2 citations · 4 across the 11 of their papers we have counts for
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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…
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…