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20172021
most citedDonsker-Varadhan Large Deviations for Path-Distribution Dependent SPDEs

2 citations · 5 across the 6 of their papers we have counts for

collaborators

14 papers

math.PR2021

Singular McKean-Vlasov SDEs: Well-Posedness, Regularities and Wangs Harnack Inequality

Panpan Ren

The well-posedness and regularity estimates in initial distributions are derived for singular McKean-Vlasov SDEs, where the drift contains a locally standard integrable term and a…

math.PR2021

Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations

Panpan Ren

By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the correspon…

math.PR2021

Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs

Panpan Ren, Shen Wang

By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several diff…

math.PR20202 cited

Distribution Dependent Stochastic Differential Equations

Xing Huang, Panpan Ren, Feng-Yu Wang

Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have bee…

math.PR2020

Bismut Formula for Lions Derivative of Distribution-Path Dependent SDEs

Jianhai Bao, Panpan Ren, Feng-Yu Wang

To characterize the regularity of distribution-path dependent SDEs in the initial distribution which varies in the class of probability measures on the path space, we introduce the…

math.PR20202 cited

Donsker-Varadhan Large Deviations for Path-Distribution Dependent SPDEs

Panpan Ren, Feng-Yu Wang

As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution depende…