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math.PR2023★ 1 cited
Stochastic equations with low regularity drifts
Jinlong Wei, Junhao Hu, Chenggui Yuan
By using the Itô-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularit…
math.PR2022
McKean-Vlasov multivalued stochastic differential equations with oblique subgradients and related stochastic control problems
Hao Wu, Junhao Hu, Chenggui Yuan
In this article, we prove the existence of weak solutions as well as the existence and uniqueness of strong solutions for McKean-Vlasov multivalued stochastic differential equation…
math.PR2014
Almost Sure Asymptotic Stability for Regime-Switching Diffusions
Junhao Hu, Jianhai Bao, Chenggui Yuan
In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-…