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Weiyuan Qiu
Weiyuan Qiu
Verified email at fudan.edu.cn
Title
Cited by
Cited by
Year
Proof of the Branner-Hubbard conjecture on Cantor Julia sets
WY Qiu, YC Yin
Science in China Series A: Mathematics 52 (1), 45-65, 2009
872009
Integrals and derivatives on net fractals
FY Ren, JR Liang, XT Wang, WY Qiu
Chaos, Solitons & Fractals 16 (1), 107-117, 2003
712003
Option pricing of a bi-fractional Black–Merton–Scholes model with the Hurst exponent H in [12, 1]
JR Liang, J Wang, WJ Zhang, WY Qiu, FY Ren
Applied Mathematics Letters 23 (8), 859-863, 2010
562010
Dynamics of McMullen maps
W Qiu, X Wang, Y Yin
Advances in Mathematics 229 (4), 2525-2577, 2012
532012
The application of fractional derivatives in stochastic models driven by fractional Brownian motion
L Longjin, FY Ren, WY Qiu
Physica A: Statistical Mechanics and its Applications 389 (21), 4809-4818, 2010
522010
The solution to a bi-fractional Black-Scholes-Merton differential equation
JR Liang, J Wang, WJ Zhang, WY Qiu, FY Ren
International Journal of Pure and Applied Mathematics 58 (1), 99-112, 2010
482010
Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime
J Wang, JR Liang, LJ Lv, WY Qiu, FY Ren
Physica A: Statistical Mechanics and its Applications 391 (3), 750-759, 2012
342012
Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in (13, 12)
XT Wang, WY Qiu, FY Ren
Chaos, Solitons & Fractals 12 (3), 599-608, 2001
332001
On the dynamics of generalized McMullen maps
Y Xiao, W Qiu, Y Yin
Ergodic Theory and Dynamical Systems 34 (6), 2093-2112, 2014
272014
Connectedness of Julia sets for a quadratic random dynamical system
Z Gong, W Qiu, Y Li
Ergodic Theory and Dynamical Systems 23 (6), 1807-1815, 2003
242003
Fractional integrals and fractal structure of memory sets
WY Qiu, J Lü
Physics Letters A 272 (5-6), 353-358, 2000
242000
An anomalous diffusion model in an external force fields on fractals
FY Ren, JR Liang, WY Qiu, XT Wang, Y Xu, RR Nigmatullin
Physics Letters A 312 (3-4), 187-197, 2003
222003
Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime
JR Liang, J Wang, LJ Lǔ, H Gu, WY Qiu, FY Ren
Journal of Statistical Physics 146, 205-216, 2012
202012
Option pricing of a mixed fractional–fractional version of the Black–Scholes model
JH Chen, FY Ren, WY Qiu
Chaos, Solitons & Fractals 21 (5), 1163-1174, 2004
182004
Fractional Fokker-Planck equation with space and time dependent drift and diffusion
L Lv, W Qiu, F Ren
Journal of Statistical Physics 149, 619-628, 2012
172012
Quasisymmetric geometry of Sierpinski carpet Julia sets
W Qiu, F Yang, J Zeng
arXiv preprint arXiv:1403.2297, 2014
162014
Asymptotic expansions for Riemann–Hilbert problems
WY Qiu, R Wong
Analysis and Applications 6 (03), 269-298, 2008
162008
Exact solutions for nonlinear fractional anomalous diffusion equations
JR Liang, FY Ren, WY Qiu, JB Xiao
Physica A: Statistical Mechanics and its Applications 385 (1), 80-94, 2007
162007
Stretched Gaussian asymptotic behavior for fractional Fokker–Planck equation on fractal structure in external force fields
Y Xu, FY Ren, JR Liang, WY Qiu
Chaos, Solitons & Fractals 20 (3), 581-586, 2004
162004
Rational maps whose Julia sets are Cantor circles
W Qiu, F Yang, Y Yin
Ergodic Theory and Dynamical Systems 35 (2), 499-529, 2015
152015
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