11 citations · 40 across the 19 of their papers we have counts for
20 papers
Exponential convergence in Wasserstein metric for distribution dependent SDEs
Shao-Qin Zhang
The existence and uniqueness of stationary distributions and the exponential convergence in -Wasserstein distance are derived for distribution dependent SDEs from associated d…
Existence and non-uniqueness of stationary distributions for distribution dependent SDEs
Shao-Qin Zhang
The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation…
A unified approach to gradient type formulas for BSDEs and some applications
Xiliang Fan, Michael Röckner, Shao-Qin Zhang
In this paper we present a unified approach to establish gradient type formulas and Bismut type formulas for backward stochastic differential equations (BSDEs). This approach relie…
Convergence rate of EM algorithm for SDEs under integrability condition
Jianhai Bao, Xing Huang, Shao-Qin Zhang
In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's…
TCI for SDEs with irregular drifts
Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang
We obtain for stochastic differential equations with Dini continuous drift and stochastic differential equations with singular coefficients.
Weak convergence of Euler scheme for SDEs with singular drift
Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang
In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rat…
Exponential contraction in Wasserstein distance on static and evolving manifolds
Li-Juan Cheng, Anton Thalmaier, Shao-Qin Zhang
In this article, exponential contraction in Wasserstein distance for heat semigroups of diffusion processes on Riemannian manifolds is established under curvature conditions where…
Weak convergence of path-dependent SDEs driven by fractional Brownian motion with irregular coefficients
Yongqiang Suo, Chenggui Yuan, shaoqin Zhang
In this paper, by using Girsanov's transformation and the property of the corresponding reference stochastic differential equations, we investigate weak existence and uniqueness of…
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitiz drift and their Euler approximation
Shao-Qin Zhang, Chenggui Yuan
In this paper, we study a class of one-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H>\ff 1 2$. The drift term of the eq…
Exponential convergence in Wasserstein Distance for Diffusion Semigroups with Irregular Drifts
Shao-Qin Zhang
The exponential contraction in -Wasserstein distance and exponential convergence in -Wasserstein distance () are considered for stochastic differential equations…
Moment estimates and applications for SDEs driven by fractional Brownian motion with irregular drifts
Xi-Liang Fan, Shao-Qin Zhang
In this paper, high-order moment, even exponential moment, estimates are established for the Hölder norm of solutions to stochastic differential equations driven by fractional Brow…
On invariant probability measures of regime-switching diffusion processes with singular drifts
Shao-Qin Zhang
For regime-switching diffusions processes with singular drifts, we introduce integrability conditions involving a nice reference probability measure and the -matrix of the jump…
Log-Harnack Inequalities for Markov Semigroups Generated by Non-Local Gruschin Type Operators
Chang-Song Deng, Shao-Qin Zhang
Based on coupling in two steps and the regularization approximations of the underlying subordinators, we establish log-Harnack inequalities for Markov semigroups generated by a cla…
Integration by Parts formula for SPDEs with Multiplicative Noise and its Applications
Xing Huang, Shao-Qin Zhang, Li-Xia Liu
By using the Malliavin calculus, the Driver-type integration by parts formula is established for the semigroup associated to to SPDEs with Multiplicative Noise. Moreover, estimates…
Mild Solutions and Harnack Inequality for Functional SPDEs with Dini Drift
Xing Huang, Shao-Qin Zhang
The existence and uniqueness of the mild solution for a class of functional SPDEs with multiplicative noise and a locally Dini continuous drift are proved. In addition, under a rea…
Regime-switching diffusion processes: strong solutions and strong Feller property
Shao-Qin Zhang
We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete con…
Strong Feller Property and Irreducibility for Non-Linear Monotone SPDEs
Shao-Qin Zhang
Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. Hölder continuity of the…
Weak Poincaré Inequality for Convolution Probability Measures
Li-Juan Cheng, Shao-Qin Zhang
By using Lyapunov conditions, weak Poincaré inequalities are established for some probability measures on a manifold . These results are further applied to the convolution o…
Harnack Inequality for Semilinear spdes with multiplicative noise
Shao-Qin Zhang
By a new approximate method, dimensional free Harnack inequalities are established for a class of semilinear stochastic differential equations in Hilbert space with multiplicative…
Shift Harnack Inequality and Integration by Part Formula for Semilinear SPDE
Shao-Qin Zhang
Shift Harnack and integration by part formula are establish for semilinear spde with delay and a class of stochastic semilinear evolution equation which cover the hyperdissipative…