50 citations · 153 across the 53 of their papers we have counts for
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math.PR2016★ 1 cited
Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients
Jie Xiong, Jiayu Zheng, Xiaowen Zhou
We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under…
math.PR2016★ 1 cited
Large deviations for locally monotone stochastic partial differential equations driven by Levy noise
Jie Xiong, Jianliang Zhai
In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by Lévy noise. The…
math.PR2016★ 2 cited
Large deviation principle of occupation measures for Non-linear monotone SPDEs
Ran Wang, Jie Xiong, Lihu Xu
Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differenti…