Chang-Song Deng

activity

20102026

most citedOn Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes

36 citations · 66 across the 22 of their papers we have counts for

collaborators

Showing 2024 · math.PRShow all

2 papers · 2 filters

math.PR2024

Total variation distance between SDEs with stable noise and Brownian motion

Changsong Deng, Xiang Li, Rene L. Schilling +1

We consider a $d$ -dimensional stochastic differential equation (SDE) of the form $d U_{t} = b (U_{t}) d t + σ d Z_{t}$ , let $X_{t}$ be the solution if the driving noise $Z_{t}$ is a $d$ -dimen…

math.PR2024

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 $α$ -stable Lévy process ( $1/2 < α \leq 1$ ), where the drift coefficient is Hölder continuous in sp…