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Chen Yong,Li Ying,Sheng Ying,Gu Xiangmeng.
Parameter Estimation for an Ornstein-Uhlenbeck Process Driven by a Type of Gaussian Noise with Hurst Parameter $H\in (0,\frac{1}{2})$
[J]. Acta mathematica scientia,Series A, 2023, 43(5): 1483-1518.
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Chen Yong,Gu Xiangmeng.
An Improved Berry-Esséen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes
[J]. Acta mathematica scientia,Series A, 2023, 43(3): 855-882.
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Zhenlong Chen,Yang Liu,Ke-ang Fu.
Precise Large Deviations for a Bidimensional Risk Model with the Regression Dependent Structure
[J]. Acta mathematica scientia,Series A, 2022, 42(3): 934-942.
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Yi Ding,Jingjun Guo.
Pricing Asian Options Under Time-Changed Mixed Fractional Brownian Motion with Transactions Costs
[J]. Acta mathematica scientia,Series A, 2021, 41(4): 1135-1146.
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Yonghong Liu,Yiheng Tang,Qingqing Zhang.
Local Functional Law of the Iterated Logarithm for Increments of Two-Parameter Brownian Motion
[J]. Acta mathematica scientia,Series A, 2021, 41(3): 874-881.
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Liping Xu,Zhi Li.
Transportation Inequalities for Mixed Stochastic Differential Equations
[J]. Acta mathematica scientia,Series A, 2021, 41(1): 227-236.
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Hongmin Xiao,Zhankui Wang.
The Precise Large Deviations of a Bidimensional Risk Model Based on Customer Arrival
[J]. Acta mathematica scientia,Series A, 2020, 40(4): 1108-1120.
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Liang Wu.
Hurst Parameter Under Finite Second Moment and Under Heavy Tails
[J]. Acta mathematica scientia,Series A, 2020, 40(4): 1072-1082.
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Liheng Sang,Zhenlong Chen,Xiaozhen Hao.
Smoothness for the Renormalized Self-Intersection Local Time of Bifractional Brownian Motion
[J]. Acta mathematica scientia,Series A, 2020, 40(3): 796-810.
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Fengbing Li,Yonghong Liu.
Quasi Sure Local Strassen's Law of the Iterated Logarithm for Increments of a Brownian Motion
[J]. Acta mathematica scientia,Series A, 2020, 40(2): 484-491.
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Qikang Ran.
SDE Driven by Fractional Brown Motion and Their Coefficients are Locally Linear Growth
[J]. Acta mathematica scientia,Series A, 2020, 40(1): 200-211.
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Zhaoqiang Yang.
Pricing European Lookback Option in a Special Kind of Mixed Jump-Diffusion Black-Scholes Model
[J]. Acta mathematica scientia,Series A, 2019, 39(6): 1514-1531.
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Jing Cui,Qiuju Liang,Nana Bi.
Asymptotic Stability of Impulsive Neutral Stochastic Functional Differential Equation Driven by Fractional Brownian Motion
[J]. Acta mathematica scientia,Series A, 2019, 39(3): 570-581.
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SUN Yu-Dong, SHI Xi-Min, WU Min.
Barrier Options Pricing when Parameters Dependent on Stock Price
[J]. Acta mathematica scientia,Series A, 2013, 33(5): 912-925.
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WANG Chun-Wei, YIN Chuan-Cun.
Optimal Dividend Strategy in |the Perturbed Compound Poisson Risk Model with Investment
[J]. Acta mathematica scientia,Series A, 2011, 31(6): 1567-1578.
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