From the 1 of 17 linked papers with an AI index.
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A criterion for the well-posedness of McKean-Vlasov stochastic differential equations
Zhenxin Liu, Ziting Liu
The paper provides criteria guaranteeing strong existence and pathwise uniqueness for McKean‑Vlasov stochastic differential equations under distribution‑dependent Lyapunov and hybr…
Semimartingale Optimal Transport with Jumps: A General Framework and Equivalent Formulations
Boyi Hou, Zhenxin Liu
We study a semimartingale optimal transport (SOT) problem where the cost depends on the full differential characteristics, and the minimisation is over all semimartingale laws with…
Ergodicity of inhomogeneous Markov processes under general criteria
Zhenxin Liu, Di Lu
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invari…
A trajectorial approach to the gradient flow of McKean-Vlasov SDEs with mobility
Zhenxin Liu, Xuewei Wang
We establish the gradient flow representation of diffusion with mobility with respect to the modified Wasserstein quasi-metric , where . The appropriate select…