4. Mathematics
  5. Probability

Shizan Fang

Mathematics – Probability

Scientist

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Global flows for stochastic differential equations without global Lipschitz conditions

Mathematics – Probability
Scientific paper

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Stochastic differential equations with coefficients in Sobolev spaces

Mathematics – Probability
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Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation

Mathematics – Probability
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Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values

Mathematics – Probability
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Transportation Cost Inequality on Path Spaces with Uniform Distance

Mathematics – Probability
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