348 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- City University of Hong KongHK5 papers
- National Institute of Advanced Industrial Science and TechnologyJP4 papers
- Chinese Academy of SciencesCN3 papers
- Michigan State UniversityUS3 papers
- Nanyang Technological UniversitySG3 papers
- Swansea UniversityGB3 papers
- Academy of Mathematics and Systems ScienceCN2 papers
- Beijing University of Posts and TelecommunicationsCN2 papers
- Gannan Normal UniversityCN2 papers
- Nanjing University of Aeronautics and AstronauticsCN2 papers
- Nankai UniversityCN2 papers
- Southwest UniversityCN2 papers
3 papers · 1 filter
Strong convergence of tamed -EM scheme for neutral SDDEs with one-sided Lipschitz drift
Li Tan, Chenggui Yuan
This paper is concerned with strong convergence of a tamed -Euler-Maruyama scheme for neutral stochastic differential delay equations with superlinearly growing coefficients. We…
General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
Jiagang Ren, Jing Wu, Hua Zhang
In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional ite…
Localization of Wiener Functionals of Fractional Regularity and Applications
Kai He, Jiagang Ren, Hua Zhang
In this paper we localize some of Watanabe's results on fractional Wiener functionals, and use them to give a precise estimate of the difference between two Donsker's delta functio…