39 citations · 503 across the 77 of their papers we have counts for
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Large Deviations for Multi-valued Stochastic Differential Equations
Jiagang Ren, Siyan Xu, Xicheng Zhang
We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of…
Stochastic Partial Differential Equations with Unbounded and Degenerate Coefficients
Xicheng Zhang
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coef…
Stochastic Flows of SDEs with Irregular Coefficients and Stochastic Transport Equations
Xicheng Zhang
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the…
Clark--Ocone formula and variational representation for Poisson functionals
Xicheng Zhang
In this paper we first prove a Clark--Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure…