yan, Litan; Li, Yumiao; He, Kun 2 2020 European call option pricing under a mixed fractional Brownian motion environment. Zbl 1199.91234 Yu, Zheng; Yan, Litan 2 2008 A central limit theorem associated with sub-fractional Brownian motion and an application. Zbl 1499.60069 Sun, Xichao; Yan, Litan 2 2017 On a semilinear double fractional heat equation driven by fractional Brownian sheet. Zbl 1456.60163 Xia, Dengfeng; Yan, Litan; Yin, Xiuwei 2 2018 Exponential stability of impulsive stochastic delay differential systems. Zbl 1235.93252 Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Chen, Liang 2 2012 The generalized quadratic covariation for a bi-fBm. Zbl 1265.60159 Yan, Litan; Xiang, Jing 2 2011 Entrepreneur’s investment-consumption and hedging under inflation risk. Zbl 1449.91119 Fei, Chen; Du, Hongjun; Fei, Weiyin; Yan, Litan 2 2019 Weak convergence to a class of multiple stochastic integrals. Zbl 1378.60014 Sun, Xichao; Yan, Litan 1 2017 Temporal variation for fractional heat equations with additive white noise. Zbl 1342.60053 Cui, Jing; Li, Yumiao; Yan, Litan 1 2016 Weak solutions for stochastic differential equations with additive fractional noise. Zbl 1415.60076 Li, Zhi; Xu, Liping; Yan, Litan 1 2019 Approximation of the Rosenblatt process by semimartingales. Zbl 1368.60041 Yan, Litan; Li, Yumiao; Wu, Di 1 2017 Some properties of the solution to fractional heat equation with a fractional Brownian noise. Zbl 1422.35180 Xia, Dengfeng; Yan, Litan 1 2017 Controllability of fractional neutral stochastic integro-differential systems with infinite delay. Zbl 1296.93020 Sun, Xichao; Yan, Litan; Cui, Jing 1 2013 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 Solving a stochastic heat equation driven by a bi-fractional noise. Zbl 1338.60109 Yu, Xianye; Sun, Xichao; Yan, Litan 1 2016 Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion. Zbl 1509.60117 Li, Zhi; Yan, Litan; Xu, Liping 1 2021 A time fractional functional differential equation driven by the fractional Brownian motion. Zbl 1459.60086 Han, Jingqi; Yan, Litan 1 2019 Local well-posedness for 2D stochastic tropical climate model. Zbl 1511.86002 Yin, Xiuwei; Yan, Litan 1 2023 Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1491.93100 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Yan, Litan 8 2022 The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications. Zbl 1507.60050 Sun, Xichao; Yan, Litan; Ge, Yong 1 2022 Asymptotic behaviour on the linear self-interacting diffusion driven by \(\alpha\)-stable motion. Zbl 1496.60051 Sun, Xichao; Yan, Litan 3 2021 Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion. Zbl 1509.60117 Li, Zhi; Yan, Litan; Xu, Liping 1 2021 Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan 36 2020 Rough path analysis for local time of \(G\)-Brownian motion. Zbl 1444.60089 Yan, Litan; Li, Yumiao; He, Kun 2 2020 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007 Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan 18 2019 Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion. Zbl 1418.60083 Li, Zhi; Yan, Litan 17 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 11 2019 Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Zbl 1404.60095 Yan, Litan; Yin, Xiuwei 7 2019 Exponential stability of SDEs driven by fBm with Markovian switching. Zbl 1422.60108 Yan, Litan; Pei, Wenyi; Zhang, Zhenzhong 6 2019 Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations. Zbl 1459.60122 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Shen, Mingxuan; Yan, Litan 6 2019 Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion. Zbl 1447.60114 Li, Zhi; Yan, Litan 3 2019 An integral functional driven by fractional Brownian motion. Zbl 1415.60037 Sun, Xichao; Yan, Litan; Yu, Xianye 2 2019 Entrepreneur’s investment-consumption and hedging under inflation risk. Zbl 1449.91119 Fei, Chen; Du, Hongjun; Fei, Weiyin; Yan, Litan 2 2019 Weak solutions for stochastic differential equations with additive fractional noise. Zbl 1415.60076 Li, Zhi; Xu, Liping; Yan, Litan 1 2019 A time fractional functional differential equation driven by the fractional Brownian motion. Zbl 