29 citations · 41 across the 15 of their papers we have counts for
15 papers
Distribution dependent SDEs with multiplicative fractional noise
Xiliang Fan, Shao-Qin Zhang
The well-posedness is investigated for distribution dependent stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (\ff {\sq 5-1} 2,1)$…
Regularities for distribution dependent SDEs with fractional noises
Xiliang Fan, Xing Huang, Zewei Ling
In this paper, we investigate the regularities for a class of distribution dependent SDEs driven by two independent fractional noises and $\ti B^{\ti H}$ with Hurst parameter…
Distribution dependent BSDEs driven by Gaussian processes
Xiliang Fan, Jiang-Lun Wu
In this paper we are concerned with distribution dependent backward stochastic differential equations (DDBSDEs) driven by Gaussian processes. We first show the existence and unique…
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
Xiliang Fan, Ting Yu, Chenggui Yuan
In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst par…
Distribution dependent SDEs driven by fractional Brownian motions
Xiliang Fan, Xing Huang, Yongqiang Suo +1
In this paper we study a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter H\in(1/2,1). We prove the well…
A unified approach to gradient type formulas for BSDEs and some applications
Xiliang Fan, Michael Röckner, Shao-Qin Zhang
In this paper we present a unified approach to establish gradient type formulas and Bismut type formulas for backward stochastic differential equations (BSDEs). This approach relie…
A study on the fractional Gruschin type process
Xiliang Fan, Rong Yu
In this article, we first establish derivative formulae for fractional Gruschin type process, which generalize the result of Wang (J Theor Probab 27:80--95, Theorem 1.1, 2012). Sin…
Moment estimates and applications for SDEs driven by fractional Brownian motion with irregular drifts
Xi-Liang Fan, Shao-Qin Zhang
In this paper, high-order moment, even exponential moment, estimates are established for the Hölder norm of solutions to stochastic differential equations driven by fractional Brow…
Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes
Xiliang Fan, Jiang-Lun Wu
The aim of this paper is twofold. Firstly, we derive upper and lower non-Gaussian bounds for the densities of the marginal laws of the solutions to backward stochastic differential…
Derivative formulas and applications for degenerate SDEs with fractional noises
Xiliang Fan
For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter , the derivative formulas are established by using Malliavin calc…
Harnack Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion
Xi-Liang Fan
For stochastic differential equation driven by fractional Brownian motion with Hurst parameter , Harnack type inequalities are established by constructing a coupling with un…
Bismut formulae and applications for stochastic (functional) differential equations driven by fractional Brownian motions
Xiliang Fan
By using Malliavin calculus, Bismut derivative formulae are established for a class of stochastic (functional) differential equations driven by fractional Brownian motions. As appl…
A Study of a Class of Stochastic Volterra Equations Driven by Fractional Brownian Motion
XiLiang Fan
This paper is devoted to study a class of stochastic Volterra equations associated with fractional Brownian motion. We first prove the Driver type integration by parts formula and…
Integration by parts formula and applications for SDE driven by fractional Brownian motion
Xiliang Fan
By constructing a new family of successful couplings, the Driver-type integration by parts formula is established for the operator associated with stochastic differential equation…
Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion
Xi-Liang Fan
In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter . As applications, strong…