20 citations · 51 across the 13 of their papers we have counts for
4 papers · 1 filter
Cubature Method for Stochastic Volterra Integral Equations
Qi Feng, Jianfeng Zhang
In this paper, we introduce the cubature formula for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting, by utilizing a functio…
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…
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…
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…