Zobrazeno 1 - 10
of 66
pro vyhledávání: '"Yang, Fen‐Fen"'
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting particle system driven by L\'{e}vy noise is derived, where $\W_0$ is one
Externí odkaz:
http://arxiv.org/abs/2404.01795
Publikováno v:
In Journal of Mathematical Analysis and Applications 15 September 2024 537(2)
Autor:
Yang, Fen-Fen, Yuan, Chenggui
In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-NSFDE). Moreover, the results extend the ones in the linear expectation
Externí odkaz:
http://arxiv.org/abs/2109.08004
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 investigated. In addition, using the decoupled method, some regularity such a
Externí odkaz:
http://arxiv.org/abs/2108.05802
Autor:
Huang, Xing, Yang, Fen-Fen
Sufficient and necessary conditions are presented for the comparison theorem of path dependent $G$-SDEs. Different from the corresponding study in path independent $G$-SDEs, a probability method is applied to prove these results. Moreover, the result
Externí odkaz:
http://arxiv.org/abs/2004.02652
Autor:
Huang, Xing, Yang, Fen-Fen
In this paper, the existence and uniqueness of the distribution dependent SDEs with H\"{o}lder continuous drift driven by $\alpha$-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of Euler-Maruyama
Externí odkaz:
http://arxiv.org/abs/1910.03299
Autor:
Yang, Fen-Fen
The Harnack and log Harnack inequalities for stochastic differential equation driven by $G$-Brownian motion with multiplicative noise are derived by means of coupling by change of mesure. All of the above results extend the existing ones in the linea
Externí odkaz:
http://arxiv.org/abs/1907.02317
Autor:
Huang, Xing, Yang, Fen-Fen
In this paper, the Harnack inequalities for $G$-SDEs with degenerate noise are derived by method of coupling by change of measure. Moreover, the gradient estimate for the associated nonlinear semigroup $\bar{P}_t$ $$|\nabla \bar{P}_t f|\leq c(p,t)(\b
Externí odkaz:
http://arxiv.org/abs/1812.04290
Autor:
Ren, Panpan, Yang, Fen-Fen
Publikováno v:
Front. Math. China(2019)
The path independence of additive functionals for SDEs driven by the G-Brownian motion is characterized by nonlinear PDEs. The main result generalizes the existing ones for SDEs driven by the standard Brownian motion.
Externí odkaz:
http://arxiv.org/abs/1812.03610
Autor:
Yang, Fen-Fen
Publikováno v:
Communications in Mathematics & Statistics; Jun2024, Vol. 12 Issue 2, p279-305, 27p