4 papers
Ergodicity of stochastic functional differential equation with jumps and finite delay
Mingkun Ye, Yafei Zhai, Zuozheng Zhang
This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditi…
Weak solution for distribution dependent SDEs driven by Lévy noise
Mingkun Ye
In this paper, we establish the existence of weak solutions for distribution-dependent stochastic differential equations (DDSDEs) driven by a broad class of Lévy noises, where the…
Well-Posedness and Ergodicity of Functional Stochastic Partial Differential Equations with Markovian Switching
Fubao Xi, Mingkun Ye, Zuozheng Zhang
This work focuses on a class of semi-linear functional stochastic partial differential equations with Markovian switching, in which the switching component may have finite or count…
Quantitative approximation to density dependent SDEs driven by -stable processes
Ke Song, Zimo Hao, Mingkun Ye
Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, non…