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20142025
most citedStrong convergence order for slow-fast McKean-Vlasov stochastic differential equations

7 citations · 25 across the 26 of their papers we have counts for

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math.PR2014

Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching

Xiaobin Sun, Yingchao Xie

In this paper we consider a class of stochastic differential equations driven by subordinate Brownian motion with Markovian switching. We use Malliavin calculus to study the smooth…

math.PR2014★ 1 cited

Smoothness of density for stochastic differential equations with Markovian switching

Yaozhong Hu, David Nualart, Xiaobin Sun +1

This paper is concerned with a class of stochastic differential equations with Markovian switching. The Malliavin calculus is used to study the smoothness of the density of the sol…