39 citations · 143 across the 21 of their papers we have counts for
4 papers · 1 filter
Weak uniqueness for SDEs driven by supercritical stable processes with Holder drifts
Guohuan Zhao
In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical -stable process(including the rotational symmetric stable process) w…
Moderate maximal inequalities for the Ornstein-Uhlenbeck process
Chen Jia, Guohuan Zhao
The maximal inequalities for diffusion processes have drawn increasing attention in recent years. However, the existing proof of the maximum inequalities for the Ornstein-Uhl…
Heat kernel and ergodicity of SDEs with distributional drifts
Xicheng Zhang, Guohuan Zhao
In this paper we consider the following SDE with distributional drift : where is a bounded conti…
Well-posedness of supercritical SDE driven by Lévy processes with irregular drifts
Zhen-Qing Chen, Xicheng Zhang, Guohuan Zhao
In this paper, we study the following time-dependent stochastic differential equation (SDE) in : $$ d X_{t}= σ_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^…