1 citations · 2 across the 3 of their papers we have counts for
3 papers
math.DS2024
Averaging principle for SDEs with singular drifts driven by -stable processes
Mengyu Cheng, Zimo Hao, Xicheng Zhang
In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with -Hölder drift driven by -stable processes. Mor…
math.PR2022★ 1 cited
Ergodicity of supercritical SDEs driven by -stable processes and heavy-tailed sampling
Xiaolong Zhang, Xicheng Zhang
Let and . Consider the following stochastic differential equation (SDE) driven by -stable process in : $$ dX_t=b(X_t)dt+σ(X_{t-})d L^α_…
math.PR2021★ 1 cited
Cauchy Problem of Stochastic Kinetic Equations
Xiaolong Zhang, Xicheng Zhang
In this paper we establish the optimal regularity estimates for the Cauchy problem of stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As applicat…