78 citations · 372 across the 53 of their papers we have counts for
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A note on Gaussian correlation inequalities for nonsymmetric sets
Adrian P. C. Lim, Dejun Luo
We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if is convex and the origin , then for any ball cen…
Absolute continuity under flows generated by SDE with measurable drift coefficient
Dejun Luo
We consider the Itô SDE with non-degenerate diffusion coefficient and measurable drift coefficient. Under the condition that the gradient of the diffusion coefficient and the diver…
Quasi-invariant flow generated by Stratonovich SDE with BV drift coefficients
Huaiqian Li, Dejun Luo
We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations…
Stochastic differential equations with coefficients in Sobolev spaces
Shizan Fang, Dejun Luo, Anto Thalmaier
We consider Itô SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on . The diffusion coefficients are supposed to be in the Sobolev space $W_\text{lo…