1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2022
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
Xiliang Fan, Ting Yu, Chenggui Yuan
In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst par…
math.PR2012★ 1 cited
Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion
Xi-Liang Fan
In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter . As applications, strong…