Jian Song

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Yaozhong HuProfessor of Mathematics, University of Alberta at EdmontonVerified email at ualberta.ca
David NualartProfessor, The University of KansasVerified email at math.ku.edu
Yuan, WangjunDepartment of Mathematics, University of LuxembourgVerified email at connect.hku.hk
Raluca BalanUniversity of OttawaVerified email at uottawa.ca
Chihoon LeeStevens Institute of TechnologyVerified email at stevens.edu
Xiaoming SongDrexel UniversityVerified email at math.drexel.edu
Jianfeng (Jeff) YaoThe Chinese University of Hong Kong (Shenzhen)Verified email at cuhk.edu.cn
Rongfeng SunNational University of SingaporeVerified email at nus.edu.sg
Yimin XiaoDepartment of Statistics and Probability, Michigan State UniversityVerified email at stt.msu.edu
Myung Hee LeeWeill Cornell MedicineVerified email at med.cornell.edu
Yuecai HanJilin UniversityVerified email at jlu.edu.cn
Jian DingPeking UniversityVerified email at math.pku.edu.cn
Guangyue HanThe University of HongKong, ProfessorVerified email at hku.hk
Qi ZhangFudan UniversityVerified email at fudan.edu.cn
Hao ShenDepartment of Mathematics, University of Wisconsin - MadisonVerified email at wisc.edu
Lihu XuAssociate professor of probability and statistics, University of MacauVerified email at um.edu.mo
Michael ChoiYale-NUS CollegeVerified email at yale-nus.edu.sg

Jian Song

Research center for Mathematics and Interdisciplinary Sciences, Shandong University, China

Verified email at sdu.edu.cn - Homepage

SPDE random matrix statistical mechanical models stochastic control


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Feynman–Kac formula for heat equation driven by fractional white noise Y Hu, D Nualart, J Song	109	2011
Parameter estimation for fractional Ornstein–Uhlenbeck processes with discrete observations Y Hu, J Song Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David …, 2013	65	2013
Exponential asymptotics for time–space Hamiltonians X Chen, Y Hu, J Song, F Xing Annales de l'IHP Probabilités et statistiques 51 (4), 1529-1561, 2015	39	2015
Fractional martingales and characterization of the fractional Brownian motion Y Hu, D Nualart, J Song	35	2009
Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations Y Hu, C Lee, MH Lee, J Song Statistical Inference for Stochastic Processes 18, 279-291, 2015	29	2015
A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution Y Hu, D Nualart, J Song Stochastic Processes and their Applications 123 (3), 1083-1103, 2013	28	2013
Maximum principle for general controlled systems driven by fractional Brownian motions Y Han, Y Hu, J Song Applied Mathematics and Optimization 67 (2), 279–322, 2013	28	2013
On a class of stochastic partial differential equations J Song Stochastic Processes and their Applications 127 (1), 37-79, 2017	25	2017
Fractional stochastic wave equation driven by a Gaussian noise rough in space J Song, X Song, F Xu	23	2020
A new correlation inequality for Ising models with external fields J Ding, J Song, R Sun Probability Theory and Related Fields 186 (1), 477-492, 2023	22	2023
Hyperbolic Anderson Model with space-time homogeneous Gaussian noise RM Balan, J Song arXiv preprint arXiv:1602.07004, 2016	22	2016
Integral representation of renormalized self-intersection local times Y Hu, D Nualart, J Song Journal of Functional Analysis 255 (9), 2507-2532, 2008	19	2008
On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes C Lee, J Song Stochastics 88 (5), 751-778, 2016	18	2016
Extensions of the I-MMSE Relation to Gaussian Channels with Feedback and Memory G Han, J Song IEEE Transactions on Information Theory, 2016	17	2016
Temporal asymptotics for fractional parabolic Anderson model X Chen, Y Hu, J Song, X Song	16	2018
Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise RM Balan, L Quer-Sardanyons, J Song Acta Mathematica Scientia 39 (3), 717-730, 2019	15	2019
Some results on backward stochastic differential equations driven by fractional Brownian motions Y Hu, D Ocone, J Song Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an …, 2012	15	2012
Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise RM Balan, L Quer-Sardanyons, J Song	13	2019
High-dimensional limits of eigenvalue distributions for general Wishart process J Song, J Yao, W Yuan The Annals of Applied Probability 30 (4), 1642-1668, 2020	12	2020
Limit theorems for functionals of two independent Gaussian processes J Song, F Xu, Q Yu Stochastic Processes and their Applications 129 (11), 4791-4836, 2019	11	2019

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