2 citations · 2 across the 1 of their papers we have counts for
3 papers
math.PR2020
Strong existence and uniqueness of solutions of SDEs with time dependent Kato class coefficients
Saisai Yang, Tusheng Zhang
Consider stochastic differential equations (SDEs) in $\Rd$: $dX_t=dW_t+b(t,X_t)\d t$, where is a Brownian motion, is a measurable vector field. It is known th…
math.PR2020★ 2 cited
Strong Solutions to Reflecting Stochastic Differential Equations with Singular Drift
Saisai Yang, Tusheng Zhang
In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the…
math.PR2018
Dirichlet boundary value problems for elliptic operators with measure data: a probabilistic approach
Saisai Yang, Tusheng Zhang
In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coe…