5 citations · 12 across the 19 of their papers we have counts for
7 papers · 2 filters
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…