80 citations · 136 across the 69 of their papers we have counts for
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Asymptotic Log-Harnack Inequality and Applications for Stochastic Systems of Infinite Memory
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
The asymptotic log-Harnack inequality is established for several different models of stochastic differential systems with infinite memory: non-degenerate SDEs, Neutral SDEs, semi-l…
Invariant Measures for Path-Dependent Random Diffusions
Jianhai Bao, Jinghai Shao, Chenggui Yuan
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here me…
Approximation of SPDEs with Holder Continuous Drifts
Jianhai Bao, Xing Huang, Chenggui Yuan
In this paper, exploiting the regularities of the corresponding Kolmogorov equations involved we investigate strong convergence of exponential integrator scheme for a range of stoc…
Convergence rates of theta-method for neutral SDDEs under non-globally Lipschitz continuous coefficients
Li Tan, Chenggui Yuan
This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients…