Edit Profile Yan, Litan Compute Distance To: Compute Author ID: yan.litan Published as: Yan, L.; Yan, Li-tan; Yan, LiTan; Yan, Litan Documents Indexed: 140 Publications since 1997 all top 5 Co-Authors 11 single-authored 17 Shen, Guangjun 13 Liu, Junfeng 12 Cui, Jing 12 Sun, Xichao 9 Chen, Chao 9 Yu, Xianye 7 Wang, Zhi 6 Li, Yumiao 6 Li, Zhi 6 Wu, Xiaotai 6 Yin, Xiuwei 5 Fei, Weiyin 5 He, Kun 4 Fei, Chen 4 Jing, Huiting 4 Xia, Dengfeng 4 Zhang, Qinghua 3 Gao, Bo 3 Lu, Yunsheng 3 Yang, Xiangfeng 3 Zhang, Wenbing 2 Guo, Ying 2 Han, Jingqi 2 Kazamaki, Norihiko 2 Lu, Ligang 2 Mao, Xuerong 2 Sun, Liya 2 Sun, Yu 2 Tang, Yang 2 Wu, Di 2 Xu, Liping 2 Xu, Zhiqiang 2 Zhu, Bei 1 Bian, Chong 1 Cang, Yuquan 1 Chen, Liang 1 Chen, Ruqing 1 Chen, Shanmin 1 Deng, Yanlian 1 Ding, Yiming 1 Du, Hongjun 1 Fan, Chengnian 1 Fang, Yuan 1 Gao, Han 1 Gao, Lili 1 Ge, Yong 1 Gong, Tianshan 1 Hu, Yaozhong 1 Ju, Cheng 1 Li, Chengcheng 1 Li, Hongwei 1 Li, Yingchun 1 Ling, Jingyun 1 Lu, Xiaoping 1 Niu, Xian 1 Pan, Yurong 1 Pei, Wenyi 1 Peng, Zhihang 1 Shen, Mingxuan 1 Shen, Zumei 1 Sheng, Jie 1 Tang, Donglei 1 Tang, Wei 1 Tian, Ming 1 Wang, Deqing 1 Xiang, Jing 1 Xiang, Lichi 1 Xiao, Wei-Lin 1 Xu, Jing 1 Xue, Dawei 1 Yoshida, Norio 1 Yu, Zheng 1 Zhang, Bing 1 Zhang, Zhenzhong 1 Zhou, Xianghui 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 all top 5 Fields 128 Probability theory and stochastic processes (60-XX) 12 Systems theory; control (93-XX) 11 Ordinary differential equations (34-XX) 11 Partial differential equations (35-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 3 Numerical analysis (65-XX) 2 Real functions (26-XX) 1 General and overarching topics; collections (00-XX) 1 Special functions (33-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 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 1232.34107Cui, Jing; Yan, Litan 43 2011 On the collision local time of sub-fractional Brownian motions. Zbl 1185.60040Yan, Litan; Shen, Guangjun 22 2010 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. Zbl 1227.60085Cui, Jing; Yan, Litan; Sun, Xichao 20 2011 Itô’s formula for a sub-fractional Brownian motion. Zbl 1331.60068Yan, Litan; Shen, Guangjun; He, Kun 17 2011 On a jump-type stochastic fractional partial differential equation with fractional noises. Zbl 1246.35215Liu, Junfeng; Yan, Litan; Cang, Yuquan 13 2012 Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\). Zbl 1161.60019Yan, Litan; Liu, Junfeng; Yang, Xiangfeng 13 2009 Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion. Zbl 1296.60143Liu, Junfeng; Yan, Litan 11 2012 Estimators for the drift of subfractional Brownian motion. Zbl 1291.62081Shen, Guangjun; Yan, Litan 10 2014 Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps. Zbl 1248.34120Cui, Jing; Yan, Litan 10 2012 Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions. Zbl 1286.60062Cui, Jing; Yan, Litan 9 2013 Remarks on an integral functional driven by sub-fractional Brownian motion. Zbl 1237.60030Shen, Guangjun; Yan, Litan 9 2011 Weak convergence to the fractional Brownian sheet using martingale differences. Zbl 1300.60054Wang, Zhi; Yan, Litan; Yu, Xianye 7 2014 An approximation to the Rosenblatt process using martingale differences. Zbl 1244.60041Chen, 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 1178.65134Yang, F. L.; Yan, L.; Wei, T. 7 2009 On the collision local time of bifractional Brownian motions. Zbl 1180.60034Yan, Litan; Liu, Junfeng; Chen, Chao 