3 citations · 9 across the 7 of their papers we have counts for
7 papers
The G-Martingale Approach for G-Utility Maximization
Qiguan Chen, Yulin Song, Zengwu Wang +1
In this paper, we study representative investor's G-utility maximization problem by G-martingale approach in the framework of G-expectation space proposed by Peng \cite{Pe19}. Fina…
Bismut Formula for Intrinsic/Lions Derivatives of Distribution Dependent SDEs with Singular Coefficients
Xing Huang, Yulin Song, Feng-Yu Wang
By using distribution dependent Zvonkin's transforms and Malliavin calculus, the Bismut type formula is derived for the intrinisc/Lions derivatives of distribution dependent SDEs w…
Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
Wei Liu, Yulin Song, Jianliang Zhai +1
In this paper, we consider McKean-Vlasov stochastic differential equations (MVSDEs) driven by Lévy noise. By identifying the right equations satisfied by the solutions of the MVSDE…
Well-posedness and Regularity for Distribution Dependent SPDEs with Singular Drifts
Xing Huang, Yulin Song
In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness o…
Regularity of density for SDEs driven by degenerate Lévy noises
Yulin Song, Xicheng Zhang
By using Bismut's approach about the Malliavin calculus with jumps, we study the regularity of the distributional density for SDEs driven by degenerate additive Lévy noises. Under…
Strong Feller properties for degenerate SDEs with jumps
Zhao Dong, Xuhui Peng, Yulin Song +1
Under full Hörmander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motion, where the drift is allo…
Exponential Convergence for Semilinear SDEs Driven by Lévy Processes on Hilbert Spaces
Yulin Song, Tiange Xu
In this paper, an integration by parts formula was derived for jump processes on Hilbert spaces. Using this formula, we investigated derivative formula and exponential ergodicity f…