Ren, Panpan
- Distribution Dependent Stochastic Differential Equations
2020/12/26 by Xing Huang, Huang, Xing, Panpan Ren +3 · 10 citations
Economics, Econometrics and Finance · Mathematics · #60B05 #60B10 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
2018/09/17 by Panpan Ren, Ren, Panpan, Feng‐Yu Wang +1 · 7 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Fractional Differential Equations Solutions #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications
- Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems
2020/05/03 by Jianhai Bao, Christoph Reisinger, Bao, Jianhai +5 · 3 citations
Economics, Econometrics and Finance · Mathematics · #60H30 #65C20 #65C30 #65C35 #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Bismut Formula for Lions Derivative of Distribution-Path Dependent SDEs
2020/04/30 by Jianhai Bao, Panpan Ren, Bao, Jianhai +3 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Housing Market and Economics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Derivative Formulas in Measure on Riemannian Manifolds
2019/08/10 by Ren, Panpan, Wang, Feng-Yu · 2 citations
#Differential Geometry (math.DG) #FOS: Mathematics #Probability (math.PR)
- Bi-Coupling Method and Applications
2023/02/27 by Ren, Panpan, Wang, Feng-Yu · 3 citations
#FOS: Mathematics #Probability (math.PR)
- Distribution-Path Dependent Nonlinear SPDEs with Application to Stochastic Transport Type Equations
2020/07/17 by Panpan Ren, Hao Tang, Ren, Panpan +3 · 2 citations
Engineering · Mathematics · Physics and Astronomy · #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Nonlinear Waves and Solitons #Probability (math.PR)
- Space-Distribution PDEs for Path Independent Additive Functionals of McKean-Vlasov SDEs
2018/05/28 by Panpan Ren, Feng‐Yu Wang, Ren, Panpan +1 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Complex Systems and Time Series Analysis #Monetary Policy and Economic Impact
- Donsker-Varadhan Large Deviations for Path-Distribution Dependent SPDEs
2020/02/20 by Ren, Panpan, Wang, Feng-Yu · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Extrinsic Derivative Formula for Distribution Dependent SDEs
2024/01/28 by Ren, Panpan · 2 citations
#60B05 60B10 #FOS: Mathematics #Probability (math.PR)
- Moderate Deviation Principles for Unbounded Additive Functionals of Distribution Dependent SDEs
2021/01/23 by Panpan Ren, Ren, Panpan, Shen Wang +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications
- Singular McKean-Vlasov SDEs: Well-Posedness, Regularities and Wangs Harnack Inequality
2021/10/17 by Panpan Ren, Ren, Panpan · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #60B05 #60B10 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications
- Probability Distance Estimates Between Diffusion Processes and Applications to Singular McKean-Vlasov SDEs
2023/04/15 by Xing Huang, Huang, Xing, Panpan Ren +3 · 1 citation
Economics, Econometrics and Finance · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity
2023/04/28 by Ren, Panpan, Grothaus, Martin, Wang, Feng-Yu · 1 citation
#FOS: Mathematics #G.3 #Probability (math.PR)