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Showing 2019 · math.PRShow all
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math.PR2019★ 2 cited
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections
Hanwu Li, Yongsheng Song
In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies betwe…
math.PR2019★ 7 cited
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
Michael Röckner, Xiaobin Sun, Yingchao Xie
In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Under some proper assumptions on t…
math.PR2019
Local semicircle law under fourth moment condition
Friedrich Götze, Alexey Naumov, Alexander Tikhomirov
We consider a random symmetric matrix with upper triangular entries being independent random variables with mean zero and unit variance. Assuming tha…