80 citations · 136 across the 69 of their papers we have counts for
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math.PR2012★ 5 cited
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…
math.PR2012★ 1 cited
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…
math.PR2012
Transportation Cost Inequalities for Neutral Functional SDEs
Jianhai Bao, Chenggui Yuan
A class of functional differential equations are investigated. Using the Girsanov-transformation argument we establish the quadratic transportation cost inequalities for a class of…