120 citations · 239 across the 3 of their papers we have counts for
3 papers
math.PR2025
Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality
Feng-Yu Wang, Chenggui Yuan, Xiao-Yu Zhao
We consider stochastic differential equations on with coefficients depending on the path and distribution for the whole history. Under a local integrability condition…
math.PR2010★ 120 cited
Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications
Feng-Yu Wang, Chenggui Yuan
By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As appl…
math.PR2009★ 119 cited
Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
Feng-Yu Wang
By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with mult…