Sixian Jin, Qidi Peng and Henry Schellhorn. Fractional Hida-Malliavin derivatives and series representations of fractional conditional expectations. Communications on Stochastic Analysis, 9(2):213-238, 2015.

Hongyi Chen (undergraduate), Sixian Jin and Di Kang. Pricing the zero-coupon bond of the extended Cox-Ingersoll-Ross model using Malliavin calculus. Submitted, arXiv:2010.01697.

Sixian Jin and Kei Kobayashi. Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators. BIT Numerical Mathematics, 61(3):829-857,2021.

Sixian Jin, Henry Schellhorn and Josep Vives. Dyson type formula for pure jump L\'{e}vy processes and applications. Stochastic Processes and their Applications, 130(2):824-844, 2020.

Sixian Jin and Kei Kobayashi. Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients. Journal of Mathematical Analysis and Applications, 476(2):619-636, 2019.

Sixian Jin, Qidi Peng and Henry Schellhorn. Estimation of the pointwise Holder exponent of hidden multifractional Brownian motion using wavelet coefficients. Statistical Inference for Stochastic Processes, 21(1):113–140, 2018.