2 citations · 4 across the 6 of their papers we have counts for
6 papers
Multi-dimensional Mean-field Type Backward Stochastic Differential Equations with Diagonally Quadratic Generators
Shanjian Tang, Guang Yang
In this paper, we study the multi-dimensional backward stochastic differential equations (BSDEs) whose generator depends also on the mean of both variables. When the generator is d…
The Stochastic Schwarz lemma on Kähler Manifolds by Couplings and Its Applications
Myeongju Chae, Gunhee Cho, Maria Gordina +1
We first provide a stochastic formula for the Carathéodory distance in terms of general Markovian couplings and prove a comparison result between the Carathéodory distance and the…
A note on first eigenvalue estimates by coupling methods in Kähler and quaternion Kähler manifolds
Fabrice Baudoin, Gunhee Cho, Guang Yang
In this short note, using the Kendall-Cranston coupling, we study on Kähler (resp. quaternion Kähler) manifolds first eigenvalue estimates in terms of dimension, diameter, and lowe…
Octonionic Brownian Windings
Gunhee Cho, Guang Yang
We define and study the windings along Brownian paths in the octonionic Euclidean, projective and hyperbolic spaces which are isometric to 8-dimensional Riemannian model spaces. In…
A Version of Hörmander's Theorem for Markovian Rough Paths
Guang Yang
We consider a rough differential equation of the form \(dY_t=\sum_i V_i(Y_t)d\boldsymbol{X}^i_t+V_0(Y_t)dt \), where \(\boldsymbol{X}_t \) is a Markovian rough path. We demonstrate…
Brownian motions and heat kernel lower bounds on Kähler and quaternion Kähler manifolds
Fabrice Baudoin, Guang Yang
We study the radial parts of the Brownian motions on Kähler and quaternion Kähler manifolds. Thanks to sharp Laplacian comparison theorems, we deduce as a consequence a sharp Cheeg…