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math.AP2018★ 3 cited
Homogenization of Nonlocal Partial Differential Equations Related to Stochastic Differential Equations with Lévy Noise
Qiao Huang, Jinqiao Duan, Renming Song
We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differe…
math.AP2016★ 3 cited
Maximum principles for nonlocal parabolic Waldenfels operators
Qiao Huang, Jinqiao Duan, Jiang-Lun Wu
As a class of Lévy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Lévy fluctuations and constructi…