124 citations · 988 across the 137 of their papers we have counts for
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Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
Feng-Yu Wang, Jie Xiong, Lihu Xu
By using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviati…
Integrability Conditions for SDEs and Semi-Linear SPDEs
Feng-Yu Wang
By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply th…
Degenerate SDE with Hölder-Dini Drift and Non-Lipschitz Noise Coefficient
Feng-Yu Wang, Xicheng Zhang
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations, where the noise coeffcicient might be non-Lipschi…
Poincaré Inequality for Dirichlet Distributions and Infinite-Dimensional Generalizations
L. Miclo, S. Feng, F. -Y. Wang
For any and , let be the corresponding Dirichlet distribution on $\DD:= \big\{ x=(x_i)_{1\le i\le N}\in [0,1]^N:\…
Hypercontractivity for Functional Stochastic Partial Differential Equations
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenera…
Degenerate SDEs in Hilbert Spaces with Rough Drifts
Feng-Yu Wang, Xicheng Zhang
The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the co…