| Malliavin calculus for backward stochastic differential equations and application to numerical solutions Y Hu, D Nualart, X Song The Annals of Applied Probability 21 (6), 2379-2423, 2011 | 78 | 2011 |
| A singular stochastic differential equation driven by fractional Brownian motion Y Hu, D Nualart, X Song Statistics & Probability Letters 78 (14), 2075-2085, 2008 | 53 | 2008 |
| Fractional stochastic wave equation driven by a Gaussian noise rough in space J Song, X Song, F Xu arXiv preprint arXiv:1904.09905, 2019 | 22 | 2019 |
| Temporal asymptotics for fractional parabolic Anderson model X Chen, Y Hu, J Song, X Song Electronic Journal of Probability 23, 2018 | 17 | 2018 |
| Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise J Song, X Song, Q Zhang SIAM Journal on Mathematical Analysis 51 (2), 955-990, 2019 | 7 | 2019 |
| Probability density of lognormal fractional SABR model J Akahori, X Song, TH Wang arXiv preprint arXiv:1702.08081, 2017 | 7 | 2017 |
| An implicit numerical scheme for a class of backward doubly stochastic differential equations Y Hu, D Nualart, X Song Stochastic Processes and their Applications, 2019 | 5 | 2019 |
| Bridge representation and modal-path approximation J Akahori, X Song, TH Wang Stochastic Processes and their Applications 129 (1), 174-204, 2019 | 2 | 2019 |
| Large deviations for functionals of some self-similar Gaussian processes X Song Stochastics, 1-26, 2020 | | 2020 |
| Large deviations for functionals of Gaussian processes X Song arXiv preprint arXiv:1802.04224, 2018 | | 2018 |
| Nonlinear Feynman-Kac formulae for SPDEs with space-time noise J Song, X Song, Q Zhang arXiv preprint arXiv:1712.00475, 2017 | | 2017 |
| Admission control for multidimensional workload input with heavy tails and fractional Ornstein-Uhlenbeck process A Budhiraja, V Pipiras, X Song Advances in Applied Probability 47 (2), 476-505, 2015 | | 2015 |
Jian SongResearch center for Mathematics and Interdisciplinary Sciences, Shandong University, ChinaVerified email at sdu.edu.cn
