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4 papers · 2 filters
Well-posedness of Backward Stochastic Partial Differential Equations with Lyapunov Condition
Wei Liu, Rongchan Zhu
In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead…
Small Time Asymptotics for SPDEs with Locally Monotone Coefficients
Shihu Li, Wei Liu, Yingchao Xie
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in genera…
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
Michael Röckner, Xiaobin Sun, Yingchao Xie
In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Under some proper assumptions on t…
-solutions for stochastic Navier-Stokes equations with jump noise
Jiahui Zhu, Zdzisław Brzeźniak, Wei Liu
We study the existence and uniqueness of solutions of 2D Stochastic Navier-Stokes equation with space irregular jump noise for initial data in certain Sobolev spaces of negative or…