4 papers · 1 filter
Central limit theorem for the Allen-Cahn equation with supercritical random initial conditions
Colin Piernot, Kexing Ying
We study the large-scale behavior of solutions to the Allen-Cahn reaction-diffusion equation with Gaussian initial data. We consider the case of short-range dependence in the assoc…
Non-explosion principles for branched rough differential equations with unbounded coefficients
Kexing Ying
Expanding upon the work of arXiv:2502.08799, we provide a non-explosion criterion for branched rough differential equations (bRDEs) where we continue to allow for the drift and the…
Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives
Xue-Mei Li, Kexing Ying
We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infi…
Fluctuations from a random fractional averaging limit
Xue-Mei Li, Colin Piernot, Szymon Sobczak +1
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under er…