36 citations · 143 across the 56 of their papers we have counts for
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math.PR2016★ 2 cited
Irregular Stochastic differential equations driven by a family of Markov processes
Longjie Xie, Lihu Xu
Using heat kernel estimates, we prove the pathwise uniqueness for strong solutions of irregular stochastic differential equation driven by a family of Markov process, whose generat…
math.PR2016
Smooth densities of the laws of perturbed diffusion processes
Lihu Xu, Wen Yue, Tusheng Zhang
Under some regularity conditions on , and , we prove that the following perturbed stochastic differential equation \begin{equation} X_t=x+\int_0^t b(X_s)ds+\int_0^t σ(X_s…
math.PR2016★ 2 cited
Large deviation principle of occupation measures for Non-linear monotone SPDEs
Ran Wang, Jie Xiong, Lihu Xu
Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differenti…