Jian Song, Ph.D.
Affiliations: | 2010 | Mathematics | University of Kansas, Lawrence, KS, United States |
Area:
MathematicsGoogle:
"Jian Song"Parents
Sign in to add mentor| David Nualart | grad student | 2010 | University of Kansas | |
| (Some topics on the fractional Brownian motion and stochastic partial differential equations.) | ||||
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Publications
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| Song J, Song X, Xu F. (2020) Fractional stochastic wave equation driven by a Gaussian noise rough in space Bernoulli. 26: 2699-2726 |
| Song J, Song X, Zhang Q. (2019) Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise Siam Journal On Mathematical Analysis. 51: 955-990 |
| Choi MCH, Lee C, Song J. (2019) Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion Probability in the Engineering and Informational Sciences. 1-12 |
| Chen X, Hu Y, Song J, et al. (2018) Temporal asymptotics for fractional parabolic Anderson model Electronic Journal of Probability. 23 |
| Balan RM, Song J. (2017) Hyperbolic Anderson Model with space-time homogeneous Gaussian noise Alea-Latin American Journal of Probability and Mathematical Statistics. 14: 799 |
| Song J. (2017) On a class of stochastic partial differential equations Stochastic Processes and Their Applications. 127: 37-79 |
| Hu Y, Nualart D, Song J. (2011) Feynman–Kac formula for heat equation driven by fractional white noise Annals of Probability. 39: 291-326 |
| Hu Y, Nualart D, Song J. (2009) Fractional martingales and characterization of the fractional Brownian motion Annals of Probability. 37: 2404-2430 |
| Hu Y, Nualart D, Song J. (2008) Integral representation of renormalized self-intersection local times Journal of Functional Analysis. 255: 2507-2532 |