| Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions Y Hu, Y Liu, D Nualart | 81 | 2016 |
| First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case Y Liu, S Tindel The Annals of Applied Probability 29 (2), 758-826, 2019 | 46 | 2019 |
| Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions Y Hu, Y Liu, D Nualart | 30 | 2021 |
| Statistical inference for rough volatility: Minimax theory CH Chong, M Hoffmann, Y Liu, M Rosenbaum, G Szymansky The Annals of Statistics 52 (4), 1277-1306, 2024 | 20 | 2024 |
| Statistical inference for rough volatility: Central limit theorems CH Chong, M Hoffmann, Y Liu, M Rosenbaum, G Szymanski The Annals of Applied Probability 34 (3), 2600-2649, 2024 | 18 | 2024 |
| Discrete rough paths and limit theorems Y Liu, S Tindel | 15 | 2020 |
| Taylor schemes for rough differential equations and fractional diffusions Y Hu, Y Liu, D Nualart arXiv preprint arXiv:1510.08732, 2015 | 14 | 2015 |
| Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions Y Hu, Y Liu, D Nualart arXiv preprint arXiv:1306.1458, 2013 | 12 | 2013 |
| Convergence of trapezoid rule to rough integrals Y Liu, Z Selk, S Tindel Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 59 (3 …, 2023 | 8 | 2023 |
| LAN property for stochastic differential equations with additive fractional noise and continuous time observation Y Liu, E Nualart, S Tindel Stochastic Processes and their Applications 129 (8), 2880-2902, 2019 | 7 | 2019 |
| On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise Y Hu, Y Liu, S Tindel Acta Mathematica Scientia 39 (3), 669-690, 2019 | 5 | 2019 |
| On the anticipative nonlinear filtering problem and its stability S Tindel, Y Liu, G Lin Applied Mathematics & Optimization 84, 399-423, 2021 | 2 | 2021 |
| LAN property for stochastic differential equations with additive fractional noise and continuous time observation Y Liu, E Nualart, S Tindel arXiv preprint arXiv:1509.00003, 2015 | 2 | 2015 |
| Backward Euler method for stochastic differential equations with non-Lipschitz coefficients H Zhou, Y Hu, Y Liu arXiv preprint arXiv:2205.13659, 2022 | | 2022 |
| On the anticipative nonlinear filtering problem and its stability G Lin, Y Liu, S Tindel arXiv preprint arXiv:1902.08168, 2019 | | 2019 |
| On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise ST Yaozhong Hu, Yanghui Liu Acta Mathematica Scientia., 2018 | | 2018 |
| Numerical solutions of rough differential equations and stochastic differential equations Y Liu University of Kansas, 2016 | | 2016 |
David NualartProfessor, The University of KansasZweryfikowany adres z math.ku.edu