1459.60086 Han, Jingqi; Yan, Litan 1 2019 The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift. Zbl 1447.60085 Pan, Yurong; Yan, Litan 1 2019 Stability of delayed Hopfield neural networks under a sublinear expectation framework. Zbl 1390.93838 Li, Yumiao; Yan, Litan 6 2018 Controllability of a stochastic functional differential equation driven by a fractional Brownian motion. Zbl 1445.93005 Han, Jingqi; Yan, Litan 6 2018 Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion. Zbl 1499.62092 Gan, Yaohong; Yan, Litan 5 2018 On a nonlinear stochastic pseudo-differential equation driven by fractional noise. Zbl 1386.60193 Liu, Junfeng; Yan, Litan 4 2018 Bismut formula for a stochastic heat equation with fractional noise. Zbl 1406.60097 Yan, Litan; Yin, Xiuwei 3 2018 Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. Zbl 1374.60066 Sun, Xichao; Yan, Litan 3 2018 Harnack inequality and derivative formula for stochastic heat equation with fractional noise. Zbl 1394.60073 Yan, Litan; Yin, Xiuwei 3 2018 Large deviation principle for a space-time fractional stochastic heat equation with fractional noise. Zbl 1398.60047 Yan, Litan; Yin, Xiuwei 3 2018 Harnack inequalities for SDEs driven by subordinator fractional Brownian motion. Zbl 1390.60215 Li, Zhi; Yan, Litan 2 2018 Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise. Zbl 1390.60240 Li, Zhi; Yan, Litan; Xu, Liping 2 2018 On random periodic solution to a neutral stochastic functional differential equation. Zbl 1427.34107 Gao, Lili; Yan, Litan 2 2018 On a semilinear double fractional heat equation driven by fractional Brownian sheet. Zbl 1456.60163 Xia, Dengfeng; Yan, Litan; Yin, Xiuwei 2 2018 Controllability of neutral stochastic evolution equations driven by fractional Brownian motion. Zbl 1389.60077 Cui, Jing; Yan, Litan 13 2017 Derivative of intersection local time of independent symmetric stable motions. Zbl 1354.60053 Yan, Litan; Yu, Xianye; Chen, Ruqing 4 2017 The quadratic covariation for a weighted fractional Brownian motion. Zbl 1374.60071 Sun, Xichao; Yan, Litan; Zhang, Qinghua 3 2017 On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. Zbl 1355.60087 Xia, Dengfeng; Yan, Litan 3 2017 Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process. Zbl 1426.35233 Xia, Dengfeng; Yan, Litan; Fei, Weiyin 2 2017 A central limit theorem associated with sub-fractional Brownian motion and an application. Zbl 1499.60069 Sun, Xichao; Yan, Litan 2 2017 Weak convergence to a class of multiple stochastic integrals. Zbl 1378.60014 Sun, Xichao; Yan, Litan 1 2017 Approximation of the Rosenblatt process by semimartingales. Zbl 1368.60041 Yan, Litan; Li, Yumiao; Wu, Di 1 2017 Some properties of the solution to fractional heat equation with a fractional Brownian noise. Zbl 1422.35180 Xia, Dengfeng; Yan, Litan 1 2017 On \(L_p\)-solution of fractional heat equation driven by fractional Brownian motion. Zbl 1474.60169 Yan, Litan; Yu, Xianye 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 9 2016 Solving a nonlinear fractional stochastic partial differential equation with fractional noise. Zbl 1335.60114 Liu, Junfeng; Yan, Litan 8 2016 The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. Zbl 1338.60111 Yan, Litan 5 2016 Asymptotic behavior of the solution of the fractional heat equation. Zbl 1346.60098 Yan, Litan; Yu, Xianye; Sun, Xichao 4 2016 Approximation of the Rosenblatt sheet. Zbl 1346.60022 Shen, Guangjun; Yin, Xiuwei; Yan, Litan 3 2016 Temporal variation for fractional heat equations with additive white noise. Zbl 1342.60053 Cui, Jing; Li, Yumiao; Yan, Litan 1 2016 Solving a stochastic heat equation driven by a bi-fractional noise. Zbl 1338.60109 Yu, Xianye; Sun, Xichao; Yan, Litan 1 2016 Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068 Yan, Litan; Yu, Xianye 12 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 2 2015 Estimators for the drift of subfractional Brownian motion. Zbl 1291.62081 Shen, Guangjun; Yan, Litan 14 2014 An approximation of subfractional Brownian motion. Zbl 1295.60048 Shen, Guangjun; Yan, Litan 10 2014 The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083 