Junfeng Liu

Integration with Respect to Fractional Local Time with Hurst Index 1/2 < H < 1

Litan Yan, Junfeng Liu, Xiangfeng Yang · Potential Analysis · 2008 · 30 citations

Fractional-order System, Fractional Local Time, Fractional Stochastics +2

On a jump-type stochastic fractional partial differential equation with fractional noises

Junfeng Liu, Litan Yan, Yuquan Cang · Nonlinear Analysis · 2012 · 23 citations

Fractional-order System, Fractional Noises, Fractional Stochastics +3

Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion

Junfeng Liu, Litan Yan · Journal of the Korean Statistical Society · 2011 · 22 citations

Asymptotic Behavior, Engineering, Stochastic Processes +7

Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims

Yang Yang, Kam Chuen Yuen, Junfeng Liu · Journal of Industrial and Management Optimization · 2017 · 22 citations · Full text

Ruin Probabilities, Asset Pricing, Independent Lévy +12

Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise

Junfeng Liu, Litan Yan · Journal of Theoretical Probability · 2014 · 21 citations

Fractional-order System, Anomalous Diffusion, Fractional Noise +3