10 papers · 1 filter
Quantitative Asymptotics for Time-Inhomogeneous Lévy-Driven SDEs with Asymptotically Vanishing Drifts
Jianhai Bao, Jian Wang
In this work, we are concerned with a class of multi-dimensional time-inhomogeneous stochastic differential equations (SDEs) on driven by pure-jump Lévy processes, where the…
A localized coupling approach to interacting continuous-state branching processes
Shukai Chen, Pei-Sen Li, Jian Wang
We introduce a class of continuous-state branching processes with immigration, predation and competition, which can be viewed as a combination of the classical Lotka-Volterra model…
Convergence rates for the -Wasserstein distance of the empirical measures of an ergodic Markov process
René L. Schilling, Jian Wang, Bingyao Wu +1
Let be an ergodic Markov process on , and . We derive upper bounds of the -Wasserstein distance between the invariant measure and the empirica…
Ergodicity of conditional McKean-Vlasov jump diffusions
Jianhai Bao, Yao Liu, Jian Wang
In this paper, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic nois…
Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity
Jianhai Bao, Jian Wang
In this paper, we are interested in the issues on existence, uniqueness, and multiplicity of stationary distributions for McKean-Vlasov SDEs with jumps. In detail, with regarding t…
Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
Jianhai Bao, Mateusz B. Majka, Jian Wang
As a well-known fact, the classical Euler scheme works merely for SDEs with coefficients of linear growth. In this paper, we study a general framework of modified Euler schemes, wh…
Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes
Shukai Chen, Rongjuan Fang, Lina Ji +1
We establish the exponential ergodic property in a weighted total variation distance of continuous-state branching processes with immigration in random environments with competitio…
-exponential ergodicity of stochastic Hamiltonian systems with -stable Lévy noises
Bao Jianhai, Wang Jian
Based on the hypocoercivity approach due to Villani \cite{Villani}, Dolbeault, Mouhot and Schmeiser \cite{DMS} established a new and simple framework to investigate directly the $L…
Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
Bao Jianhai, Wang Jian
In this paper, by introducing a new type asymptotic coupling by reflection, we explore the long time behavior of random probability measure flows associated with a large class of o…
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials
Bao Jianhai, Fang Rongjuan, Wang Jian
In this paper, we address exponential ergodicity for Lévy driven Langevin dynamics with singular potentials, which can be used to model the time evolution of a molecular system con…