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Yongqiang Suo

Publications and source records attributed to Yongqiang Suo.

8 recordsLinked to original sources
arXiv2022

Estimate of Heat Kernel for Euler-Maruyama Scheme of SDEs Driven by α-Stable Noise and Applications

In this paper, the discrete parameter expansion is adopted to investigate the estimation of heat kernel for Euler-Maruyama scheme of SDEs driven by α-stable noise, which implies krylov's estimate and khasminskii's estimate. As an application, the convergence rate of Euler-Maruyama scheme of a class of multidimensional SDEs with singular drift( in aid of Zvonkin's transformation) is obtained.

math.PR↗
arXiv2021

Distribution dependent SDEs driven by fractional Brownian motions

In this paper we study a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter H\in(1/2,1). We prove the well-posedness of this type equations, and then establish a general result on the Bismut formula for the Lions derivative by using Malliavin calculus. As applications, we provide the Bismut formulas of this kind for both non-degenerate and degenerate cases, and obtain the estimates of the Lions derivative and the total variation distance between the laws of two solutions.

math.PR↗
arXiv2020

TCI for SDEs with irregular drifts

We obtain $T_2(C)$ for stochastic differential equations with Dini continuous drift and $T_1(C)$ stochastic differential equations with singular coefficients.

math.PR↗
arXiv2020

Weak convergence of Euler scheme for SDEs with singular drift

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 including discontinuous functions which can be non-piecewise continuous or in fractional Sobolev space.

math.PR↗
arXiv2019

CLT and MDP for McKean-Vlasov SDEs

Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which extend from the corresponding results for classical stochastic differential equations to the distribution dependent setting.

math.PR↗
arXiv2019

Weak convergence of path-dependent SDEs driven by fractional Brownian motion with irregular coefficients

In this paper, by using Girsanov's transformation and the property of the corresponding reference stochastic differential equations, we investigate weak existence and uniqueness of solutions and weak convergence of Euler-Maruyama scheme to stochastic functional differential equations with Hölder continuous drift driven by fractional Brownian motion with Hurst index $H\in (1/2,1)$.

math.PR↗
arXiv2018

Moderate deviation and central limit theorem for SDDEs with plynomial growth

In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation %(CLT for abbreviation) for a class of stochastic differential delay equations with small noises, where the coefficients are allowed to be highly nonlinear growth with respect to the variables. Moreover, we obtain the central limit theorem for stochastic differential delay equations which the coefficients are polynomial growth with respect to the delay variables.

math.PR↗