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