10 citations · 51 across the 44 of their papers we have counts for
44 papers
Long Time Entropy-Cost type Propagation of Chaos
Xing Huang
Due to the regularization effect of the stochastic noise, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is proposed. The result…
Well-Posedness for McKean-Vlasov SDEs with Distribution Dependent Stable Noises
Chang-Song Deng, Xing Huang
The well-posedness is established for McKean-Vlasov SDEs driven by -stable noises (). In this model, the drift is Hölder continuous in space variable and Lipschitz contin…
Regularities for distribution dependent SDEs with fractional noises
Xiliang Fan, Xing Huang, Zewei Ling
In this paper, we investigate the regularities for a class of distribution dependent SDEs driven by two independent fractional noises and $\ti B^{\ti H}$ with Hurst parameter…
Probability Distance Estimates Between Diffusion Processes and Applications to Singular McKean-Vlasov SDEs
Xing Huang, Panpan Ren, Feng-Yu Wang
The -Wasserstein distance and the probability distance induced by a concave function , are estimated between different diffusion proc…
Coupling by Change of Measure for Conditional McKean-Vlasov SDEs and Applications
Xing Huang
The couplings by change of measure are applied to establish log-Harnack inequality(equivalently the entropy-cost estimate) for conditional McKean-Vlasov SDEs and derive the quantit…
McKean-Vlasov SDEs with Bounded Measurable Interaction
Xing Huang
In this paper, McKean-Vlasov SDEs with bounded measurable interaction is investigated. The regularity estimate $$\|P_t^\astγ^1-P_t^\astγ^2\|_{var}\leq ct^{-\frac{1}{2}}\W_{1}(γ^1,γ…
Existence and Blow-up of solutions for Stochastic Modified Two-component Camassa-Holm System
Wujun Lv, Xing Huang
In this paper, we consider the modified two-component Camassa-Holm System with multiplicative noise. For these SPDEs, we first establish the local existence and pathwise uniqueness…
Regularities and Exponential Ergodicity in Entropy for SDEs Driven by Distribution Dependent Noise
Xing Huang, Feng-Yu Wang
As two crucial tools characterizing regularity properties of stochastic systems, the log-Harnack inequality and Bismut formula have been intensively studied for distribution depend…
Harnack Inequality for Distribution Dependent Stochastic Hamiltonian System
Xing Huang, Xiaochen Ma
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamiltonian system, where the drift is Lipschitz continuous in the measure variable u…
Path Dependent McKean-Vlasov SDEs with Hölder Continuous Diffusion
Xing Huang, Xucheng Wang
In this paper, the well-posedness for one-dimensional path dependent McKean-Vlasov SDEs with ()-Hölder continuous diffusion is investigated. Moreover, the ass…
Exponential Ergodicity and Propagation of Chaos for Path-Distribution Dependent Stochastic Hamiltonian System
Xing Huang, Wujun Lv
By Girsanov's thoerem and using the existing log-Harnack inequality for distribution independent SDEs, the log-Harnack inequality is derived for path-distribution dependent stochas…
Weak Solution and Invariant Probability Measure for McKean-Vlasov SDEs with Integrable Drifts
Xing Huang, Shen Wang, Fen-Fen Yang
In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investi…
Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent CKLS and Vasicek Model
Yifan Bai, Xing Huang
In this paper, Wang's log-Harnack inequality and exponential ergodicity are derived for two types of distribution dependent SDEs: one is the CKLS model, where the diffusion coeffic…
Distribution dependent SDEs driven by fractional Brownian motions
Xiliang Fan, Xing Huang, Yongqiang Suo +1
In this paper we study a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter H\in(1/2,1). We prove the well…
Bismut Formula for Intrinsic/Lions Derivatives of Distribution Dependent SDEs with Singular Coefficients
Xing Huang, Yulin Song, Feng-Yu Wang
By using distribution dependent Zvonkin's transforms and Malliavin calculus, the Bismut type formula is derived for the intrinisc/Lions derivatives of distribution dependent SDEs w…
Estimate of Heat Kernel for Euler-Maruyama Scheme of SDEs Driven by α-Stable Noise and Applications
Xing Huang, Yongqiang Suo, Chenggui Yuan
In this paper, the discrete parameter expansion is adopted to investigate the estimation of heat kernel for Euler-Maruyama scheme of SDEs driven by α-stable noise, which implies kr…
Distribution Dependent Stochastic Differential Equations
Xing Huang, Panpan Ren, Feng-Yu Wang
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have bee…
Singular McKean-Vlasov (Reflecting) SDEs with Distribution Dependent Noise
Xing Huang, Feng-Yu Wang
By using Zvonkin's transformation and a two-step fixed point argument in distributions, the well-posedness and regularity estimates are derived for singular McKean-Vlasov SDEs with…
Convergence rate of EM algorithm for SDEs under integrability condition
Jianhai Bao, Xing Huang, Shao-Qin Zhang
In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's…
Derivative Estimates on Distributions of McKean-Vlasov SDEs
Xing Huang, Feng-Yu Wang
By using the heat kernel parameter expansion with respect to the frozen SDEs, the intrinsic derivative is estimated for the law of Mckean-Vlasov SDEs with respect to the initial di…
Comparison Theorem for Functional SDEs Driven by -Brownian Motion
Xing Huang, Fen-Fen Yang
Sufficient and necessary conditions are presented for the comparison theorem of path dependent -SDEs. Different from the corresponding study in path independent -SDEs, a prob…
McKean-Vlasov SDEs with Drifts Discontinuous under Wasserstein Distance
Xing Huang, Feng-Yu Wang
Existence and uniqueness are proved for Mckean-Vlasov type distribution dependent SDEs with singular drifts satisfying an integrability condition in space variable and the Lipschit…
Well-posedness and Regularity for Distribution Dependent SPDEs with Singular Drifts
Xing Huang, Yulin Song
In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness o…
Distribution Dependent SDEs with Hölder Continuous Drift and -Stable Noise
Xing Huang, Fen-Fen Yang
In this paper, the existence and uniqueness of the distribution dependent SDEs with Hölder continuous drift driven by -stable process is investigated. Moreover, by using Zvonkin…