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20072026
most citedSolutions to Horava Gravity

349 citations

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13 papers · 1 filter

math.PR2020★ 7 cited

Convergence rate of EM algorithm for SDEs under integrability condition

Jianhai Bao, Xing Huang, Shao-Qin Zhang

In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's…

math.PR2020

TCI for SDEs with irregular drifts

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

We obtain for stochastic differential equations with Dini continuous drift and stochastic differential equations with singular coefficients.

math.PR2020★ 2 cited

Weak convergence of Euler scheme for SDEs with singular drift

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rat…

math.PR2019★ 5 cited

A Zvonkin's transformation for stochastic differential equations with singular drift and related applications

Chenggui Yuan, Shao-Qin Zhang

In this paper, by establishing the - estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first or…

math.PR2018

Stochastic differential equations driven by fractional Brownian motion with locally Lipschitiz drift and their Euler approximation

Shao-Qin Zhang, Chenggui Yuan

In this paper, we study a class of one-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H>\ff 1 2$. The drift term of the eq…

math.PR2018★ 3 cited

Exponential convergence in Wasserstein Distance for Diffusion Semigroups with Irregular Drifts

Shao-Qin Zhang

The exponential contraction in -Wasserstein distance and exponential convergence in -Wasserstein distance () are considered for stochastic differential equations…

math.PR2018

On invariant probability measures of regime-switching diffusion processes with singular drifts

Shao-Qin Zhang

For regime-switching diffusions processes with singular drifts, we introduce integrability conditions involving a nice reference probability measure and the -matrix of the jump…

math.PR2017

Log-Harnack Inequalities for Markov Semigroups Generated by Non-Local Gruschin Type Operators

Chang-Song Deng, Shao-Qin Zhang

Based on coupling in two steps and the regularization approximations of the underlying subordinators, we establish log-Harnack inequalities for Markov semigroups generated by a cla…

math.PR2016★ 13 cited

Forward-backward SDEs with distributional coefficients

Elena Issoglio, Shuai Jing

Forward-backward stochastic differential equations (FBSDEs) have attracted significant attention since they were introduced almost 30 years ago, due to their wide range of applicat…

math.PR2016

Regime-switching diffusion processes: strong solutions and strong Feller property

Shao-Qin Zhang

We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete con…

math.PR2014

Conditional Exact Law of Large Numbers and Asymmetric Information Economies with Aggregate Uncertainty

Lei Qiao, Yeneng Sun, Zhixiang Zhang

A stochastic model with a continuum of economic agents often involves shocks at both macro and micro levels. This can be formalized by a continuum of random variables that are cond…

math.PR2013★ 2 cited

Harnack inequalities for - stochastic Klein-Gordon type equations

Zhang Shao-Qin

By the coupling method, we establish the Harnack inequalities, derivative formula and Driver's integration by parts formula for the stochastic Klein-Gordon type equations in the in…

math.PR2013★ 1 cited

Light-tailed behavior of stationary distribution for state-dependent random walks on a strip

Wenming Hong, Meijuan Zhang, Yiqiang Q. Zhao

In this paper, we consider the state-dependent reflecting random walk on a half-strip. We provide explicit criteria for (positive) recurrence, and an explicit expression for the st…