C. Yuan

activity

20082023

most citedTwo-time-scale stochastic partial differential equations driven by

α

-stable noises: Averaging principles

80 citations · 136 across the 69 of their papers we have counts for

collaborators

Showing 2020 · math.PRShow all

2 papers · 2 filters

math.PR2020

TCI for SDEs with irregular drifts

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

We obtain $T_{2} (C)$ for stochastic differential equations with Dini continuous drift and $T_{1} (C)$ stochastic differential equations with singular coefficients.

math.PR2020★ 2 cited

Weak convergence of Euler scheme for SDEs with singular drift

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rat…