4. Mathematics
  5. Probability

Chunrong Feng

Mathematics – Probability

Scientist

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A Generalized It$\hat {\rm o}$'s Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals

Mathematics – Probability
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Two-parameter $p, q$-variation Paths and Integrations of Local Times

Mathematics – Probability
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Variation and Rough Path Properties of Local Times of Lévy Processes

Mathematics – Probability
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