36 citations · 66 across the 22 of their papers we have counts for
22 papers
Quantitative bounds for high dimensional entropic CLT
Chang-song Deng, Lin Wang, Lihu Xu
By extending the Johnson--Barron projection method from one dimension to high dimensions and utilizing a Wang type dimension-free Harnack inequality, we obtain a new quantitative b…
Total variation distance between SDEs with stable noise and Brownian motion
Changsong Deng, Xiang Li, Rene L. Schilling +1
We consider a -dimensional stochastic differential equation (SDE) of the form , let be the solution if the driving noise is a -dimen…
Well-Posedness for McKean-Vlasov SDEs Driven by Multiplicative Stable Noises
Chang-Song Deng, Xing Huang
We establish the well-posedness for a class of McKean-Vlasov SDEs driven by symmetric -stable Lévy process (), where the drift coefficient is Hölder continuous in sp…
Well-Posedness for McKean-Vlasov SDEs with Distribution Dependent Stable Noises
Chang-Song Deng, Xing Huang
The well-posedness is established for McKean-Vlasov SDEs driven by -stable noises (). In this model, the drift is Hölder continuous in space variable and Lipschitz contin…
Optimal Wasserstein- distance between SDEs driven by Brownian motion and stable processes
Changsong Deng, Rene L. Schilling, Lihu Xu
We are interested in the following two -valued stochastic differential equations (SDEs): \begin{gather*} d X_t=b(X_t)\,d t + σ\,d L_t, \quad X_0=x, %\label{BM-SDE} d…
Approximation of the invariant measure of stable SDEs by an Euler--Maruyama scheme
Peng Chen, Changsong Deng, Rene Schilling +1
We propose two Euler-Maruyama (EM) type numerical schemes in order to approximate the invariant measure of a stochastic differential equation (SDE) driven by an -stable Lévy pro…
Pathwise Blowup of space-time fractional SPDEs
Chang-Song Deng, Wei Liu, Erkan Nane
The finite time blowup in the almost sure sense of a class of space-time fractional stochastic partial differential equations is discussed. Both the cases of white noise and colore…
Singular integrals of subordinators with applications to structural properties of SPDEs
Changsong Deng, René L. Schilling, Lihu Xu
We study stochastic integrals driven by a general subordinator and establish a zero-one law for the finiteness of the resulting integral as well as moment estimates. As an applicat…
Finite Time Blowup of Solutions to SPDEs with Bernstein Functions of the Laplacian
Chan-Song Deng, Wei Liu, Erkan Nane
The blowup in finite time of solutions to SPDEs \begin{equation*} \partial_tu_t(x)=-ϕ(-Δ)u_t(x) +σ(u_t(x))\dotξ(t,x), \quad t>0,x\in\mathbb{R}^d, \end{equation*} { is} investigated…
Harnack Inequalities for McKean-Vlasov SDEs Driven by Subordinate Brownian Motions
Chang-Song Deng, Xing Huang
The existence and uniqueness are established for McKean-Vlasov SDEs driven by Lévy processes. By using an approximation technique and coupling by change of measures, Harnack inequa…
Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions
Chang-Song Deng, Xing Huang
Using coupling by change of measure and an approximation technique, Wang's Harnack inequalities are established for a class of functional SDEs driven by subordinate Brownian motion…
Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
Chang-Song Deng, Wei Liu
The semi-implicit Euler-Maruyama (EM) method is investigated to approximate a class of time-changed stochastic differential equations, whose drift coefficient can grow super-linear…
Exact Asymptotic Formulas for the Heat Kernels of Space and Time-Fractional Equations
Chang-Song Deng, René L. Schilling
This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in…
Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination
Chang-Song Deng
In this note, we are concerned with the subgeometric rate of convergence of a Markov chain with discrete time parameter to its invariant measure in the -norm. We clarify how thr…
Log-Harnack Inequalities for Markov Semigroups Generated by Non-Local Gruschin Type Operators
Chang-Song Deng, Shao-Qin Zhang
Based on coupling in two steps and the regularization approximations of the underlying subordinators, we establish log-Harnack inequalities for Markov semigroups generated by a cla…
Harnack Inequalities for SDEs Driven by Time-Changed Fractional Brownian Motions
Chang-Song Deng, René L. Schilling
We establish Harnack inequalities for stochastic differential equations (SDEs) driven by a time-changed fractional Brownian motion with Hurst parameter . The Harnack i…
Complete Bernstein functions and subordinators with nested ranges. A note on a paper by P. Marchal
Chang-Song Deng, René L. Schilling
Let be a measurable function. It was proved by P. Marchal \cite{Mar15} that the function $$ ϕ^{(α)}(λ):=\exp\left[ \int_0^1\frac{λ-1}{1+(λ-1)x}\,α(x)\,d x \right…
Subgeometric rates of convergence for Markov processes under subordination
Chang-Song Deng, René L. Schilling, Yan-Hong Song
We are interested in the rate of convergence of a subordinate Markov process to its invariant measure. Given a subordinator and the corresponding Bernstein function (Laplace expone…
On a Cameron--Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion
Chang-Song Deng, René L. Schilling
We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient o…
On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes
Chang-Song Deng, René L. Schilling
We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang \cite{Wan14}) are preserved under Bochner's subordination. The proofs are based on two types of moment esti…
Poincaré and Weak Poincaré Inequalities for the Mixed Poisson Measures
Chang-Song Deng
By using the Mecke identity, we study a class of birth-death type Dirichlet forms associated with the mixed Poisson measure. Both Poincaré and weak Poincaré inequalities are establ…
Exponential Convergence Rates of Second Quantization Semigroups and Applications
Changsong Deng, Feng-Yu Wang
Exponential convergence rates in the -tail norm and entropy are characterized for the second quantization semigroups by using the corresponding base Dirichlet form. This suppl…