Concepedia

Cheng Ouyang

CO

Statistics

Publications

7

Citations

356

H-Index

7

Active since

2009

Affiliations

Purdue University West Lafayette(Current)

University of Illinois Chicago

Northwestern University

Université de Lorraine

Institut Élie Cartan de Lorraine

Cheng Ouyang is an author at Purdue University West Lafayette specializing in stochastic processes, brownian motion, and physics.

ORCID

Publications per year

2009–2021

7

Publications

7

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

Jim Gatheral, Elton P. Hsu, Peter Laurence et al. · Mathematical Finance · 2010 · 170 citations

, , +12

Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold

Elton P. Hsu, Cheng Ouyang · Journal of Functional Analysis · 2009 · 74 citations

, , +5

On probability laws of solutions to differential systems driven by a fractional Brownian motion

Fabrice Baudoin, Eulàlia Nualart, Cheng Ouyang et al. · The Annals of Probability · 2016 · 44 citations · Full text

, , +14

Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions

Fabrice Baudoin, Cheng Ouyang · Stochastic Processes and their Applications · 2010 · 29 citations · Full text

, , +10

Varadhan estimates for rough differential equations driven by fractional Brownian motions

Fabrice Baudoin, Cheng Ouyang, Xuejing Zhang · Stochastic Processes and their Applications · 2014 · 14 citations · Full text

, , +10

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