papers
Publications (9)
math.PR2012
The Bouleau-Yor identity for a bi-fractional Brownian motion
Litan Yan, Bo Gao, Junfeng Liu
math.PR2014
Derivative for the intersection local time of fractional Brownian Motions
Litan Yan
math.PR2016
An integral functional driven by fractional Brownian motion
Xichao Sun, Litan Yan, Xianye Yu
math.PR2016
Quadratic covariations for the solution to a stochastic heat equation
Xichao Sun, Litan Yan, Xianye Yu
math.PR2012
Integral with respect to the $G$-Brownian local time
Litan Yan, Xichao Sun, Bo Gao
math.PR2011
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
Litan Yan, Chao Chen, Junfeng Liu
math.PR2008
Integration with respect to fractional local times with Hurst index $H$ greater than 1/2
Litan Yan, Junfeng Liu, Xiangfeng Yang
math.PR2007
On the linear fractional self-attracting diffusion
Litan Yan, Yu Sun, Yunsheng Lu
math.PR2016
The quadratic covariation for a weighted fractional Brownian motion
XIchao Sun, Litan Yan, Qinghua Zhang