16 citations · 20 across the 10 of their papers we have counts for
10 papers
On approximate continuity and the support of reflected stochastic differential equations
Jiagang Ren, Jing Wu
In this paper we prove an approximate continuity result for stochastic differential equations with normal reflections in domains satisfying Saisho's conditions, which together with…
Penalization of Reflected SDEs and Neumann Problems of HJB Equations
Jiagang Ren, Jing Wu
In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the seq…
General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
Jiagang Ren, Jing Wu, Hua Zhang
In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional ite…
Localization of Wiener Functionals of Fractional Regularity and Applications
Kai He, Jiagang Ren, Hua Zhang
In this paper we localize some of Watanabe's results on fractional Wiener functionals, and use them to give a precise estimate of the difference between two Donsker's delta functio…
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