10 citations · 14 across the 10 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
math.PR2018★ 10 cited
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…
math.PR2018★ 2 cited
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…
math.PR2018★ 2 cited
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…