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20182021
most citedWeak convergence of path-dependent SDEs driven by fractional Brownian motion with irregular coefficients

2 citations · 5 across the 8 of their papers we have counts for

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Showing 2019Show all

3 papers · 1 filter

math.PR2019★ 1 cited

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…

math.PR2019★ 2 cited

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…

math.PR2019

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…