Xiliang Fan

Available identifiers

zbMath Open fan.xiliangMaRDI QIDQ273690

List of research outcomes

Publication	Date of Publication	Type
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions	2023-09-15	Paper
Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process	2023-07-03	Paper
Regularities for distribution dependent SDEs with fractional noises	2023-04-03	Paper
Distribution dependent BSDEs driven by Gaussian processes	2023-02-07	Paper
Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices	2022-09-29	Paper
Distribution dependent SDEs driven by fractional Brownian motions	2022-07-27	Paper
Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises	2022-05-31	Paper
Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts	2021-07-08	Paper
Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes	2021-03-29	Paper
A unified approach to gradient type formulas for BSDEs and some applications	2021-03-11	Paper
A study on the fractional Gruschin type process	2019-09-06	Paper
Derivative formulas and applications for degenerate stochastic differential equations with fractional noises	2019-07-18	Paper
Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions	2017-06-20	Paper
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching	2016-04-22	Paper
Logarithmic Sobolev inequalities for fractional diffusion	2015-12-22	Paper
https://portal.mardi4nfdi.de/entity/Q3194379	2015-10-28	Paper
Non Autonomous Semilinear Stochastic Evolution Equations	2015-07-29	Paper
Stochastic Volterra equations driven by fractional Brownian motion	2015-07-24	Paper
Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions	2015-04-24	Paper
Harnack inequality and derivative formula for SDE driven by fractional Brownian motion	2014-08-08	Paper
Bismut formulae and applications for stochastic (functional) differential equations driven by fractional Brownian motions	2013-08-24	Paper
Harnack inequality and derivative formula for SDE driven by fractional Brownian motion	2013-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q4927856	2013-06-20	Paper
A reflected backward stochastic differential equation driven by Lévy processes	2012-06-01	Paper
Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion	2012-02-16	Paper
https://portal.mardi4nfdi.de/entity/Q3072080	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3051742	2010-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q3054671	2010-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q3571322	2010-07-08	Paper
A note on the doubly reflected backward stochastic differential equations driven by a Lévy process	2010-04-01	Paper
REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS	2010-01-21	Paper

Research outcomes over time

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