3 citations · 3 across the 7 of their papers we have counts for
4 papers · 1 filter
Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
Qi Feng, Jin Ma
In this paper, we study the connection between a general class of Conditional Mckean-Vlasov Stochastic Differential Equations (CMVSDEs) and its corresponding (infinite dimensional)…
Fisher information dissipation for time inhomogeneous stochastic differential equations
Qi Feng, Xinzhe Zuo, Wuchen Li
We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irrevers…
Integration by parts and quasi-invariance for the horizontal Wiener measure on a foliated compact manifold
Fabrice Baudoin, Maria Gordina, Qi Feng
We prove several versions of Driver's integration by parts formula for the horizontal Wiener measure on a totally geodesic Riemannian foliation and prove that the horizontal Wiener…
Taylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths
Qi Feng, Xuejing Zhang
We study the Taylor expansion for the solutions of differential equations driven by -rough paths with . We prove a general theorem concerning the convergence of the Taylor…