2 papers
math.PR2019
A strong Markov process time-changed by an inverse killed subordinator
Huiyan Zhao, Siyan xu
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time…
math.PR2011
Large deviation for multivalued stochastic differential equations
Jiagang Ren, Siyan Xu, Xicheng Zhang
We prove an large deviation principle for multivalued sdes