3 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2016
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…
math.PR2016★ 3 cited
Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients
Jianhai Bao, Xing Huang, Chenggui Yuan
In this paper, we are concerned with convergence rate of Euler-Maruyama scheme for stochastic differential equations with rough coefficients. The key contributions lie in (i), by m…
math.PR2016★ 1 cited
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…