1 citations · 2 across the 8 of their papers we have counts for
8 papers
Quantitative diffusion approximation for the Neutral -Alleles Wright-Fisher Model with Mutations
Peng Chen, Jie Xiong, Lihu Xu +1
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral -alleles using a diffusion process, deriving an error rate ba…
Moment asymptotics for super-Brownian motions
Yaozhong Hu, Xiong Wang, Panqiu Xia +1
In this paper, long time and high order moment asymptotics for super-Brownian motions (sBm's) are studied. By using a moment formula for sBm's (e.g. Theorem 3.1, Hu et al. Ann. App…
On mean-field super-Brownian motions
Yaozhong Hu, Michael A. Kouritzin, Panqiu Xia +1
The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branch…
Nonlinear McKean-Vlasov diffusions under the weak Hormander condition with quantile-dependent coefficients
Yaozhong Hu, Michael A. Kouritzin, Jiayu Zheng
In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak Hö…
Mean-variance portfolio selection under partial information with drift uncertainty
Jie Xiong, Zuo quan Xu, Jiayu Zheng
In this paper, we study the mean-variance portfolio selection problem under partial information with drift uncertainty. First we show that the market model is complete even in this…
Stochastic maximum principle for generalized mean-field delay control problem
Hancheng Guo, Jie Xiong, Jiayu Zheng
In this paper, we first give the existence and uniqueness theorems for generalized mean-filed delay stochastic differential equations (GMFDSDEs) and mean-field anticipated backward…
Pathwise uniqueness for stochastic differential equations driven by pure jump processes
Jiayu Zheng, Jie Xiong
Based on the weak existence and weak uniqueness, we study the pathwise uniqueness of the solutions for a class of one-dimensional stochastic differential equations driven by pure j…
Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients
Jie Xiong, Jiayu Zheng, Xiaowen Zhou
We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under…