23 citations · 99 across the 56 of their papers we have counts for
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Mean field equations arising from random vortex dynamics
Jiawei Li, Zhongmin Qian
We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field l…
Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations
Zhongmin Qian, Panpan Ren, Feng-Yu Wang
The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficient…
McKean-Vlasov type stochastic differential equations arising from the random vortex method
Zhongmin Qian, Yuhan Yao
We study a class of McKean-Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach…
Explicit solutions for a class of nonlinear backward stochastic differential equations and their nodal sets
Zengjing Chen, Shuhui Liu, Zhongmin Qian +1
In this paper, we investigate a class of nonlinear backward stochastic differential equations (BSDEs) arising from financial economics, and give specific information about the noda…
Optimal probabilities and controls for reflecting diffusion processes
Zhongmin Qian, Xingcheng Xu
A solution to the optimal problem for determining vector fields which maximize (resp. minimize) the transition probabilities from one location to another for a class of reflecting…
Fine properties of fractional Brownian motions on Wiener space
Jiawei Li, Zhongmin Qian
We study several important fine properties for the family of fractional Brownian motions with Hurst parameter under the -capacity on classical Wiener space introduced by…