3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2021★ 3 cited
Diffusion approximation for multi-scale stochastic reaction-diffusion equations
Longjie Xie, Li Yang
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the origi…
math.PR2020
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
Michael Röckner, Longjie Xie, Li Yang
We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are est…