4 papers
Hitting Probabilities for Hypoelliptic Differential Equations Driven by Fractional Brownian Motion
Xi Geng, Sheng Wang
The main goal of this article is to derive a two-sided estimate for hitting probabilities of a hypoelliptic stochastic differential equation (SDE) driven by fractional Brownian mot…
On Convergence Rates of General -Player Stackelberg Games to their Mean Field Limits
Alain Bensoussan, Ziyu Huang, Sheng Wang +1
In this article, we establish precise convergence rates of a general class of -Player Stackelberg games to their mean field limits, which allows the response time delay of infor…
Cartan's Path Development, the Logarithmic Signature and a Conjecture of Lyons-Sidorova
Horatio Boedihardjo, Xi Geng, Sheng Wang
The signature transform, which is defined in terms of iterated path integrals of all orders, provides a faithful representation of the group of tree-reduced geometric rough paths.…
Parabolic Anderson Model in the Hyperbolic Space. Part II: Quenched Asymptotics
Xi Geng, Sheng Wang, Weijun Xu
We establish the exact quenched asymptotic growth of the solution to the parabolic Anderson model (PAM) in the hyperbolic space with a regular, stationary, time-independent Gaussia…