Pengcheng Xia

activity

20192026

most cited

L^{q} (L^{p})

-theory of stochastic differential equations

9 citations · 9 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2026

Derivative estimates for SDEs with singular and unbounded coefficients

Pengcheng Xia, Longjie Xie, Xicheng Zhang

We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular a…

math.PR2024

Infinite-horizon time-inhomogeneous Kolmogorov equation and non-autonomous multi-scale stochastic systems

Ling Wang, Pengcheng Xia, Longjie Xie +1

We propose a unified approach, based on the infinite-horizon time-inhomogeneous Kolmogorov equation with a parameter, to study the asymptotic behavior of non-autonomous multi-scale…

math.PR2019★ 9 cited

$L^{q} (L^{p})$ -theory of stochastic differential equations

Pengcheng Xia, Longjie Xie, Xicheng Zhang +1

In this paper we show the weak differentiability of the unique strong solution with respect to the starting point $x$ as well as Bismut-Elworthy-Li's derivative formula for the fol…

Derivative estimates for SDEs with singular and unbounded coefficients

Infinite-horizon time-inhomogeneous Kolmogorov equation and non-autonomous multi-scale stochastic systems

Lq(Lp)-theory of stochastic differential equations

$L^{q} (L^{p})$ -theory of stochastic differential equations