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20062016
most citedOn approximate continuity and the support of reflected stochastic differential equations

16 citations · 20 across the 10 of their papers we have counts for

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Showing 2011 · math.PRShow all

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math.PR2011

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.

math.PR2011

Large deviation for multivalued stochastic differential equations

Jiagang Ren, Siyan Xu, Xicheng Zhang

We prove an large deviation principle for multivalued sdes