Jie Fan

Dr

20122015
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Research Output 2012 2015

Mimicking self-similar processes

Fan, J. Y., Hamza, K. & Klebaner, F. C., 2015, In : Bernoulli. 21, 3, p. 1341-1360 20 p.

Research output: Contribution to journalArticleResearchpeer-review

On the Markov property of some Brownian martingales

Fan, J. Y., Hamza, K. & Klebaner, F. C., 2012, In : Stochastic Processes and their Applications. 122, 10, p. 3506 - 3512 7 p.

Research output: Contribution to journalArticleResearchpeer-review