80 citations · 136 across the 69 of their papers we have counts for
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CLT and MDP for McKean-Vlasov SDEs
Yongqiang Suo, Chenggui Yuan
Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type…
Weak convergence of path-dependent SDEs driven by fractional Brownian motion with irregular coefficients
Yongqiang Suo, Chenggui Yuan, shaoqin Zhang
In this paper, by using Girsanov's transformation and the property of the corresponding reference stochastic differential equations, we investigate weak existence and uniqueness of…
Multilevel Monte Carlo theta EM scheme for SDDEs with small noise
Li Tan, Chenggui Yuan
In this paper, a multilevel Monte Carlo theta EM scheme is provided for stochastic differential delay equations with small noise. Under a global Lipschitz condition, the variance o…
Comparison Theorem for Distribution Dependent Neutral SFDEs
Xing Huang, Chenggui Yuan
In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these…
Limit Theorems for Additive Functionals of Path-Dependent SDEs
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
By using limit theorems of uniform mixing Markov processes and martingale difference sequences, the strong law of large numbers, central limit theorem, and the law of iterated loga…
Large deviations for neutral stochastic functional differential equations
Yongqiang Suo, Chenggui Yuan
In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) a exponential approximation argument to investigate large deviati…