7 2009 The generalized quadratic covariation for fractional Brownian motion with Hurst index less than \(1/2\). Zbl 1318.60043Yan, Litan; Liu, Junfeng; Chen, Chao 6 2014 The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083Yan, Litan; Gao, Bo; Liu, Junfeng 6 2014 An approximation of subfractional Brownian motion. Zbl 1295.60048Shen, Guangjun; Yan, Litan 6 2014 Smoothness for the collision local times of bifractional Brownian motions. Zbl 1236.60042Shen, GuangJun; Yan, LiTan 6 2011 \(p\)-variation of an integral functional driven by fractional Brownian motion. Zbl 1140.60317Yan, Litan; Yang, Xiangfeng; Lu, Yunsheng 6 2008 \(L^p\)-estimates on diffusion processes. Zbl 1064.60173Yan, Litan; Zhu, Bei 6 2005 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan 5 2019 Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068Yan, Litan; Yu, Xianye 5 2015 Some path properties of weighted-fractional Brownian motion. Zbl 1337.60055Yan, Litan; Wang, Zhi; Jing, Huiting 5 2014 Weak approximation of the fractional Brownian sheet from random walks. Zbl 1308.60043Wang, Zhi; Yan, Litan; Yu, Xianye 5 2013 The generalized Bouleau-Yor identity for a sub-fractional Brownian motion. Zbl 1291.60078Yan, LiTan; He, Kun; Chen, Chao 5 2013 Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion. Zbl 1282.60033Shen, Guangjun; Yan, Litan; Cui, Jing 5 2013 Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces. Zbl 1296.60166Cui, Jing; Yan, Litan; Wu, Xiaotai 5 2012 Some remarks on local time-space calculus. Zbl 1131.60052Yang, Xiangfeng; Yan, Litan 5 2007 Controllability of neutral stochastic evolution equations driven by fractional Brownian motion. Zbl 1389.60077Cui, Jing; Yan, Litan 4 2017 Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. Zbl 1363.60061Shen, Guangjun; Yin, Xiuwei; Yan, Litan 4 2016 Solving a nonlinear fractional stochastic partial differential equation with fractional noise. Zbl 1335.60114Liu, Junfeng; Yan, Litan 4 2016 On a semilinear stochastic partial differential equation with double-parameter fractional noises. Zbl 1323.60086Liu, Junfeng; Yan, Litan 4 2014 Asymptotic behavior for neutral stochastic partial differential equations with infinite delays. Zbl 1297.93173Cui, Jing; Yan, Litan 4 2013 Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion. Zbl 1235.62119Liu, Junfeng; Yan, Litan; Peng, Zhihang; Wang, Deqing 4 2012 Remarks on sub-fractional Bessel processes. Zbl 1249.60076Shen, Guangjun; Chen, Chao; Yan, Litan 4 2011 A ratio inequality for Bessel processes. Zbl 1126.60317Yan, Litan; Zhu, Bei 4 2004 Maximal inequalities for a continuous semimartingale. Zbl 1021.60059Yan, Litan 4 2003 The quadratic covariation for a weighted fractional Brownian motion. Zbl 1374.60071Sun, Xichao; Yan, Litan; Zhang, Qinghua 3 2017 Asymptotic behavior of the solution of the fractional heat equation. Zbl 1346.60098Yan, Litan; Yu, Xianye; Sun, Xichao 3 2016 Approximation of the Rosenblatt sheet. Zbl 1346.60022Shen, Guangjun; Yin, Xiuwei; Yan, Litan 3 2016 Integration with respect to the \(G\)-Brownian local time. Zbl 1310.60068Yan, Litan; Sun, Xichao; Gao, Bo 3 2015 Hilbert transform of \(G\)-Brownian local time. Zbl 1307.60071Yan, Litan; Zhang, Qinghua; Gao, Bo 3 2014 Stability of stochastic nonlinear switched systems with average Dwell time. Zbl 1235.93253Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 3 2012 Some properties of the fractional Ornstein-Uhlenbeck