5 citations · 32 across the 30 of their papers we have counts for
Showing 2023Show all
3 papers · 1 filter
math.PR2023
Stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps
Guangjun Shen, Jie Xiang, Jiang-Lun Wu
In this paper, we consider the stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps. First, under certain averag…
math.PR2023
On distribution dependent stochastic differential equations driven by -Brownian motion
De Sun, Jiang-Lun Wu, Panyu Wu
Distribution dependent stochastic differential equations have been a very hot subject with extensive studies. On the other hand, under the -expectation framework, stochastic dif…
math.PR2023
Distribution dependent BSDEs driven by Gaussian processes
Xiliang Fan, Jiang-Lun Wu
In this paper we are concerned with distribution dependent backward stochastic differential equations (DDBSDEs) driven by Gaussian processes. We first show the existence and unique…