Huijie Qiao

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List of research outcomes

Publication	Date of Publication	Type
Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations	2023-08-29	Paper
Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations	2023-07-06	Paper
Backward multivalued McKean-Vlasov SDEs and associated variational inequalities	2023-07-03	Paper
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises	2023-05-02	Paper
The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations	2023-04-21	Paper
Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes	2022-09-16	Paper
Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes	2022-08-22	Paper
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations	2022-07-22	Paper
Nonlinear filtering of stochastic differential equations with correlated Lévy noises	2022-07-07	Paper
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises	2022-05-09	Paper
Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces	2022-01-28	Paper
Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems	2022-01-12	Paper
Supports for degenerate stochastic differential equations with jumps and applications	2021-11-12	Paper
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients	2021-07-26	Paper
Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps	2021-06-23	Paper
Effective filtering analysis for non-Gaussian dynamic systems	2021-04-22	Paper
Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients	2021-03-11	Paper
Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces	2020-04-03	Paper
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise	2020-02-05	Paper
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces	2019-05-09	Paper
Effective filtering on a random slow manifold	2018-09-06	Paper
Stationary solutions for stochastic differential equations driven by Lévy processes	2017-11-08	Paper
Stationary measures for stochastic differential equations with jumps	2016-11-25	Paper
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps	2016-10-31	Paper
Lyapunov exponents of stochastic differential equations driven by Lévy processes	2016-06-10	Paper
Nonlinear filtering of stochastic dynamical systems with Lévy noises	2015-11-06	Paper
The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion	2015-03-13	Paper
Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise	2015-01-30	Paper
Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients	2014-09-26	Paper
TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS	2014-05-02	Paper
Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients	2014-04-16	Paper
Escape Probability for Stochastic Dynamical Systems with Jumps	2013-07-30	Paper
Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes	2013-06-20	Paper
A THEOREM DUAL TO YAMADA–WATANABE THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS	2010-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q3572932	2010-07-08	Paper
Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications	2009-06-10	Paper
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps	2009-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q3428969	2007-03-30	Paper
Homeomorphism of solutions to backward SDEs and applications	2007-02-26	Paper

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