3 papers
math.PR2026
Pathwise uniqueness for degenerate stochastic differential equations with Hölder continuous coefficients
Jie Xiong, Wen Xu
In this paper, we study the pathwise uniqueness problem for a class of degenerate stochastic differential equations with Hölder continuous diffusion coefficients arising from a cy…
math.PR2026
Strong uniqueness and large deviation principle for mutually catalytic super Markov chains
Jie Xiong, Wen Xu
In this paper, we study the strong uniqueness problem for the mutually catalytic super-Markov chain, which is a two-dimensional degenerate stochastic differential equation with Hö…
math.OC2025
Mean-field stochastic linear quadratic control problem with random coefficients
Jie Xiong, Wen Xu
In this paper, we first prove that the mean-field stochastic linear quadratic (MFSLQ for short) control problem with random coefficients has a unique optimal control and derive a p…