4 papers · 1 filter
A stable limit theorem for SDEs driven by multiplicative -stable processes
Kun Yin
We derive a stable limit theorem for stochastic differential equations driven by multiplicative -stable processes. A key ingredient is the -exponential contractivity estima…
Anchored Nash inequalities and heat kernel bounds for a class of random conductance models with long-range jumps
Sebastian Andres, Xin Chen, Martin Slowik +1
We show anchored versions of the Nash inequality for discrete non-local divergence-form operators with degenerate weights. They allow to control the -norm of a function by D…
Stochastic homogenization of stable-like process with divergence free drift
Xin Chen, Kun Yin
In this paper we will study homogenization of for stable-like process with divergence-free drift in ergodic environments. In particular, neither the drift nor the stream function a…
Strong and weak convergence rates for fully coupled multiscale stochastic differential equations driven by -stable processes
Kun Yin
We first establish strong convergence rates for multiscale systems driven by -stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak c…