120 citations · 979 across the 119 of their papers we have counts for
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Mean-field stochastic differential equations driven by sub-diffusions and their control problem
Shuaiqi Zhang, Zhen-Qing Chen
In this paper, we establish the existence and uniqueness of solutions for mean-field stochastic differential equations (MF-SDEs in short) and backward stochastic differential equat…
Discrete Approximation to Time-changed Brownian Motions
Zhen-Qing Chen, Yang Yu
We develop a general discrete approximation scheme for time-changed Brownian motions on . Our approximation scheme works for any smooth measure with full quasi-suppor…
Homogenization of anisotropic diffusion on pre-Sierpiński carpets
Shiping Cao, Zhen-Qing Chen, Hua Qiu
We investigate the restoration of isotropy for anisotropic diffusions on pre-Sierpiński carpets in the plane, a problem previously studied by Barlow, Hattori, Hattori and Watanabe…
Boundary Harnack principle for diffusion with jumps on metric measure spaces
Zhen-Qing Chen, Jie-Ming Wang
A non-scale invariant BHP on any open set is obtained for a large class of discontinuous Hunt processes on metric measure spaces that are in weak duality with another Hunt process…
Hypocoercivity for Hamiltonian Diffusions with Singular Drift
Zhen-Qing Chen, Martin Grothaus, Onno Pfohl
We establish -exponential strong ergodicity (strong mixing) with an explicit rate of convergence for a class of degenerate diffusions with multiplicative noise and with singul…
Heat kernel lower bound estimates for symmetric pure jump processes via averaged jump kernels
Zhen-Qing Chen, Jun Kigami
We derive a heat kernel lower bound estimate for symmetric pure jump processes on general volume doubling metric measure spaces with possible degenerate and/or singular jump kernel…