process. Zbl 1148.60024Yan, 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 1438.60071Fei, Chen; Fei, Wei-yin; Yan, Li-tan 2 2019 Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion. Zbl 1418.60083Li, Zhi; Yan, Litan 2 2019 Controllability of a stochastic functional differential equation driven by a fractional Brownian motion. Zbl 1445.93005Han, Jingqi; Yan, Litan 2 2018 Stability of delayed Hopfield neural networks under a sublinear expectation framework. Zbl 1390.93838Li, Yumiao; Yan, Litan 2 2018 Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. Zbl 1374.60066Sun, Xichao; Yan, Litan 2 2018 The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. Zbl 1338.60111Yan, Litan 2 2016 Existence and stability for stochastic partial differential equations with infinite delay. Zbl 07021966Cui, Jing; Yan, Litan; Sun, Xichao 2 2014 Power variation of subfractional Brownian motion and application. Zbl 1299.60095Shen, Guangjun; Yan, Litan; Liu, Junfeng 2 2013 On solutions of neutral stochastic delay Volterra equations with singular kernels. Zbl 1340.60105Wu, Xiaotai; Yan, Litan 2 2012 On almost automorphic mild solutions for nonautonomous stochastic evolution equations. Zbl 1257.34044Cui, Jing; Yan, Litan 2 2012 Exponential stability of stochastic differential delay systems with delayed impulse effects. Zbl 1272.82029Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 2 2011 The generalized quadratic covariation for a bi-fBm. Zbl 1265.60159Yan, Litan; Xiang, Jing 2 2011 Remarks on the intersection local time of fractional Brownian motions. Zbl 1225.60062Chen, Chao; Yan, Litan 2 2011 European call option pricing under a mixed fractional Brownian motion environment. Zbl 1199.91234Yu, Zheng; Yan, Litan 2 2008 \(L^{p}\) estimates on a time-inhomogeneous diffusion process. Zbl 1110.60074Yan, Litan; Lu, Ligang; Xu, Zhiqiang 2 2005 On the local times of fractional Ornstein-Uhlenbeck process. Zbl 1102.60035Yan, Litan; Tian, Ming 2 2005 Maximal inequalities for the iterated fractional integrals. Zbl 1072.60015Yan, Litan 2 2004 Large deviation principle for a space-time fractional stochastic heat equation with fractional noise. Zbl 1398.60047Yan, Litan; Yin, Xiuwei 1 2018 Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise. Zbl 1390.60240Li, Zhi; Yan, Litan; Xu, Liping 1 2018 On a nonlinear stochastic pseudo-differential equation driven by fractional noise. Zbl 1386.60193Liu, Junfeng; Yan, Litan 1 2018 Weak convergence to a class of multiple stochastic integrals. Zbl 1378.60014Sun, Xichao; Yan, Litan 1 2017 On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. Zbl 1355.60087Xia, Dengfeng; Yan, Litan 1 2017 Derivative of intersection local time of independent symmetric stable motions. Zbl 1354.60053Yan, Litan; Yu, Xianye; Chen, Ruqing 1 2017 Temporal variation for fractional heat equations with additive white noise. Zbl 1342.60053Cui, Jing; Li, Yumiao; Yan, Litan 1 2016 Approximating the Rosenblatt process by multiple Wiener integrals. Zbl 1327.60112Yan, Litan; Li, Yumiao; Wu, Di 1 2015 Long-memory processes and applications. Zbl 07022276Ding, 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 07095194Yan, Litan; Zhang, Qinghua 1 2013 Smoothness for the collision local time of two multidimensional bifractional Brownian motions. Zbl 1274.60119Shen, Guangjun; Yan, Litan; Chen, Chao 1 2012 Exponential stability of impulsive stochastic delay differential systems. Zbl 