4 citations · 8 across the 8 of their papers we have counts for
8 papers
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations
Ping Chen, Jianliang Zhai
In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small…
Stochastic heat equations on moving domains
Tianyi Pan, Wei Wang, Jianliang Zhai +1
In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main diffic…
Mckean-Vlasov stochastic differential equations with oblique reflection on non-smooth time dependent domains
Rong Wei, Saisai Yang, Jianliang Zhai
In this paper, we consider a class of Mckean-Vlasov stochastic differential equation with oblique reflection over an non-smooth time dependent domain. We establish the existence an…
The stochastic nonlinear Schrödinger equations driven by pure jump noise
Jian Wang, Jianliang Zhai, Jiahui Zhu
In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schrödinger equations with additive jump noise in . Our results cov…
Strong solutions for a stochastic model of 2-D second grade fluids driven by Lévy noise
Shijie Shang, Jianliang Zhai, Tusheng Zhang
We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of driven by Lévy noise. Applying the variational approach,…
Large deviations for stochastic heat equations with memory driven by Levy-type noise
Markus Riedle, Jianliang Zhai
For a heat equation with memory driven by a Lévy-type noise we establish the existence of a unique solution. The main part of the article focuses on the Freidlin-Wentzell large dev…