42 citations · 97 across the 28 of their papers we have counts for
5 papers · 1 filter
Path Independence of Additive Functionals for SDEs under G-framework
Panpan Ren, Fen-Fen Yang
The path independence of additive functionals for SDEs driven by the G-Brownian motion is characterized by nonlinear PDEs. The main result generalizes the existing ones for SDEs dr…
Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
Panpan Ren, Feng-Yu Wang
By using Malliavin calculus, Bismut type formulas are established for the Lions derivative of , where is a bounded measurable function, an…
Space-Distribution PDEs for Path Independent Additive Functionals of McKean-Vlasov SDEs
Panpan Ren, Feng-Yu Wang
Let P2(Rd) be the space of probability measures on Rd with finite second moment. The path independence of additive functionals of McKean-Vlasov SDEs is characterized by PDEs on the…
Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations
Panpan Ren, Jianglun Wu
In this paper, we are interested in least squares estimator for a class of path-dependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the…
Least squares estimation for path-distribution dependent stochastic differential equations
Panpan Ren, Jiang-Lun Wu
We study a least squares estimator for an unknown parameter in the drift coefficient of a path- distribution dependent stochastic differential equation involving a small dispersion…