11 citations · 27 across the 12 of their papers we have counts for
18 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…