4 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…
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…