50 citations · 66 across the 9 of their papers we have counts for
5 papers · 1 filter
Solvability of a class of mean-field BSDEs with quadratic growth
Tao Hao, Jiaqiang Wen, Jie Xiong
In this paper, we study the multi-dimensional mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. Under small terminal value, the existe…
Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by -stable noises
Ran Wang, Jie Xiong, Lihu Xu
We shall establish a large deviation principle for some occupation measure of the stochastic real Ginzburg-Landau equation driven by -stable noises. As a consequence, we obtain…
Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
Xia Chen, Jie Xiong
Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time dependent potential, we investi…
Large Deviation Principle for Some Measure-Valued Processes
Parisa Fatheddin, Jie Xiong
We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, th…
Super-Brownian motion as the unique strong solution to an SPDE
Jie Xiong
A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to…