10 citations · 51 across the 44 of their papers we have counts for
4 papers · 2 filters
Order Preservation for Path-Distribution Dependent SDEs
Xing Huang, Chang Liu, Feng-Yu Wang
Sufficient and necessary conditions are presented for the order preservation of path-distribution dependent SDEs. Differently from the corresponding study of distribution independe…
Degenerate SDEs with Singular Drift and Applications to Heisenberg Groups
Xing Huang, Feng-Yu Wang
By using the ultracontractivity of a reference diffusion semigroup, Krylov's estimate is established for a class of degenerate SDEs with singular drifts, which leads to existence a…
Nonlinear Fokker-Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs
Xing Huang, Michael Röckner, Feng-Yu Wang
By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures …
Approximation of SPDEs with Holder Continuous Drifts
Jianhai Bao, Xing Huang, Chenggui Yuan
In this paper, exploiting the regularities of the corresponding Kolmogorov equations involved we investigate strong convergence of exponential integrator scheme for a range of stoc…