2 citations · 5 across the 8 of their papers we have counts for
8 papers
Distribution dependent SDEs driven by fractional Brownian motions
Xiliang Fan, Xing Huang, Yongqiang Suo +1
In this paper we study a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter H\in(1/2,1). We prove the well…
Estimate of Heat Kernel for Euler-Maruyama Scheme of SDEs Driven by α-Stable Noise and Applications
Xing Huang, Yongqiang Suo, Chenggui Yuan
In this paper, the discrete parameter expansion is adopted to investigate the estimation of heat kernel for Euler-Maruyama scheme of SDEs driven by α-stable noise, which implies kr…
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…
CLT and MDP for McKean-Vlasov SDEs
Yongqiang Suo, Chenggui Yuan
Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type…
Weak convergence of path-dependent SDEs driven by fractional Brownian motion with irregular coefficients
Yongqiang Suo, Chenggui Yuan, shaoqin Zhang
In this paper, by using Girsanov's transformation and the property of the corresponding reference stochastic differential equations, we investigate weak existence and uniqueness of…
Large deviations for neutral stochastic functional differential equations
Yongqiang Suo, Chenggui Yuan
In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) a exponential approximation argument to investigate large deviati…
Moderate deviation and central limit theorem for SDDEs with plynomial growth
Yongqiang Suo, Jin Tao, Wei Zhang
In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderat…