124 citations · 988 across the 137 of their papers we have counts for
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Harnack Inequalities for Stochastic Equations Driven by Lévy Noise
Feng-Yu Wang, Jian Wang
By using coupling argument and regularization approximations of the underlying subordinator, dimension-free Harnack inequalities are established for a class of stochastic equations…
Log-Harnack Inequality for Mild Solutions of SPDEs with Strongly Multiplicative Noise
Feng-Yu Wang, Tusheng Zhang
Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term i…
Harnack Inequalities for Stochastic (Functional) Differential Equations with Non-Lipschitzian Coefficients
Jinghai Shao, Feng-Yu Wang, Chenggui Yuan
By using coupling arguments, Harnack type inequalities are established for a class of stochastic (functional) differential equations with multiplicative noises and non-Lipschitzian…
Derivative Formulae and Poincaré Inequality for Kohn-Laplacian Type Semigroups
Feng-Yu Wang
As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m…
Log-Harnack Inequality for Gruschin Type Semigroups
Feng-Yu Wang, Lihu Xu
By constructing a coupling in two steps and using the Girsanov theorem under a regular conditional probability, the log-Harnack inequality is established for a large class of Grusc…
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…