80 citations · 182 across the 44 of their papers we have counts for
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Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions
Jianhai Bao, Jian Wang
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which inde…
Random periodic solutions for stochastic differential equations with non-uniform dissipativity
Jianhai Bao, Yue Wu
This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be u…
Existence of invariant probability measures for functional McKean-Vlasov SDEs
Jianhai Bao, Michael Scheutzow, Chenggui Yuan
We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability mea…
Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
Jianhai Bao, Jian Wang
We establish exponential ergodicity for the stochastic Hamiltonian system on with Lévy noises \begin{align*} \begin{cases} \mathrm{d} X_t=\bi…
Convergence rate of EM algorithm for SDEs under integrability condition
Jianhai Bao, Xing Huang, Shao-Qin Zhang
In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's…
Coupling methods and exponential ergodicity for two-factor affine processes
Jianhai Bao, Jian Wang
In this paper, by invoking the coupling approach, we establish exponential ergodicity under the -Wasserstein distance for two-factor affine processes. The method employed her…