Fan, Xiliang; Yu, Ting; Yuan, Chenggui Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions. (English) Zbl 1525.60071 Stochastic Processes Appl. 164, 383-415 (2023). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 164, 383--415 (2023; Zbl 1525.60071) Full Text: DOI arXiv
Fan, Xiliang; Jiang, Xiaoyan Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process. (English) Zbl 1515.93210 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1041-1061 (2023). MSC: 93E20 60H10 60H05 PDFBibTeX XMLCite \textit{X. Fan} and \textit{X. Jiang}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1041--1061 (2023; Zbl 1515.93210) Full Text: DOI
Fan, Xiliang; Huang, Xing; Suo, Yongqiang; Yuan, Chenggui Distribution dependent SDEs driven by fractional Brownian motions. (English) Zbl 1492.60166 Stochastic Processes Appl. 151, 23-67 (2022). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 151, 23--67 (2022; Zbl 1492.60166) Full Text: DOI arXiv
Fan, Xiliang; Yu, Rong Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises. (English) Zbl 1495.60049 Stochastics 94, No. 4, 493-518 (2022). MSC: 60H10 PDFBibTeX XMLCite \textit{X. Fan} and \textit{R. Yu}, Stochastics 94, No. 4, 493--518 (2022; Zbl 1495.60049) Full Text: DOI
Fan, Xiliang; Zhang, Shao-Qin Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts. (English) Zbl 1480.60155 Bull. Sci. Math. 170, Article ID 103011, 33 p. (2021). MSC: 60H10 60H07 PDFBibTeX XMLCite \textit{X. Fan} and \textit{S.-Q. Zhang}, Bull. Sci. Math. 170, Article ID 103011, 33 p. (2021; Zbl 1480.60155) Full Text: DOI arXiv
Fan, Xiliang Derivative formulas and applications for degenerate stochastic differential equations with fractional noises. (English) Zbl 1479.60107 J. Theor. Probab. 32, No. 3, 1360-1381 (2019). Reviewer: Xue-Mei Li (Warwick) MSC: 60H07 PDFBibTeX XMLCite \textit{X. Fan}, J. Theor. Probab. 32, No. 3, 1360--1381 (2019; Zbl 1479.60107) Full Text: DOI arXiv
Fan, Xiliang; Ren, Yong Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions. (English) Zbl 1367.60081 Stoch. Dyn. 17, No. 4, Article ID 1750028, 19 p. (2017). MSC: 60H15 60G22 60H07 PDFBibTeX XMLCite \textit{X. Fan} and \textit{Y. Ren}, Stoch. Dyn. 17, No. 4, Article ID 1750028, 19 p. (2017; Zbl 1367.60081) Full Text: DOI
Fan, Xiliang Logarithmic Sobolev inequalities for fractional diffusion. (English) Zbl 1397.60050 Stat. Probab. Lett. 106, 165-172 (2015). MSC: 60E15 60H07 60G22 PDFBibTeX XMLCite \textit{X. Fan}, Stat. Probab. Lett. 106, 165--172 (2015; Zbl 1397.60050) Full Text: DOI
Fan, Xi-Liang Non autonomous semilinear stochastic evolution equations. (English) Zbl 1320.60124 Commun. Stat., Theory Methods 44, No. 9, 1806-1818 (2015). MSC: 60H15 60H05 PDFBibTeX XMLCite \textit{X.-L. Fan}, Commun. Stat., Theory Methods 44, No. 9, 1806--1818 (2015; Zbl 1320.60124) Full Text: DOI
Fan, Xiliang Stochastic Volterra equations driven by fractional Brownian motion. (English) Zbl 1319.60145 Front. Math. China 10, No. 3, 595-620 (2015). MSC: 60H20 60G22 60H05 60H07 PDFBibTeX XMLCite \textit{X. Fan}, Front. Math. China 10, No. 3, 595--620 (2015; Zbl 1319.60145) Full Text: DOI arXiv
Fan, Xiliang Integration by parts formula and applications for SDEs driven by fractional Brownian motions. (English) Zbl 1315.60064 Stochastic Anal. Appl. 33, No. 2, 199-212 (2015). MSC: 60H05 60H10 60G22 PDFBibTeX XMLCite \textit{X. Fan}, Stochastic Anal. Appl. 33, No. 2, 199--212 (2015; Zbl 1315.60064) Full Text: DOI arXiv
Fan, Xi-Liang Harnack-type inequalities and applications for SDE driven by fractional Brownian motion. (English) Zbl 1304.60072 Stochastic Anal. Appl. 32, No. 4, 602-618 (2014). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 47D07 PDFBibTeX XMLCite \textit{X.-L. Fan}, Stochastic Anal. Appl. 32, No. 4, 602--618 (2014; Zbl 1304.60072) Full Text: DOI arXiv
Fan, Xiliang Harnack inequality and derivative formula for SDE driven by fractional Brownian motion. (English) Zbl 1273.60068 Sci. China, Math. 56, No. 3, 515-524 (2013). MSC: 60H10 60H30 60G22 PDFBibTeX XMLCite \textit{X. Fan}, Sci. China, Math. 56, No. 3, 515--524 (2013; Zbl 1273.60068) Full Text: DOI arXiv