5 papers
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…
Malliavin differentiability of McKean-Vlasov SDEs with common noise
Jianhai Bao, Goncalo dos Reis, Zac Wilde
We establish the Malliavin differentiability of McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise under the global Lipschitz assumption in the space varia…
-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…