6 citations · 6 across the 1 of their papers we have counts for
4 papers
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
Mingjie Liang, Mateusz B. Majka, Jian Wang
We study stochastic differential equations (SDEs) of McKean-Vlasov type with distribution dependent drifts and driven by pure jump Lévy processes. We prove a uniform in time propag…
A Unified Approach to Coupling SDEs driven by Lévy Noise and Some Applications
Mingjie Liang, René L. Schilling, Jian Wang
We present a general method to construct couplings of stochastic differential equations driven by Lévy noise in terms of coupling operators. This approach covers both coupling by r…
Spatial regularity of semigroups generated by Lévy type operators
Mingjie Liang, Jian Wang
We apply the probabilistic coupling approach to establish the spatial regularity of semigroups associated with Lévy type operators, by assuming that the martingale problem of Lévy…
Gradient Estimates and Ergodicity for SDEs Driven by Multiplicative Lévy Noises via Coupling
Mingjie Liang, Jian Wang
We consider SDEs driven by multiplicative pure jump Lévy noises, where Lévy processes are not necessarily comparable to -stable-like processes. By assuming that the SDE has a un…