39 citations · 503 across the 77 of their papers we have counts for
Showing 2016 · math.PRShow all
3 papers · 2 filters
math.PR2016
Stochastic integrals and BDG's inequalities in Orlicz-type spaces
Yingchao Xie, Xicheng Zhang
In this paper we extend an inequality of Lenglart, Lépingle and Pratelli \cite[Lemma 1.1]{LLP} to general continuous adapted stochastic processes with values in topology spaces. By…
math.PR2016★ 4 cited
Stochastic Hamiltonian flows with singular coefficients
Xicheng Zhang
In this paper we study the following stochastic Hamiltonian system in (a second order stochastic differential equation), $$ d \dot X_t=b(X_t,\dot X_t)d t+σ(X_t,\…
math.PR2016★ 19 cited
Uniqueness of stable-like processes
Zhen-Qing Chen, Xicheng Zhang
In this work we consider the following -stable-like operator (a class of pseudo-differential operator) $$ {\mathscr L} f(x):=\int_{\mathbb R^d}[f(x+σ_x y)-f(x)-1_{α\in[1,2)}1_{|…