Xiliang Fan

Finance · 2008–2021

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it
• Applied Mathematics — 6 citations into it
• Demography — 5 citations into it
• Management Science and Operations Research — 5 citations into it
• Modeling and Simulation — 5 citations into it

Whom Xiliang Fan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Feng-Yu Wang
2. Panpan Ren
3. David Nualart
4. Jianhai Bao
5. René A. Carmona
6. Khaled Bahlali
7. Juan Li
8. Wim Schoutens
9. François Delarue

Papers from Xiliang Fan's perspective

Ordered by how strongly the researchers Xiliang Fan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Mean-field stochastic differential equations and associated PDEs
2. Distribution-Dependent SDEs for Landau Type Equations
3. Smoothing properties of McKean–Vlasov SDEs
4. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
5. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
6. Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
7. Distribution dependent SDEs with singular coefficients (Stochastic Processes and their Applications)
8. Bismut formula for Lions derivative of distribution dependent SDEs and applications (Journal of Differential Equations)
9. Chaotic and predictable representation for L'evy Processes
10. Special Functions of Mathematical Physics

Their papers

• Distribution dependent SDEs driven by fractional Brownian motions (2021) — 55 citations
• REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (2008) — 54 citations