78 citations · 372 across the 53 of their papers we have counts for
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math.PR2014★ 6 cited
Exponential Convergence in -Wasserstein Distance for Diffusion Processes without Uniformly Dissipative Drift
Dejun Luo, Jian Wang
By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\…
math.PR2014★ 5 cited
Uniform Hölder Estimates on Semigroups Generated by Non-Local Operators of Variable Order
Dejun Luo, Jian Wang
We consider the non-local operator of variable order as follows $$Lf(x)= \int_{\R^d\setminus\{0\}}\big(f(x+z)-f(x)-\<\nabla f(x),z\> \I_{\{|z|\le 1\}}\big)\frac{n(x,z)}{|z|^{d+α(x)…
math.PR2014
Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift
Dejun Luo
In this paper we consider the Itô SDE where is a -dimensional standard Wiener process and the drift coefficien…