1235.93252Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Chen, Liang 1 2012 On the linear fractional self-attracting diffusion. Zbl 1149.60022Yan, Litan; Sun, Yu; Lu, Yunsheng 1 2008 Iterated integrals with respect to Bessel processes. Zbl 1079.60053Yan, Litan; Ling, Jingyun 1 2005 Two inequalities for iterated stochastic integrals. Zbl 1048.60043Yan, Litan 1 2004 Maximal inequalities for CIR processes. Zbl 1056.60080Yan, Litan; Li, Yingchun 1 2004 Some ratio inequalities for iterated stochastic integrals. Zbl 1035.60041Yan, Litan 1 2003 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007Fei, 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 1438.60071Fei, Chen; Fei, Wei-yin; Yan, Li-tan 2 2019 Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion. Zbl 1418.60083Li, Zhi; Yan, Litan 2 2019 Controllability of a stochastic functional differential equation driven by a fractional Brownian motion. Zbl 1445.93005Han, Jingqi; Yan, Litan 2 2018 Stability of delayed Hopfield neural networks under a sublinear expectation framework. Zbl 1390.93838Li, Yumiao; Yan, Litan 2 2018 Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. Zbl 1374.60066Sun, Xichao; Yan, Litan 2 2018 Large deviation principle for a space-time fractional stochastic heat equation with fractional noise. Zbl 1398.60047Yan, Litan; Yin, Xiuwei 1 2018 Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise. Zbl 1390.60240Li, Zhi; Yan, Litan; Xu, Liping 1 2018 On a nonlinear stochastic pseudo-differential equation driven by fractional noise. Zbl 1386.60193Liu, Junfeng; Yan, Litan 1 2018 Controllability of neutral stochastic evolution equations driven by fractional Brownian motion. Zbl 1389.60077Cui, Jing; Yan, Litan 4 2017 The quadratic covariation for a weighted fractional Brownian motion. Zbl 1374.60071Sun, Xichao; Yan, Litan; Zhang, Qinghua 3 2017 Weak convergence to a class of multiple stochastic integrals. Zbl 1378.60014Sun, Xichao; Yan, Litan 1 2017 On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. Zbl 1355.60087Xia, Dengfeng; Yan, Litan 1 2017 Derivative of intersection local time of independent symmetric stable motions. Zbl 1354.60053Yan, Litan; Yu, Xianye; Chen, Ruqing 1 2017 Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. Zbl 1363.60061Shen, Guangjun; Yin, Xiuwei; Yan, Litan 4 2016 Solving a nonlinear fractional stochastic partial differential equation with fractional noise. Zbl 1335.60114Liu, Junfeng; Yan, Litan 4 2016 Asymptotic behavior of the solution of the fractional heat equation. Zbl 1346.60098Yan, Litan; Yu, Xianye; Sun, Xichao 3 2016 Approximation of the Rosenblatt sheet. Zbl 1346.60022Shen, Guangjun; Yin, Xiuwei; Yan, Litan 3 2016 The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. Zbl 1338.60111Yan, Litan 2 2016 Temporal variation for fractional heat equations with additive white noise. Zbl 1342.60053Cui, Jing; Li, Yumiao; Yan, Litan 1 2016 Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068Yan, Litan; Yu, Xianye 5 2015 Integration with respect to the \(G\)-Brownian local time. Zbl 1310.60068Yan, Litan; Sun, Xichao; Gao, Bo 3 2015 Approximating the Rosenblatt process by multiple Wiener integrals. Zbl 1327.60112Yan, Litan; Li, Yumiao; Wu, Di 1 2015 Estimators for the drift of subfractional Brownian motion. Zbl 1291.62081Shen, Guangjun; Yan, Litan 10 2014 Weak convergence to the fractional Brownian sheet using martingale differences. Zbl 