16 citations · 16 across the 5 of their papers we have counts for
5 papers
One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
Ning Ning, Jing Wu, Jinwei Zheng
In this article, we investigate three classes of equations: the McKean-Vlasov stochastic differential equation (MVSDE), the MVSDE with a subdifferential operator referred to as the…
On approximate continuity and the support of reflected stochastic differential equations
Jiagang Ren, Jing Wu
In this paper we prove an approximate continuity result for stochastic differential equations with normal reflections in domains satisfying Saisho's conditions, which together with…
Penalization of Reflected SDEs and Neumann Problems of HJB Equations
Jiagang Ren, Jing Wu
In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the seq…
General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
Jiagang Ren, Jing Wu, Hua Zhang
In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional ite…
Exponential Ergodicity of Non-Lipschitz Multivalued Stochastic Differential Equations
Jiagang Ren, Jing Wu, Xicheng Zhang
We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.