| Publication | Date of Publication | Type |
|---|
Large deviations for generalized backward stochastic differential equations
Bulletin of the Iranian Mathematical Society | 2026-04-30 | Paper |
Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
NoDEA. Nonlinear Differential Equations and Applications | 2026-04-29 | Paper |
Asymptotic behaviors of multiscale McKean-Vlasov stochastic systems
Discrete and Continuous Dynamical Systems. Series S | 2026-03-06 | Paper |
Limit theorems of stochastic differential equations with jumps
Journal of Applied Probability | 2025-11-28 | Paper |
Stability for multivalued McKean-Vlasov stochastic differential equations
Frontiers of Mathematics | 2025-07-10 | Paper |
Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients
Journal of Differential Equations | 2025-04-22 | Paper |
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations
Stochastics | 2024-12-03 | Paper |
A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2024-11-15 | Paper |
| A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems | 2023-11-25 | Paper |
| Average principles for forward-backward multivalued stochastic systems and homogenization for systems of nonlinear parabolic PDEs | 2023-11-11 | Paper |
Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
Journal of Mathematical Analysis and Applications | 2023-08-29 | Paper |
| Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations | 2023-08-13 | Paper |
| Average principles and large deviation principles of multiscale multivalued McKean-Vlasov stochastic systems | 2023-07-26 | Paper |
Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
Applied Mathematics and Optimization | 2023-07-06 | Paper |
Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
Discrete and Continuous Dynamical Systems. Series S | 2023-07-03 | Paper |
| Asymptotic behaviors of multiscale multivalued stochastic systems with small noises | 2023-06-12 | Paper |
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises
Stochastics and Dynamics | 2023-05-02 | Paper |
The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations
Communications in Nonlinear Science and Numerical Simulation | 2023-04-21 | Paper |
| The central limit theorem for stochastic Volterra equations with singular kernels | 2023-03-03 | Paper |
| Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems | 2022-11-30 | Paper |
Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes
Journal of Dynamics and Differential Equations | 2022-09-16 | Paper |
Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes
Probability, Uncertainty and Quantitative Risk | 2022-08-22 | Paper |
| Deviation estimates for multivalued McKean-Vlasov stochastic differential equations | 2022-08-02 | Paper |
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-22 | Paper |
| Path independence of the additive functionals for stochastic Volterra equations with singular kernels and H\"older continuous coefficients | 2022-07-07 | Paper |
Nonlinear filtering of stochastic differential equations with correlated Lévy noises
Stochastics | 2022-07-07 | Paper |
| Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems | 2022-06-10 | Paper |
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises
Stochastic Analysis and Applications | 2022-05-09 | Paper |
The Onsager-Machlup action functional for Mckean-Vlasov SDEs
(available as arXiv preprint) | 2022-03-14 | Paper |
Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces
Bulletin des Sciences Mathématiques | 2022-01-28 | Paper |
Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems
NoDEA. Nonlinear Differential Equations and Applications | 2022-01-12 | Paper |
Supports for degenerate stochastic differential equations with jumps and applications
Statistics & Probability Letters | 2021-11-12 | Paper |
Supports for degenerate stochastic differential equations with jumps and applications
Statistics & Probability Letters | 2021-11-12 | Paper |
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
Journal of Theoretical Probability | 2021-07-26 | Paper |
Path independence of the additive functionals for Mckean-Vlasov stochastic differential equations with jumps
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2021-06-23 | Paper |
Effective filtering analysis for non-Gaussian dynamic systems
Applied Mathematics and Optimization | 2021-04-22 | Paper |
Stability for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
SIAM Journal on Control and Optimization | 2021-03-11 | Paper |
| Uniqueness and superposition of the space-distribution dependent Zakai equations | 2020-08-03 | Paper |
| Coupled McKean-Vlasov stochastic differential equations with jumps | 2020-05-26 | Paper |
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations
(available as arXiv preprint) | 2020-04-20 | Paper |
Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
Journal of Mathematical Analysis and Applications | 2020-04-03 | Paper |
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise
Advances in Applied Probability | 2020-02-05 | Paper |
| Limit theorems of stochastic differential equations with jumps | 2020-01-31 | Paper |
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces
Discrete and Continuous Dynamical Systems. Series B | 2019-05-09 | Paper |
Effective Filtering for Multiscale Stochastic Dynamical Systems driven by L\'evy processes
(available as arXiv preprint) | 2018-10-23 | Paper |
Effective filtering on a random slow manifold
Nonlinearity | 2018-09-06 | Paper |
Stationary solutions for stochastic differential equations driven by Lévy processes
Journal of Dynamics and Differential Equations | 2017-11-08 | Paper |
Stationary measures for stochastic differential equations with jumps
Stochastics | 2016-11-25 | Paper |
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
Statistics & Probability Letters | 2016-10-31 | Paper |
Lyapunov exponents of stochastic differential equations driven by Lévy processes
Dynamical Systems | 2016-06-10 | Paper |
Nonlinear filtering of stochastic dynamical systems with Lévy noises
Advances in Applied Probability | 2015-11-06 | Paper |
The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion
Chinese Annals of Mathematics. Series B | 2015-03-13 | Paper |
Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise
Stochastics and Dynamics | 2015-01-30 | Paper |
Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
Journal of Theoretical Probability | 2014-09-26 | Paper |
TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS
Stochastics and Dynamics | 2014-05-02 | Paper |
Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients
Osaka Journal of Mathematics | 2014-04-16 | Paper |
Escape probability for stochastic dynamical systems with jumps
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes
Acta Mathematica Scientia. Series B. (English Edition) | 2013-06-20 | Paper |
| A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical Systems and Applications | 2012-04-23 | Paper |
A theorem dual to Yamada-Watanabe theorem for stochastic evolution equations
Stochastics and Dynamics | 2010-10-07 | Paper |
| A nonlinear stochastic evolution equation in Hilbert space | 2010-07-08 | Paper |
Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
Journal of Mathematical Analysis and Applications | 2009-06-10 | Paper |
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
Stochastic Processes and their Applications | 2009-01-16 | Paper |
| scientific article; zbMATH DE number 5138993 (Why is no real title available?) | 2007-03-30 | Paper |
Homeomorphism of solutions to backward SDEs and applications
Stochastic Processes and their Applications | 2007-02-26 | Paper |
Stability for multivalued McKean-Vlasov stochastic differential equations
(available as arXiv preprint) | N/A | Paper |
