张少钦

2025

多专业合班下“随机分析”教学的探索与实践

《教育教学论坛》

2025

A unified approach to gradient type formulas for decoupled FBSDEs and some applications

Annales de l Institut Henri Poincaré Probabilités et Statistiques

DOI

2025

A local bifurcation theorem for McKean-Vlasov diffusions

Journal of Functional Analysis

DOI

2023

Existence and non-uniqueness of stationary distributions for distribution dependent SDEs

Electronic Journal of Probability

DOI

2022

Convergence rate of the EM algorithm for SDEs with low regular drifts

Journal of Applied Probability

DOI

2021

Transportation cost inequalities for SDEs with irregular drifts

Stochastic Processes and their Applications

DOI

2021

Weak convergence of Euler scheme for SDEs with low regular drift

Numerical Algorithms

DOI

2021

Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts

Bulletin des Sciences Mathématiques

DOI

2021

A Zvonkin's transformation for stochastic differential equations with singular drift and applications

Journal of Differential Equations

DOI

2021

Exponential contraction in Wasserstein distance on static and evolving manifolds

Open Repository and Bibliography (University of Luxembourg)

2020

Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation

Proceedings of the Royal Society of Edinburgh Section A Mathematics

DOI

2020

Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients

Stochastic Analysis and Applications

DOI

2019

Weak Poincaré inequalities for convolution probabilities measures

Infinite Dimensional Analysis Quantum Probability and Related Topics

DOI

2019

Regime-switching diffusion processes: strong solutions and strong Feller property

Stochastic Analysis and Applications

DOI

2019

On invariant probability measures of regime-switching diffusion processes with singular drifts

Journal of Mathematical Analysis and Applications

DOI

2018

一维CIR过程的泛函不等式及谱结构

《北京师范大学学报(自然科学版)》

2018

Irreducibility and strong Feller property for non-linear SPDEs

Stochastics

DOI

2018

Integration by parts formula for SPDEs with multiplicative noise and its applications

Stochastics and Dynamics

DOI

2018

Mild Solutions and Harnack Inequality for Functional Stochastic Partial Differential Equations with Dini Drift

Journal of Theoretical Probability

DOI

2018

Log‐Harnack inequalities for Markov semigroups generated by non‐local Gruschin type operators

Mathematische Nachrichten

DOI

2016

Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations

Frontiers of Mathematics

DOI

2025

A Note on the instability of equilibria for distribution dependent SDEs

arXiv (Cornell University)

DOI

2025

Local Convergence near Equilibria for Distribution-Dependent SDEs in a Generalized Kantorovich--Rubinstein Metric

arXiv (Cornell University)

DOI

2024

Distribution dependent SDEs with multiplicative fractional noise

arXiv (Cornell University)

DOI

2022

Exponential convergence in Wasserstein metric for distribution dependent SDEs

arXiv (Cornell University)

DOI

2020

Convergence rate of EM algorithm for SDEs under integrability condition

arXiv (Cornell University)

DOI

2020

TCI for SDEs with irregular drifts

arXiv (Cornell University)

DOI

2018

Exponential convergence in Wasserstein Distance for Diffusion Semigroups with Irregular Drifts

arXiv (Cornell University)

DOI

2013

Harnack inequalities for $1$-$d$ stochastic Klein-Gordon type equations

arXiv (Cornell University)

DOI