54 citations · 76 across the 18 of their papers we have counts for
13 papers · 1 filter
The memory-dependent FPK equation for fractional Gaussian noise
Lifang Feng, Bin Pei, Yong Xu
This paper aims to explore non-Markovian dynamics of nonlinear dynamical systems subjected to fractional Gaussian noise (FGN) and Gaussian white noise (GWN). A novel memory-depende…
Averaging principle for slow-fast systems of PDEs with rough drivers
Miaomiao Li, Bin Pei, Yong Xu +1
This paper investigates a class of slow--fast systems of rough partial differential equations defined over a monotone family of interpolation Hilbert spaces. By employing the contr…
Memory-Dependent FPK Equations for Nonlinear SDOF Oscillators Under Fractional Gaussian Noise Excitation
Lifang Feng, Bin Pei, Yong Xu
This paper investigates the transient probabilistic responses of nonlinear single-degree-of-freedom oscillators subjected to external fractional Gaussian noise (FGN) excitation. Ow…
Averaging principle for semilinear slow-fast rough partial differential equations
Miaomiao Li, Yunzhang Li, Bin Pei +1
In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Sp…
Non-Markovian dynamics: the memory-dependent probability density evolution equations
Bin Pei, Lifang Feng, Yunzhang Li +1
This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to…
Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
Wenting Xu, Yong Xu, Xiaoyu Yang +1
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter…
Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path
Bin Pei, Robert Hesse, Bjoern Schmalfuss +1
This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion…
Almost Sure Averaging for Evolution Equations driven by fractional Brownian motions
Bin Pei, Bjoern Schmalfuss, Yong Xu
We apply the averaging method to a coupled system consisting of two evolution equations which has a slow component driven by fractional Brownian motion (FBM) with the Hurst paramet…
Averaging principle for McKean-Vlasov SDEs driven by multiplicative fractional noise with highly oscillatory drift coefficient
Bin Pei, Lifang Feng, Min Han
In this paper, we study averaging principle for a class of McKean-Vlasov stochastic differential equations (SDEs) that contain multiplicative fractional noise with Hurst parameter…
Precise Laplace approximation for mixed rough differential equation
Xiaoyu Yang, Yong Xu, Bin Pei
This work focuses on the Laplace approximation for the rough differential equation (RDE) driven by mixed rough path with as . Firstly, based on geometric rough path lifted from mix…
Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
Bin Pei, Yuzuru Inahama, Yong Xu
This paper is devoted to studying the averaging principle for fast-slow system of rough differential equations driven by mixed fractional Brownian rough path. The fast component is…
Positivity of the density for rough differential equations
Yuzuru Inahama, Bin Pei
Due to recent developments of Malliavin calculus for rough differential equations, it is now known that, under natural assumptions, the law of a unique solution at a fixed time has…
Pathwise unique solutions and stochastic averaging for mixed stochastic partial differential equations driven by fractional Brownian motion and Brownian motion
Bin Pei, Yuzuru Inahama, Yong Xu
This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst paramete…