Yan, Litan; Gao, Bo; Liu, Junfeng 10 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 9 2014 Weak convergence to the fractional Brownian sheet using martingale differences. Zbl 1300.60054 Wang, Zhi; Yan, Litan; Yu, Xianye 8 2014 On a semilinear stochastic partial differential equation with double-parameter fractional noises. Zbl 1323.60086 Liu, Junfeng; Yan, Litan 6 2014 Some path properties of weighted-fractional Brownian motion. Zbl 1337.60055 Yan, Litan; Wang, Zhi; Jing, Huiting 6 2014 Existence and stability for stochastic partial differential equations with infinite delay. Zbl 1469.60203 Cui, Jing; Yan, Litan; Sun, Xichao 3 2014 Hilbert transform of \(G\)-Brownian local time. Zbl 1307.60071 Yan, Litan; Zhang, Qinghua; Gao, Bo 3 2014 Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions. Zbl 1286.60062 Cui, Jing; Yan, Litan 10 2013 Asymptotic behavior for neutral stochastic partial differential equations with infinite delays. Zbl 1297.93173 Cui, Jing; Yan, Litan 7 2013 The generalized Bouleau-Yor identity for a sub-fractional Brownian motion. Zbl 1291.60078 Yan, LiTan; He, Kun; Chen, Chao 6 2013 Weak approximation of the fractional Brownian sheet from random walks. Zbl 1308.60043 Wang, Zhi; Yan, Litan; Yu, Xianye 6 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 6 2013 Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion. Zbl 1470.60169 Yan, Litan; Zhang, Qinghua 3 2013 Power variation of subfractional Brownian motion and application. Zbl 1299.60095 Shen, Guangjun; Yan, Litan; Liu, Junfeng 3 2013 Stochastic Volterra equation driven by Wiener process and fractional Brownian motion. Zbl 1308.60083 Wang, Zhi; Yan, Litan 2 2013 Controllability of fractional neutral stochastic integro-differential systems with infinite delay. Zbl 1296.93020 Sun, Xichao; Yan, Litan; Cui, Jing 1 2013 Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps. Zbl 1248.34120 Cui, Jing; Yan, Litan 16 2012 On a jump-type stochastic fractional partial differential equation with fractional noises. Zbl 1246.35215 Liu, Junfeng; Yan, Litan; Cang, Yuquan 15 2012 Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion. Zbl 1296.60143 Liu, Junfeng; Yan, Litan 12 2012 Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces. Zbl 1296.60166 Cui, Jing; Yan, Litan; Wu, Xiaotai 8 2012 An approximation to the Rosenblatt process using martingale differences. Zbl 1244.60041 Chen, Chao; Sun, Liya; Yan, Litan 7 2012 Stability of stochastic nonlinear switched systems with average Dwell time. Zbl 1235.93253 Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 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 On solutions of neutral stochastic delay Volterra equations with singular kernels. Zbl 1340.60105 Wu, Xiaotai; Yan, Litan 3 2012 On almost automorphic mild solutions for nonautonomous stochastic evolution equations. Zbl 1257.34044 Cui, Jing; Yan, Litan 3 2012 Exponential stability of impulsive stochastic delay differential systems. Zbl 1235.93252 Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Chen, Liang 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 Existence result for fractional neutral stochastic integro-differential equations with infinite delay. Zbl 1232.34107 Cui, Jing; Yan, Litan 68 2011 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. Zbl 1227.60085 Cui, Jing; Yan, Litan; Sun, Xichao 31 2011 Itô’s formula for a sub-fractional Brownian motion. Zbl 1331.60068 Yan, Litan; Shen, Guangjun; He, Kun 26 2011 Remarks on an integral functional driven by sub-fractional Brownian motion. Zbl 1237.60030 Shen, Guangjun; Yan, Litan 10 2011 Remarks on sub-fractional Bessel processes. Zbl 1249.60076 Shen, Guangjun; Chen, Chao; Yan, Litan 7 2011 Smoothness for the collision local times of bifractional Brownian motions. Zbl 1236.60042 Shen, GuangJun; Yan, LiTan 7 2011 Exponential stability of stochastic differential delay systems with delayed impulse effects. Zbl 1272.82029 Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 6 2011 Remarks on the intersection local time of fractional Brownian motions. Zbl 1225.60062 Chen, Chao; Yan, Litan 6 2011 The generalized quadratic