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
Showing 2018 · math.PRShow all
3 papers · 2 filters
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…