10 citations · 14 across the 10 of their papers we have counts for
10 papers
Regularity Estimates for Singular Density Dependent SDEs
Feng-Yu Wang, Qiumiao Wen, Fen-Fen Yang
Consider the density dependent (i.e. Nemytskii-type) SDEs on , where the drift is locally integrable in and may…
Long Time $\W_0$-$\widetilde{\W}_1$ type Propagation of Chaos for Mean Field Interacting Particle System
Xing Huang, Fen-Fen Yang, Chenggui Yuan
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting pa…
Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
Fen-Fen Yang, Chenggui Yuan
In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-N…
Weak Solution and Invariant Probability Measure for McKean-Vlasov SDEs with Integrable Drifts
Xing Huang, Shen Wang, Fen-Fen Yang
In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investi…
Comparison Theorem for Functional SDEs Driven by -Brownian Motion
Xing Huang, Fen-Fen Yang
Sufficient and necessary conditions are presented for the comparison theorem of path dependent -SDEs. Different from the corresponding study in path independent -SDEs, a prob…
Distribution Dependent SDEs with Hölder Continuous Drift and -Stable Noise
Xing Huang, Fen-Fen Yang
In this paper, the existence and uniqueness of the distribution dependent SDEs with Hölder continuous drift driven by -stable process is investigated. Moreover, by using Zvonkin…
Harnack and log Harnack Inequalities for -SDEs with Multiplicative Noise
Fen-Fen Yang
The Harnack and log Harnack inequalities for stochastic differential equation driven by -Brownian motion with multiplicative noise are derived by means of coupling by change of…
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…
Harnack Inequality and Gradient Estimate for -SDEs with Degenerate Noise
Xing Huang, Fen-Fen Yang
In this paper, the Harnack inequalities for -SDEs with degenerate noise are derived by method of coupling by change of measure. Moreover, the gradient estimate for the associate…
Harnack Inequality and Applications for SDEs Driven by -Brownian motion
Fenfen Yang
We establish Harnack inequality and shift Harnack inequality for stochastic differential equation driven by -Brownian motion. As applications, the uniqueness of invariant linear…