2 citations · 4 across the 10 of their papers we have counts for
19 papers
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…
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…