activity
19962026
most citedFractional Fokker--Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

182 citations · 1.5k across the 227 of their papers we have counts for

collaborators

230 papers

math.NA2026

The Numerical Onsager-Machlup action functional for Euler discretized SDEs driven by fractional Brownian motion

Shanqi Liu, Qiqi Lian, Jinqiao Duan +1

In this work, different from previous results, the explicit expression of numerical Onsager-Machlup action functional for Euler discretized SDEs driven by fractional Brownian motio…

math.AP2026

Entropy Production and Reversibility Criteria for Stochastic Evolution Equations

Jinqiao Duan, Ao Zhang, Johannes Zimmer

This paper develops a path-space theory of entropy production for a class of stochastic evolution equations on infinite-dimensional Hilbert spaces. Since such spaces have no canoni…

cs.CR2023

Efficient Privacy-Preserving Convolutional Spiking Neural Networks with FHE

Pengbo Li, Huifang Huang, Ting Gao +2

With the rapid development of AI technology, we have witnessed numerous innovations and conveniences. However, along with these advancements come privacy threats and risks. Fully H…

math.PR2023

Well-posedness and averaging principle for Lévy-type McKean-Vlasov stochastic differential equations under local Lipschitz conditions

Ying Chao, Jinqiao Duan, Ting Gao +1

In this paper, we investigate a class of McKean-Vlasov stochastic differential equations under Lévy-type perturbations. We first establish the existence and uniqueness theorem for…

stat.ML2023★ 6 cited

Early warning indicators via latent stochastic dynamical systems

Lingyu Feng, Ting Gao, Wang Xiao +1

Detecting early warning indicators for abrupt dynamical transitions in complex systems or high-dimensional observation data is essential in many real-world applications, such as br…

math.AP2023

Stochastic Perturbations in the Fractional Nonlinear Schrödinger Equation: Well-posedness and Blow-up

Ao Zhang, Yanjie Zhang, Jinqiao Duan

This work investigates radial solutions for nonlinear fractional Schrödinger equations driven by multiplicative noise. Leveraging radial deterministic and stochastic Strichartz est…