Yulin Song
Finance · 2020
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 19 citations into it
Whom Yulin Song trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Yulin Song's perspective
Ordered by how strongly the researchers Yulin Song trusts endorse each paper. Same corpus, a different order for every researcher.
- Large deviations for infinite dimensional stochastic dynamical systems
- Variational representations for continuous time processes
- Mean-field stochastic differential equations and associated PDEs
- Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes (Transactions of the American Mathematical Society)
- From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (Annals of Probability)
- McKean–Vlasov SDEs under measure dependent Lyapunov conditions (Annales De L Institut Henri Poincare-probabilites Et Statistiques)
- Quantitative estimates of propagation of chaos for stochastic systems with W-1,∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb}… (Inventiones Mathematicae)
- Freidlin–Wentzell LDP in path space for McKean–Vlasov equations and the functional iterated logarithm law (The Annals of Applied Probability)
- A Moderate Deviation Principle for 2-D Stochastic Navier-Stokes Equations Driven by Multiplicative L\'evy Noises
- Moderate Deviation Principles for Stochastic Differential Equations with Jumps
Their papers
- Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2020) — 76 citations