Panpan Ren
Identifiers
- name variant Panpan Ren 0.60 · backfill
Papers (9)
- Bismut Formula for Intrinsic Derivative of DDSDEs with Singular Interactions math.PR · 2026 · author #1
- McKean-Vlasov SDEs with Local Distributional Interactions: Well-Posedness and Entropy-Cost Estimates math.PR · 2026 · author #2
- Stochastic intrinsic gradient flows on the Wasserstein space math.PR · 2025 · author #1
- Entropy-Cost Inequalities for McKean-Vlasov SDEs with Singular Interactions math.PR · 2025 · author #2
- Space-Distribution PDEs for Path Independent Additive Functionals of McKean-Vlasov SDEs math.PR · 2018 · author #1
- Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations math.PR · 2018 · author #1
- Least squares estimation for path-distribution dependent stochastic differential equations math.PR · 2018 · author #1
- Matrix-valued SDEs arising from currency exchange markets math.PR · 2017 · author #1
- Foreign exchange market modelling and an on-line portfolio selection algorithm q-fin.PM · 2017 · author #1
Mentions
- 2602.10841 #2 · arxiv_oai · confidence 0.70 Panpan Ren
Frequent Coauthors
- Feng-Yu Wang 4 shared papers
- Jiang-Lun Wu 3 shared papers
- Xing Huang 2 shared papers
- Jianglun Wu 1 shared papers
- Michael R\"ockner 1 shared papers
- Simon Wittmann 1 shared papers