Concepedia

Fangjun Xu

FX

Statistics

Publications

7

Citations

142

H-Index

7

Active since

2011

Affiliations

East China Normal University(Current)

New York University Shanghai

University of Kansas

Shandong University

Fangjun Xu is an author at East China Normal University specializing in probability theory, engineering, and stochastic calculus.

Top concepts

ProbabilityEngineeringStochastic CalculusNoiseFinanceBusinessEconomicsInsuranceManagementFinancial Risk

Publications per year

2011–2020

7

Publications

7

Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence

Junna Bi, Zhibin Liang, Fangjun Xu · Insurance Mathematics and Economics · 2016 · 45 citations

Economics, Portfolio Optimization, Risk Model +10

Fractional stochastic wave equation driven by a Gaussian noise rough in space

Jian Song, Xiaoming Song, Fangjun Xu · Bernoulli · 2020 · 25 citations · Full text

Fractional Brownian Motion, Engineering, Gaussian Noise Rough +10

A Class of Singular Symmetric Markov Processes

Fangjun Xu · Potential Analysis · 2011 · 15 citations

Integrable Probability, Probability Theory, Markov Processes +1

Density convergence in the Breuer–Major theorem for Gaussian stationary sequences

Yaozhong Hu, David Nualart, Samy Tindel et al. · Bernoulli · 2015 · 15 citations · Full text

Central limit theorem for an additive functional of the fractional Brownian motion II

David Nualart, Fangjun Xu · Electronic Communications in Probability · 2013 · 15 citations · Full text

Engineering, Stochastic Calculus, Standard Brownian Motion +7

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