8 citations · 36 across the 37 of their papers we have counts for
37 papers
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations
Huijie Qiao, Shengqing Zhu
In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation princi…
Large deviations of multiscale multivalued McKean-Vlasov stochastic systems
Huijie Qiao
This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully cou…
The central limit theorem for stochastic Volterra equations with singular kernels
Huijie Qiao
This work concerns stochastic Volterra equations with singular kernels. Under the suitable conditions, we prove the central limit theorem for them. Moreover, we apply our result to…
Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
Huijie Qiao
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for…
Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Huijie Qiao, Wanlin Wei
The work concerns the nonlinear filtering problem for a class of multiscale McKean-Vlasov stochastic systems. First of all, by a Poisson equation we prove that the solution of the…
Deviation estimates for multivalued McKean-Vlasov stochastic differential equations
Kun Fang, Huijie Qiao
The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak con…
Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Huijie Qiao, Wanlin Wei
This work concerns the nonlinear filtering problem of multiscale McKean-Vlasov stochastic systems where the whole systems depend on distributions of fast components. First of all,…
The Onsager-Machlup action functional for Mckean-Vlasov SDEs
Shanqi Liu, Hongjun Gao, Huijie Qiao
This paper is devoted to deriving the Onsager-Machlup action functional for Mckean-Vlasov stochastic differential equations in a class of norms that dominate $L^2([0,1], \mathbb{R}…
Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
Jun Gong, Huijie Qiao
The work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness of solutions for backward multivalued…
Stability for multivalued McKean-Vlasov stochastic differential equations
Huijie Qiao, Jun Gong
The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean-Vlasov…
Uniqueness and superposition of the space-distribution dependent Zakai equations
Meiqi Liu, Huijie Qiao
The work concerns the space-distribution dependent Zakai equations from nonlinear filtering problems of McKean-Vlasov stochastic differential equations with correlated noises. Firs…
Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces
Huijie Qiao
The work concerns the superposition between the Zakai equations and the Fokker-Planck equations on measure spaces. First, we prove a superposition principle for the Fokker-Planck e…
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations
Meiqi Liu, Huijie Qiao
The work concerns a class of path-dependent McKean-Vlasov stochastic differential equations with unknown parameters. First, we prove the existence and uniqueness of these equations…
Coupled McKean-Vlasov stochastic differential equations with jumps
Huijie Qiao
This work concerns a type of coupled McKean-Vlasov stochastic differential equations (MVSDEs in short) with jumps. First, we prove superposition principles for these coupled MVSDEs…
Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems
Huijie Qiao
In this paper we study the convergence of solutions for (possibly degenerate) stochastic differential equations driven by Lévy processes, when the coefficients converge in some app…
Limit theorems of stochastic differential equations with jumps
Huijie Qiao
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some ap…
Path independence of the additive functionals for stochastic differential equations driven by G-Lévy processes
Huijie Qiao, Jiang-Lun Wu
In the paper, we consider a type of stochastic differential equations driven by G-Lévy processes. We prove that a kind of their additive functionals has path independence and exten…
Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps
Huijie Qiao, Jiang-Lun Wu
In this article, the path independent property of additive functionals of McKean-Vlasov stochastic differential equations with jumps is characterised by nonlinear partial integro-d…
Convergence of nonlinear filterings for multiscale systems with correlated Lévy noises
Huijie Qiao
In the paper, we consider nonlinear filtering problems of multiscale systems in two cases-correlated sensor Lévy noises and correlated Lévy noises. First of all, we prove that the…
Nonlinear filtering of stochastic differential equations driven by correlated Lévy noises
Huijie Qiao
The work concerns nonlinear filtering problems of stochastic differential equations with correlated Lévy noises. First, we establish the Kushner-Stratonovich and Zakai equations th…
Stability for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients
Xiaojie Ding, Huijie Qiao
In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential…
Euler-Maruyama Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients
Xiaojie Ding, Huijie Qiao
In this paper we study a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. Firstly, by an Euler-Maruyama approximation existence of its weak solutions is…
Effective Filtering for Multiscale Stochastic Dynamical Systems driven by Lévy processes
Huijie Qiao
The work is about multiscale stochastic dynamical systems driven by Lévy processes. First, we prove that these systems can approximate low-dimensional systems on random invariant m…
Support theorems for degenerate stochastic differential equations with jumps and applications
Huijie Qiao, Jiang-Lun Wu
In the paper, we are concerned with degenerate stochastic differential equations with jumps. Firstly, we establish two support theorems for the solutions of the degenerate stochast…