Zobrazeno 1 - 10
of 120
pro vyhledávání: '"Zhang, Shao Qin"'
Autor:
Fan, Xiliang, Zhang, Shao-Qin
The well-posedness is investigated for distribution dependent stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (\ff {\sq 5-1} 2,1)$ and distribution dependent multiplicative noise. To this aim, we intr
Externí odkaz:
http://arxiv.org/abs/2411.06974
Autor:
Zhang, Shao-Qin
Stationary distributions of many McKean-Vlasov diffusions with gradient-type drifts can be obtained by solving probability measure-valued equations. We established an existence result of a solution to this equation on a space of probability measures
Externí odkaz:
http://arxiv.org/abs/2401.14784
Autor:
Zhang, Shao-Qin
The existence and uniqueness of stationary distributions and the exponential convergence in $L^p$-Wasserstein distance are derived for distribution dependent SDEs from associated decoupled equations. To establish the exponential convergence, we intro
Externí odkaz:
http://arxiv.org/abs/2203.05856
Autor:
Zhang, Shao-Qin
The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's transformatio
Externí odkaz:
http://arxiv.org/abs/2105.04226
In this paper we present a unified approach to establish gradient type formulas and Bismut type formulas for backward stochastic differential equations (BSDEs). This approach relies on a mix of derivative formulas with respect to the conditional prob
Externí odkaz:
http://arxiv.org/abs/2103.06761
In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's transformation into account, we investigate convergence rate of EM al
Externí odkaz:
http://arxiv.org/abs/2009.04781
We obtain $T_2(C)$ for stochastic differential equations with Dini continuous drift and $T_1(C)$ stochastic differential equations with singular coefficients.
Externí odkaz:
http://arxiv.org/abs/2007.14652
In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rates are presented if drifts satisfy an integrability condition includin
Externí odkaz:
http://arxiv.org/abs/2005.04631
In this article, exponential contraction in Wasserstein distance for heat semigroups of diffusion processes on Riemannian manifolds is established under curvature conditions where Ricci curvature is not necessarily required to be non-negative. Compar
Externí odkaz:
http://arxiv.org/abs/2001.06187
Autor:
Yuan, Chenggui, Zhang, Shao-Qin
In this paper, by establishing the $L^p$-$L^q$ estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for stochastic di
Externí odkaz:
http://arxiv.org/abs/1910.05903