349 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Chinese Academy of SciencesCN20 papers
- Shenzhen UniversityCN20 papers
- Texas A&M UniversityUS15 papers
- University of CambridgeGB13 papers
- Zhejiang UniversityCN12 papers
- Beihang UniversityCN11 papers
- Academy of Mathematics and Systems ScienceCN9 papers
- Korea Institute for Advanced StudyKR9 papers
- University of Science and Technology of ChinaCN8 papers
- Beijing Normal UniversityCN7 papers
- Peking UniversityCN7 papers
- Tsinghua UniversityCN7 papers
13 papers · 1 filter
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…
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.
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…