Yulin Song

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sensitivity analysis for mean-field stochastic differential equations with jumps and its applications in option pricing Journal of Theoretical Probability	2026-03-13	Paper
Large and moderate deviation principles for McKean-Vlasov SDEs with jumps Potential Analysis	2023-10-13	Paper
Large and moderate deviation principles for path-distribution-dependent stochastic differential equations Discrete and Continuous Dynamical Systems. Series S	2023-07-03	Paper
Regularity for distribution-dependent SDEs driven by jump processes Stochastics and Dynamics	2022-09-30	Paper
Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients Discrete and Continuous Dynamical Systems	2022-07-26	Paper
The G-Martingale Approach for G-Utility Maximization	2022-06-13	Paper
Density functions of distribution dependent SDEs driven by Lévy noises Communications on Pure and Applied Analysis	2021-11-17	Paper
Well-posedness and regularity for distribution dependent SPDEs with singular drifts Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods	2021-02-18	Paper
Derivative formula and coupling property for linear SDEs driven by Lévy processes Acta Mathematicae Applicatae Sinica. English Series	2020-02-27	Paper
Gradient estimates and exponential ergodicity for mean-field SDEs with jumps Journal of Theoretical Probability	2020-02-18	Paper
Density functions of doubly-perturbed stochastic differential equations with jumps Frontiers of Mathematics in China	2018-03-14	Paper
Existence of density functions for the running maximum of a Lévy-Itô diffusion Potential Analysis	2018-01-26	Paper
Exponential convergence for some SPDEs with Lévy noises Illinois Journal of Mathematics	2017-07-11	Paper
Strong Feller properties for degenerate SDEs with jumps Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2016-06-27	Paper
Strong Feller properties for degenerate SDEs with jumps Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2016-06-27	Paper
Regularity of density for SDEs driven by degenerate Lévy noises Electronic Journal of Probability	2015-08-07	Paper
Gradient estimates and coupling property for semilinear SDEs driven by jump processes Science China. Mathematics	2015-03-26	Paper
Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes Statistics & Probability Letters	2014-06-11	Paper
Exponential Convergence for Semilinear SDEs Driven by L\'evy Processes on Hilbert Spaces	2013-01-25	Paper
Existence and uniqueness of mild solutions of a stochastic evolution equation with jumps and non-Lipschitz and non-time-homogeneous coefficients	2010-11-05	Paper
Existence and uniqueness of solutions of nonlinear SPDE with jumps	2009-11-11	Paper

Research outcomes over time

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