Concepedia

Yaozhong Hu

YH

Statistics

Publications

102

Citations

5.1K

H-Index

35

Active since

1994

Affiliations

University of Kansas(Current)

University of Alberta

University of Oslo

Norwegian School of Economics

Yaozhong Hu is an author at University of Kansas specializing in stochastic processes, engineering, and stochastic differential equations.

Publications per year

1994–2022

102

Publications

102

Stochastic Calculus for Fractional Brownian Motion I. Theory

Tyrone E. Duncan, Yaozhong Hu, B. Pasik-Duncan · SIAM Journal on Control and Optimization · 2000 · 574 citations

Engineering, Mathematics, Probability Theory +13

FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

Yaozhong Hu, Bernt Øksendal · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2003 · 473 citations · Full text

Engineering, Economics, Finance +17

Parameter estimation for fractional Ornstein–Uhlenbeck processes

Yaozhong Hu, David Nualart · Statistics & Probability Letters · 2010 · 304 citations

Engineering, Business Economics, Dynamical Systems +13

Integral transformations and anticipative calculus for fractional Brownian motions

Yaozhong Hu · Memoirs of the American Mathematical Society · 2005 · 211 citations · Full text

Engineering, Mathematics, Probability Theory +16

Stochastic heat equation driven by fractional noise and local time

Yaozhong Hu, David Nualart · Probability Theory and Related Fields · 2008 · 178 citations · Full text

Engineering, Mechanical Engineering, Physics +16

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