Xiliang Fan

发表

Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions

C. Yuan, Xiliang Fan, Tingzhou Yu, 2022, Stochastic Processes and their Applications.

Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices

Xiliang Fan, Zhenzhen Feng, 2022, SIAM J. Control. Optim..

A study on the fractional Gruschin type process

Xiliang Fan, Rong Yu, 2019, 1909.03168.

Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes

Jiang-Lun Wu, Xiliang Fan, 2020, Potential Analysis.

Derivative Formulas and Applications for Degenerate Stochastic Differential Equations with Fractional Noises

Xiliang Fan, 2018, Journal of Theoretical Probability.

Stochastic Volterra equations driven by fractional Brownian motion

Xiliang Fan, 2015, Frontiers of Mathematics in China.

Distribution dependent SDEs driven by fractional Brownian motions

Chenggui Yuan, Xiliang Fan, Yongqiang Suo, 2021, Stochastic Processes and their Applications.

REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS

Yong Ren, Xiliang Fan, 2008, The ANZIAM Journal.

REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS

Yong Ren, Xiliang Fan, Yong Ren, 2008, The ANZIAM Journal.

Distribution dependent BSDEs driven by Gaussian processes

Jiang-Lun Wu, Xiliang Fan, 2023, 2302.03412.

Regularities for distribution dependent SDEs with fractional noises

Xing Huang, Xiliang Fan, Zewei Ling, 2023, 2304.00768.

Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process

Xiliang Fan, Xiaoyan Jiang, 2023, Discrete and Continuous Dynamical Systems - S.

Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises

Xiliang Fan, Rong Yu, Xiliang Fan, 2021, Stochastics.

A unified approach to gradient type formulas for BSDEs and some applications

Xiliang Fan, Shao-Qin Zhang, Michael Rockner, 2021, 2103.06761.

Derivative formulae for multidimensional SDEs with multiplicative fractional noises and applications

Xiliang Fan, 2019 .

Derivative Formulas and Applications for Degenerate Stochastic Differential Equations with Fractional Noises

Xiliang Fan, 2019 .

Derivative formulas and applications for degenerate SDEs with fractional noises

Xiliang Fan, 2017, 1707.04893.

Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions

Yong Ren, Xiliang Fan, 2017 .

Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion

Xiliang Fan, 2014 .

Bismut formulae and applications for stochastic (functional) differential equations driven by fractional Brownian motions

Xiliang Fan, 2013, 1308.5309.

Harnack inequality and derivative formula for SDE driven by fractional Brownian motion

Xiliang Fan, 2013, 1310.5932.

PR ] 5 D ec 2 01 9 A study on the fractional Gruschin type process 1

Xiliang Fan, Rong Yu, 2019 .

Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes

Jiang-Lun Wu, Xiliang Fan, 2018, Potential Analysis.

Stochastic Volterra equations driven by fractional Brownian motion

Xiliang Fan, 2015 .

Non Autonomous Semilinear Stochastic Evolution Equations

Xiliang Fan, 2015 .