most citedNumerical Approximation of Stationary Distribution for SPDEs

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math.PR2012★ 1 cited

Transportation Cost Inequalities for Neutral Functional Stochastic Equations

Jianhai Bao, Feng-Yu Wang, Chenggui Yuan

By using Girsanov transformation and martingale representation, Talagrand-type transportation cost inequalities, with respect to both the uniform and the distances on the glo…

math.PR2010

A Note on the Paper Poincaré Inequality on the Path Space of Poisson Point Processes"

Feng-Yu Wang, Chenggui Yuan

The priority of Liming Wu for the Poincaré inequality for birth-death processes on a Poisson space is announced.

math.PR2010

Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations

Jianhai Bao, Xuerong Mao, Chenggui Yuan

In this paper we study the well-known Khasminskii-Type Theorem, i.e. the existence and uniqueness of solutions of stochastic evolution delay equations, under local Lipschitz condit…