1300.60054Wang, Zhi; Yan, Litan; Yu, Xianye 7 2014 The generalized quadratic covariation for fractional Brownian motion with Hurst index less than \(1/2\). Zbl 1318.60043Yan, Litan; Liu, Junfeng; Chen, Chao 6 2014 The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083Yan, Litan; Gao, Bo; Liu, Junfeng 6 2014 An approximation of subfractional Brownian motion. Zbl 1295.60048Shen, Guangjun; Yan, Litan 6 2014 Some path properties of weighted-fractional Brownian motion. Zbl 1337.60055Yan, Litan; Wang, Zhi; Jing, Huiting 5 2014 On a semilinear stochastic partial differential equation with double-parameter fractional noises. Zbl 1323.60086Liu, Junfeng; Yan, Litan 4 2014 Hilbert transform of \(G\)-Brownian local time. Zbl 1307.60071Yan, Litan; Zhang, Qinghua; Gao, Bo 3 2014 Existence and stability for stochastic partial differential equations with infinite delay. Zbl 07021966Cui, Jing; Yan, Litan; Sun, Xichao 2 2014 Long-memory processes and applications. Zbl 07022276Ding, 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 1286.60062Cui, Jing; Yan, Litan 9 2013 Weak approximation of the fractional Brownian sheet from random walks. Zbl 1308.60043Wang, Zhi; Yan, Litan; Yu, Xianye 5 2013 The generalized Bouleau-Yor identity for a sub-fractional Brownian motion. Zbl 1291.60078Yan, LiTan; He, Kun; Chen, Chao 5 2013 Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion. Zbl 1282.60033Shen, Guangjun; Yan, Litan; Cui, Jing 5 2013 Asymptotic behavior for neutral stochastic partial differential equations with infinite delays. Zbl 1297.93173Cui, Jing; Yan, Litan 4 2013 Power variation of subfractional Brownian motion and application. Zbl 1299.60095Shen, Guangjun; Yan, Litan; Liu, Junfeng 2 2013 Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion. Zbl 07095194Yan, Litan; Zhang, Qinghua 1 2013 On a jump-type stochastic fractional partial differential equation with fractional noises. Zbl 1246.35215Liu, Junfeng; Yan, Litan; Cang, Yuquan 13 2012 Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion. Zbl 1296.60143Liu, Junfeng; Yan, Litan 11 2012 Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps. Zbl 1248.34120Cui, Jing; Yan, Litan 10 2012 An approximation to the Rosenblatt process using martingale differences. Zbl 1244.60041Chen, Chao; Sun, Liya; Yan, Litan 7 2012 Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces. Zbl 1296.60166Cui, Jing; Yan, Litan; Wu, Xiaotai 5 2012 Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion. Zbl 1235.62119Liu, Junfeng; Yan, Litan; Peng, Zhihang; Wang, Deqing 4 2012 Stability of stochastic nonlinear switched systems with average Dwell time. Zbl 1235.93253Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 3 2012 On solutions of neutral stochastic delay Volterra equations with singular kernels. Zbl 1340.60105Wu, Xiaotai; Yan, Litan 2 2012 On almost automorphic mild solutions for nonautonomous stochastic evolution equations. Zbl 1257.34044Cui, Jing; Yan, Litan 2 2012 Smoothness for the collision local time of two multidimensional bifractional Brownian motions. Zbl 1274.60119Shen, Guangjun; Yan, Litan; Chen, Chao 1 2012 Exponential stability of impulsive stochastic delay differential systems. Zbl 1235.93252Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Chen, Liang 1 2012 Existence result for fractional neutral stochastic integro-differential equations with infinite delay. Zbl 1232.34107Cui, Jing; Yan, Litan 43 2011 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps. Zbl 