8 citations · 36 across the 37 of their papers we have counts for
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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…