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