covariation for a bi-fBm. Zbl 1265.60159 Yan, Litan; Xiang, Jing 2 2011 On the collision local time of sub-fractional Brownian motions. Zbl 1185.60040 Yan, Litan; Shen, Guangjun 28 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 18 2009 On the collision local time of bifractional Brownian motions. Zbl 1180.60034 Yan, Litan; Liu, Junfeng; Chen, Chao 8 2009 \(p\)-variation of an integral functional driven by fractional Brownian motion. Zbl 1140.60317 Yan, Litan; Yang, Xiangfeng; Lu, Yunsheng 10 2008 On the linear fractional self-attracting diffusion. Zbl 1149.60022 Yan, Litan; Sun, Yu; Lu, Yunsheng 7 2008 Some properties of the fractional Ornstein-Uhlenbeck process. Zbl 1148.60024 Yan, Litan; Lu, Yunsheng; Xu, Zhiqiang 4 2008 European call option pricing under a mixed fractional Brownian motion environment. Zbl 1199.91234 Yu, Zheng; Yan, Litan 2 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 7 2005 On the local times of fractional Ornstein-Uhlenbeck process. Zbl 1102.60035 Yan, Litan; Tian, Ming 3 2005 Iterated integrals with respect to Bessel processes. Zbl 1079.60053 Yan, Litan; Ling, Jingyun 1 2005 ...and 7 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 613 Authors 63 Yan, Litan 34 Shen, Guangjun 23 Liu, Junfeng 16 Mao, Xuerong 15 Fei, Weiyin 15 Li, Zhi 15 Sun, Xichao 14 Fei, Chen 14 Ren, Yong 11 Yin, Xiuwei 11 Yu, Qian 11 Yu, Xianye 10 Prakasa Rao, B. L. S. 9 Sakthivel, Rathinasamy 9 Zhu, Quanxin 8 Diop, Mamadou Abdoul 8 Xu, Liping 7 Arthi, Ganesan 7 Chen, Pengyu 7 Wang, Zhi 7 Yan, Zuomao 6 Chadha, Alka 6 Cui, Jing 6 Li, Yongxiang 6 Shen, Mingxuan 6 Zhang, Xuping 5 Cao, Jinde 5 Caraballo Garrido, Tomás 5 Chen, Chao 5 Guendouzi, Toufik 5 Muthukumar, Palanisamy 4 Anguraj, Annamalai 4 Bora, Swaroop Nandan 4 Cang, Yuquan 4 Chen, Zhenlong 4 Deng, Shounian 4 Fan, Xiliang 4 Feng, Lichao 4 Guo, Qian 4 Hu, Liangjian 4 Huan, Diem Dang 4 Jia, Xiumei 4 Jiang, Hui 4 Li, Ming 4 Li, Yumiao 4 Markowsky, Greg T. 4 Nguyen Huy Tuan 4 Park, Juhyun (Jessie) 4 Revathi, P. 4 Sang, Liheng 4 Shu, Xiaobao 4 Wang, Qingbo 4 Wang, Yejuan 4 Xia, Dengfeng 3 Abouagwa, Mahmoud 3 Ahmed, Hamdy M. 3 Deng, Weihua 3 Elsayed, Elsayed Mohammed 3 Ezzinbi, Khalil 3 Gao, Shuaibin 3 He, Kun 3 Jia, Chen 3 Kuang, Nenghui 3 Li, Ji 3 Liu, Jicheng 3 Liu, Lei 3 Luo, Jiaowan 3 Mei, Chunhui 3 Nie, Daxin 3 Ogouyandjou, Carlos 3 Ouahab, Abdelghani 3 Rajivganthi, Chinnathambi 3 Song, Ruili 3 Suganya, Kalaiselvan 3 Thach, Tran Ngoc 3 Thiagu, Krishnan 3 Yang, Xiaoyuan 3 Zhang, Wenbing 3 Zhu, Dongjin 2 Alsaadi, Fawaz E. 2 Annamalai, Anguraj 2 Anthoni, Selvaraj Marshal 2 Arezoomandan, Mahdieh 2 Bahuguna, Dhirendra 2 Băleanu, Dumitru I. 2 Bojdecki, Tomasz 2 Bouchentouf, Amina Angelika 2 Boufoussi, Brahim 2 Chang, Qiangqiang 2 Chen, Guiling 2 Chen, Huabin 2 Chen, Qin 2 Chen, Zhang 2 Ding, Yongsheng 2 Du, Zhenbin 2 Duan, Pengju 2 Farahi, Souad 2 Fu, Xianlong 2 Gao, Bo 2 Gao, Lili ...and 513 more Authors all top 5 Cited in 142 Serials 23 Advances in Difference Equations 19 Stochastic Analysis and Applications 18 Stochastics 17 Communications in Statistics. 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Simulation and Computation 1 International Journal of Computer Mathematics ...and 42 more Serials all top 5 Cited in 26 Fields 347 Probability theory and stochastic processes (60-XX) 131 Ordinary differential equations (34-XX) 113 Systems theory; control (93-XX) 69 Partial differential equations (35-XX) 39 Statistics (62-XX) 38 Operator theory (47-XX) 27 Real functions (26-XX) 27 Numerical analysis (65-XX) 15 Integral equations (45-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Dynamical systems and ergodic theory (37-XX) 6 Difference and functional equations (39-XX) 6 Biology and other natural sciences (92-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Mechanics of deformable solids (74-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Operations research, mathematical programming (90-XX) 2 Approximations and expansions (41-XX) 2 Computer science (68-XX) 2 Mechanics of particles and systems (70-XX) 1 Measure and integration (28-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year