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math.PR2020
Incompressible viscous fluids in and SPDEs on graphs, in presence of fast advection and non smooth noise
Sandra Cerrai, Guangyu Xi
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger a…
math.PR2019
On a maximal inequality and its application to SDEs with singular drift
Xuan Liu, Guangyu Xi
In this paper we present a Doob type maximal inequality for stochastic processes satisfying the conditional increment control condition. If we assume, in addition, that the margins…