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20132023
most citedApproximations of Mckean-Vlasov SDEs with Irregular Coefficients

10 citations · 51 across the 44 of their papers we have counts for

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Showing 2019 · math.PRShow all

7 papers · 2 filters

math.PR2019

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…

math.PR2019

Harnack Inequalities for McKean-Vlasov SDEs Driven by Subordinate Brownian Motions

Chang-Song Deng, Xing Huang

The existence and uniqueness are established for McKean-Vlasov SDEs driven by Lévy processes. By using an approximation technique and coupling by change of measures, Harnack inequa…

math.PR2019

Harnack Inequalities for Functional SDEs Driven by Subordinate Brownian Motions

Chang-Song Deng, Xing Huang

Using coupling by change of measure and an approximation technique, Wang's Harnack inequalities are established for a class of functional SDEs driven by subordinate Brownian motion…

math.PR2019★ 1 cited

Harnack and Super Poincaré Inequalities for Generalized Cox-Ingersoll-Ross Model

Xing Huang, Fei Zhao

In this paper, the Harnack inequalities and super-Poincaré inequality for generalized CIR model are obtained. Since the noise is degenerate, the intrinsic metric has been introduce…

math.PR2019★ 10 cited

Approximations of Mckean-Vlasov SDEs with Irregular Coefficients

Jianhai Bao, Xing Huang

The goal of this paper is to approximate several kinds of {\it Mckean-Vlasov SDEs} with {\it irregular coefficients} via weakly interacting particle systems. More precisely, propag…

math.PR2019

Comparison Theorem for Distribution Dependent Neutral SFDEs

Xing Huang, Chenggui Yuan

In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these…

math.PR2019

Harnack and Shift Harnack Inequalities for Degenerate (Functional) SPDEs with Singular Drifts

Xing Huang, Wujun Lyu

The existence and uniqueness of the mild solutions for a class of degenerate functional SPDEs are obtained, where the drift is assumed to be Hölder-Dini continuous. Moreover, the n…