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  1. No Access

    Article

    Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises

    In this paper, we obtain matching upper and lower moment bounds for the solution to stochastic partial differential equation driven by a general Gaussian noise, giving a complete answer to the open problem of ...

    Yaozhong Hu, **ong Wang in Stochastics and Partial Differential Equat… (2024)

  2. No Access

    Article

    Estimation of all parameters in the fractional Ornstein–Uhlenbeck model under discrete observations

    Let the Ornstein–Uhlenbeck process \((X_t)_{t\ge 0}\) ( ...

    El Mehdi Haress, Yaozhong Hu in Statistical Inference for Stochastic Processes (2021)

  3. No Access

    Article

    Generalized moment estimators for \(\alpha \)-stable Ornstein–Uhlenbeck motions from discrete observations

    We study the parameter estimation problem for discretely observed Ornstein–Uhlenbeck processes driven by \(\alpha \)α-stable Lévy motions. A method of moments via ergodic theory and via sample characteristic func...

    Yiying Cheng, Yaozhong Hu, Hongwei Long in Statistical Inference for Stochastic Processes (2020)

  4. No Access

    Article

    Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter

    This paper studies the least squares estimator (LSE) for the drift parameter of an Ornstein–Uhlenbeck process driven by fractional Brownian motion, whose observations can be made either continuously or at disc...

    Yaozhong Hu, David Nualart, Hongjuan Zhou in Statistical Inference for Stochastic Processes (2019)

  5. No Access

    Article

    Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations

    A parameter estimation problem for a one-dimensional reflected Ornstein–Uhlenbeck is considered. We assume that only the state process itself (not the local time process) is observable and the observations are...

    Yaozhong Hu, Chihoon Lee, Myung Hee Lee… in Statistical Inference for Stochastic Proce… (2015)

  6. Article

    On Hölder continuity of the solution of stochastic wave equations in dimension three

    In this paper, we study the stochastic wave equations in the three spatial dimensions driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path Hölder conti...

    Yaozhong Hu, **gyu Huang, David Nualart in Stochastic Partial Differential Equations:… (2014)

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  7. No Access

    Chapter and Conference Paper

    Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2

    Yaozhong Hu, David Nualart in Stochastic Analysis and Applications (2007)

  8. No Access

    Chapter

    Prediction and Translation of Fractional Brownian Motions

    A Girsanov type formula is extended to fractional Brownian motions with Hurst parameterH ∈ (0,1/2). The Radon-Nikodym derivatives are related to “differential equations” of fractional order with “Dirichlet type b...

    Yaozhong Hu in Stochastics in Finite and Infinite Dimensions (2001)