1227.60085Cui, Jing; Yan, Litan; Sun, Xichao 20 2011 Itô’s formula for a sub-fractional Brownian motion. Zbl 1331.60068Yan, Litan; Shen, Guangjun; He, Kun 17 2011 Remarks on an integral functional driven by sub-fractional Brownian motion. Zbl 1237.60030Shen, Guangjun; Yan, Litan 9 2011 Smoothness for the collision local times of bifractional Brownian motions. Zbl 1236.60042Shen, GuangJun; Yan, LiTan 6 2011 Remarks on sub-fractional Bessel processes. Zbl 1249.60076Shen, Guangjun; Chen, Chao; Yan, Litan 4 2011 Exponential stability of stochastic differential delay systems with delayed impulse effects. Zbl 1272.82029Wu, Xiaotai; Yan, Litan; Zhang, Wenbing; Tang, Yang 2 2011 The generalized quadratic covariation for a bi-fBm. Zbl 1265.60159Yan, Litan; Xiang, Jing 2 2011 Remarks on the intersection local time of fractional Brownian motions. Zbl 1225.60062Chen, Chao; Yan, Litan 2 2011 On the collision local time of sub-fractional Brownian motions. Zbl 1185.60040Yan, Litan; Shen, Guangjun 22 2010 Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\). Zbl 1161.60019Yan, 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 1178.65134Yang, F. L.; Yan, L.; Wei, T. 7 2009 On the collision local time of bifractional Brownian motions. Zbl 1180.60034Yan, Litan; Liu, Junfeng; Chen, Chao 7 2009 \(p\)-variation of an integral functional driven by fractional Brownian motion. Zbl 1140.60317Yan, Litan; Yang, Xiangfeng; Lu, Yunsheng 6 2008 Some properties of the fractional Ornstein-Uhlenbeck process. Zbl 1148.60024Yan, Litan; Lu, Yunsheng; Xu, Zhiqiang 3 2008 European call option pricing under a mixed fractional Brownian motion environment. Zbl 1199.91234Yu, Zheng; Yan, Litan 2 2008 On the linear fractional self-attracting diffusion. Zbl 1149.60022Yan, Litan; Sun, Yu; Lu, Yunsheng 1 2008 Some remarks on local time-space calculus. Zbl 1131.60052Yang, Xiangfeng; Yan, Litan 5 2007 \(L^p\)-estimates on diffusion processes. Zbl 1064.60173Yan, Litan; Zhu, Bei 6 2005 \(L^{p}\) estimates on a time-inhomogeneous diffusion process. Zbl 1110.60074Yan, Litan; Lu, Ligang; Xu, Zhiqiang 2 2005 On the local times of fractional Ornstein-Uhlenbeck process. Zbl 1102.60035Yan, Litan; Tian, Ming 2 2005 Iterated integrals with respect to Bessel processes. Zbl 1079.60053Yan, Litan; Ling, Jingyun 1 2005 A ratio inequality for Bessel processes. Zbl 1126.60317Yan, Litan; Zhu, Bei 4 2004 Maximal inequalities for the iterated fractional integrals. Zbl 1072.60015Yan, Litan 2 2004 Two inequalities for iterated stochastic integrals. Zbl 1048.60043Yan, Litan 1 2004 Maximal inequalities for CIR processes. Zbl 1056.60080Yan, Litan; Li, Yingchun 1 2004 Maximal inequalities for a continuous semimartingale. Zbl 1021.60059Yan, Litan 4 2003 Some ratio inequalities for iterated stochastic integrals. Zbl 1035.60041Yan, Litan 1 2003 all cited Publications top 5 cited Publications 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 all top 5 Cited in 23 Fields 176 Probability theory and stochastic processes (60-XX) 64 Ordinary differential equations (34-XX) 44 Systems theory; control (93-XX) 38 Partial differential equations (35-XX) 22 Operator theory (47-XX) 21 Statistics (62-XX) 15 Real functions (26-XX) 14 Numerical analysis (65-XX) 7 Integral equations (45-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Biology and other natural sciences (92-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year