20 citations · 40 across the 7 of their papers we have counts for
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math.PR2021★ 8 cited
Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
Xue-Mei Li, Julian Sieber
Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental processes, with which we study SPDEs driven by fractional Brownian motions in a rando…
math.PR2021★ 5 cited
Functional Limit Theorems for Volterra Processes and Applications to Homogenization
Johann Gehringer, Xue-Mei Li, Julian Sieber
We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process in the rough path topology. As an application, we establish we…