5 papers
Optimal Tail Estimates for Differential Equations Driven by Fractional Brownian Motion
Horatio Boedihardjo, Xi Geng, Sheng Wang
The goal of the present paper is to investigate the exact decay rate of the tail probability for large , where is the solution to a multidimensio…
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…