8 citations · 12 across the 4 of their papers we have counts for
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math.PR2020★ 1 cited
Entropy dissipation via Information Gamma calculus: Non-reversible stochastic differential equations
Qi Feng, Wuchen Li
We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method exte…
math.PR2019★ 2 cited
Density of the signature process of fBm
Fabrice Baudoin, Qi Feng, Cheng Ouyang
We study the density of the signature of fractional Brownian motions with parameter . In particular, we prove existence, smoothness, global Gaussian upper bounds and Varadha…
math.PR2015★ 8 cited
Log-Sobolev inequalities on the horizontal path space of a totally geodesic foliation
Fabrice Baudoin, Qi Feng
We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev…