Prof. Panpan REN, 任盼盼

Research output

Research output per year 2017 2021 2024 2025

• 25 RGC 21 - Publication in refereed journal

Research output per year

Research output per year

Search results

• 2025

  Extrinsic derivative formula for distribution dependent SDEs

  REN, P., Aug 2025, In: Bernoulli. 31, 3, p. 2508-2524

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Fokker Planck Equation 100%
  • Main Result 50%
  • Lipschitz Continuity 50%

• Probability distance estimates between diffusion processes and applications to singular McKean-Vlasov SDEs

  Huang, X., Ren, P. & Wang, F.-Y., 5 Mar 2025, In: Journal of Differential Equations. 420, p. 376-399

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Probability Theory 100%
  • Diffusion Process 100%
  • Distance Estimate 100%
  • Posedness 50%
  • Concave Function 33%
• 2024

  Distribution-Path Dependent Nonlinear SPDEs with Application to Stochastic Transport Type Equations

  Ren, P., Tang, H. & Wang, F.-Y., Aug 2024, In: Potential Analysis. 61, p. 379-407 29 p.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  Open Access

  File

  • Stochastics 100%
  • Type Equation 100%
  • Global Existence 50%
  • Global Solution 25%
  • Deterministic Model 25%
  5 Citations (Scopus)

  2 Downloads (CityUHK Scholars)

• Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker–Planck Equations

  Qian, Z., Ren, P. & Wang, F.-Y., Aug 2024, In: SIAM Journal on Mathematical Analysis. 56, 4, p. 5330-5349

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Stochastics 100%
  • Hamiltonian Systems 100%
  • Diffusion Process 100%
  • Relative Entropy 100%
  • Fokker Planck Equation 100%

• Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean–Vlasov equations and interacting particle systems

  BAO, J., REISINGER, C., REN, P. & STOCKINGER, W., Jul 2024, In: IMA Journal of Numerical Analysis. 44, 4, p. 2437-2479

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  Open Access

  File

  • Monte Carlo 100%
  • Interacting Particle Systems 100%
  • Strong Convergence 50%
  • Stochastic Differential Equation 50%
  • Probability Measure 50%
  3 Citations (Scopus)

  8 Downloads (CityUHK Scholars)

• Ornstein−Uhlenbeck type processes on Wasserstein spaces

  Ren, P. & Wang, F.-Y., Jun 2024, In: Stochastic Processes and their Applications. 172, 104339.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Tangent Space 100%
  • Dirichlet Form 100%
  • Stochastics 50%
  • Probability Measure 50%
  • Laplace Operator 50%
  1 Citation (Scopus)

• Singular degenerate SDEs: Well-posedness and exponential ergodicity

  Grothaus, M., Ren, P. & Wang, F.-Y., 25 Dec 2024, In: Journal of Differential Equations. 413, p. 632-661

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Posedness 100%
  • Ergodicity 100%
  • Stochastics 33%
  • Hamiltonian Systems 33%
  • Drift Term 33%
• 2023

  Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang's Harnack inequality

  Ren, P., Feb 2023, In: Stochastic Processes and their Applications. 156, p. 291-311

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Posedness 100%
  • Harnack Inequality 100%
  • Spatial Variable 50%
  • Initial Distribution 50%
  15 Citations (Scopus)
• 2022

  Linearization of nonlinear Fokker-Planck equations and applications

  Ren, P., Röckner, M. & Wang, F.-Y., 15 Jun 2022, In: Journal of Differential Equations. 322, p. 1-37

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Fokker Planck Equation 100%
  • Diffusion Process 50%
  • Posedness 50%
  • Partial Differential Equation 33%
  • Probability Measure 33%
  11 Citations (Scopus)

• Order preservation and positive correlation for nonlinear Fokker-Planck equation

  Ren, P., 2022, In: Electronic Communications in Probability. 27, p. 1-12 26.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  Open Access

  File

  • Fokker Planck Equation 100%
  • Positive Correlation 100%
  • Diffusion Process 33%
  • Main Result 33%
  37 Downloads (CityUHK Scholars)
• 2021

  Bismut formula for Lions derivative of distribution-path dependent SDEs

  Bao, J., Ren, P. & Wang, F.-Y., 5 May 2021, In: Journal of Differential Equations. 282, p. 285-329

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  Open Access

  • Probability Measure 100%
  • Asymptotics 50%
  • Main Result 50%
  • Malliavin Calculus 50%
  • Path Space 50%
  26 Citations (Scopus)

• Derivative formulas in measure on Riemannian manifolds

  Ren, P. & Wang, F.-Y., Dec 2021, In: Bulletin of the London Mathematical Society. 53, 6, p. 1786-1800

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
  9 Citations (Scopus)

• Distribution dependent stochastic differential equations

  Huang, X., Ren, P. & Wang, F.-Y., Apr 2021, In: Frontiers of Mathematics in China. 16, 2, p. 257–301

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Stochastic Differential Equation 100%
  • Fokker Planck Equation 66%
  • Weak Solution 33%
  • Posedness 33%
  • Comparison Theorem 33%
  48 Citations (Scopus)

• Donsker-Varadhan large deviations for path-distribution dependent SPDEs

  Ren, P. & Wang, F.-Y., 1 Jul 2021, In: Journal of Mathematical Analysis and Applications. 499, 1, 125000.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Large Deviation Principle 100%
  • Markov Process 50%
  • Original Equation 50%
  • Exponential Convergence 50%
  13 Citations (Scopus)

• Exponential convergence in entropy and Wasserstein for McKean–Vlasov SDEs

  Ren, P. & Wang, F.-Y., May 2021, In: Nonlinear Analysis. 206, 112259.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Exponential Convergence 100%
  • Type Equation 25%
  • Relative Entropy 25%
  • Invariant Probability Measure 25%
  • Wasserstein Distance 25%
  19 Citations (Scopus)

• First-order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems

  Bao, J., Reisinger, C., Ren, P. & Stockinger, W., 27 Jan 2021, In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 477, 2245, 20200258.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Convergence Order 100%
  • Strong Convergence 100%
  • Vlasov Equation 100%
  • Interacting Particle Systems 100%
  • Numerical Example 50%
  25 Citations (Scopus)

• Least squares estimation for path-distribution dependent stochastic differential equations

  Ren, P. & Wu, J.-L., 1 Dec 2021, In: Applied Mathematics and Computation. 410, 126457.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Stochastic Differential Equation 100%
  • Least Square Estimation 100%
  • Least Square 100%
  • Square Estimator 100%
  • Discrete Time 33%
  2 Citations (Scopus)

• Moderate deviation principles for unbounded additive functionals of distribution dependent SDES

  REN, P. & WANG, S., Sept 2021, In: Communications on Pure and Applied Analysis. 20, 9, p. 3129–3142

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Additive Functional 100%
  • Original Equation 50%
• 2020

  Space-distribution PDEs for path independent additive functionals of McKean-Vlasov SDEs

  Ren, P. & Wang, F.-Y., Sept 2020, In: Infinite Dimensional Analysis, Quantum Probability and Related Topics. 23, 3, 2050018.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Partial Differential Equation 100%
  • Additive Functional 100%
  • Distribution Space 100%
  • Probability Measure 25%
  • Drift Term 25%
  16 Citations (Scopus)

• Spectral gap for measure-valued diffusion processes

  Ren, P. & Wang, F.-Y., 15 Mar 2020, In: Journal of Mathematical Analysis and Applications. 483, 2, 123624.

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  Open Access

  • Diffusion Process 100%
  • Valued Measure 100%
  • Stochastics 50%
  • Riemannian Manifolds 50%
  • Finite Measure 50%
  6 Citations (Scopus)

• 关于测度值过程的随机分析

  Translated title of the contribution: Stochastic analysis for measure-valued processes王凤雨 & 任盼盼, 2020, In: Scientia Sinica Mathematica. 50, 2, p. 231-252

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  Open Access

  • Stochastics 100%
  • Stochastic Differential Equation 100%
  • Valued Measure 100%
  • Partial Differential Equation 50%
  • Probability Measure 50%
  2 Citations (Scopus)
• 2019

  Bismut formula for Lions derivative of distribution dependent SDEs and applications

  Ren, P. & Wang, F.-Y., 5 Oct 2019, In: Journal of Differential Equations. 267, 8, p. 4745-4777

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  Open Access

  • Initial Datum 100%
  • Malliavin Calculus 100%
  • Initial Distribution 100%
  • Measurable Function 100%
  • Semigroup 100%
  45 Citations (Scopus)

• Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations

  Ren, P. & Wu, J.-L., 1 May 2019, In: Acta Mathematica Scientia. 39, 3, p. 691-716

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Discrete Time 100%
  • Stochastic Differential Equation 100%
  • Least Square 100%
  • Square Estimator 100%
  • Approximates 33%
  9 Citations (Scopus)

• Path independence of additive functionals for stochastic differential equations under G-framework

  Ren, P. & Yang, F.-F., 1 Feb 2019, In: Frontiers of Mathematics in China. 14, 1, p. 135-148

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Stochastic Differential Equation 100%
  • Additive Functional 100%
  • Partial Differential Equation 33%
  • Main Result 33%
  • Standard Brownian Motion 33%
  8 Citations (Scopus)
• 2017

  Exponential stability of solutions for retarded stochastic differential equations without dissipativity

  Zhu, M., Ren, P. & Li, J., 1 Sept 2017, In: Discrete and Continuous Dynamical Systems - Series B. 22, 7, p. 2923-2938

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Stochastic Differential Equation 100%
  • Constant of Variation 100%
  • Stochastic Differential 100%
  • Exponential Stability 100%
  • Sufficient Condition 50%