2 citations · 5 across the 6 of their papers we have counts for
7 papers
Small time asymptotics for kinetic SDEs with singular drift
Chongyang Ren, Saisai Yang, Tusheng Zhang
We study small-time asymptotics for kinetic stochastic differential equations with singular drifts in kinetic Kato classes. We establish a small-time large deviation principle and…
Small-time asymptotics of heat kernels of one-dimensional diffusions in a random environment
Yiduo Wang, Saisai Yang, Tusheng Zhang
We establish the Varadhan small-time asymptotics for the quenched and annealed heat kernels of one-dimensional diffusions in a random environment with generator $\mathcal L_W f(x)=…
Small-time annealed large deviations principle for one-dimensional diffusions in a random environment
Yiduo Wang, Saisai Yang, Tusheng Zhang
In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_…
Mckean-Vlasov stochastic differential equations with oblique reflection on non-smooth time dependent domains
Rong Wei, Saisai Yang, Jianliang Zhai
In this paper, we consider a class of Mckean-Vlasov stochastic differential equation with oblique reflection over an non-smooth time dependent domain. We establish the existence an…
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…
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…
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…