39 citations · 503 across the 77 of their papers we have counts for
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Derivative Formula and Applications for Degenerate Diffusion Semigroups
Feng-Yu Wang, Xi-Cheng Zhang
By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts…
Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations
Xicheng Zhang
In this article we study a class of stochastic functional differential equations driven by Lévy processes (in particular, -stable processes), and obtain the existence and unique…
Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations
Jiagang Ren, Jing Wu, Xicheng Zhang
We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.
Large deviation for multivalued stochastic differential equations
Jiagang Ren, Siyan Xu, Xicheng Zhang
We prove an large deviation principle for multivalued sdes
Invariance measures of stochastic 2D Navier-Stokes equations driven by -stable processes
Zhao Dong, Lihu Xu, Xicheng Zhang
In this note we prove the well-posedness for stochastic 2D Navier-Stokes equation driven by general Lévy processes (in particular, -stable processes), and obtain the existence o…
Stochastic Lagrangian Particle Approach to Fractal Navier-Stokes Equations
Xicheng Zhang
In this article we study the fractal Navier-Stokes equations by using stochastic Lagrangian particle path approach in Constantin and Iyer \cite{Co-Iy}. More precisely, a stochastic…