Some properties of the solution to fractional heat equation with a fractional Brownian noise

by Dengfeng Xia, Litan Yan
Published 2017-04-01

The optimal investment strategy under the disordered return and random inflation

by Juan Li, Dengfeng Xia
Published 2019-12-01

Optimal reinsurance and investment for an insurer with the jump diffusion risk model in A-C case

by Dengfeng Xia, Weijie Yuan, Weiyin Fei
Published 2019-09-01

Mixed Fractional Heat Equation Driven by Fractional Brownian Sheet and Lévy Process

by Dengfeng Xia, Litan Yan, Weiyin Fei
Published 2017-01-01