2 citations · 4 across the 11 of their papers we have counts for
11 papers
Central limit theorem for slow-fast system under mixed fractional Brownian motion
Xiaoyu Yang, Yong Xu
This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion (FBM) with \(H > 1/2\) and the fast component is a Markovian statio…
Large and moderate deviation for rough slow-fast system with level 3 geometric rough path
Xiaoyu Yang, Yong Xu
This work is to give the large deviation principle (LDP) and moderate deviation principle (MDP) for a slow-fast system driven by the mixed fractional Brownian motion (FBM) (1/4,1/3…
Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
Wenting Xu, Yong Xu, Xiaoyu Yang +1
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter…
Large deviation principle for slow-fast rough differential equations via controlled rough paths
Xiaoyu Yang, Yong Xu
We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed frac…
Large deviation principle for a two-time-scale McKean-Vlasov model with jumps
Xiaoyu Yang, Yong Xu
This work focus on the large deviation principle for a two-time scale McKean-Vlasov system with jumps. Based on the variational framework of the McKean-Vlasov system with jumps, it…
Moderate deviations for two-time scale systems with mixed fractional Brownian motion
Xiaoyu Yang, Yuzuru Inahama, Yong Xu
This work focuses on moderate deviations for two-time scale systems with mixed fractional Brownian motion. Our proof uses the weak convergence method which is based on the variatio…
Moderate deviations for rough differential equations
Yuzuru Inahama, Yong Xu, Xiaoyu Yang
Small noise problems are quite important for all types of stochastic differential equations. In this paper we focus on rough differential equations driven by scaled fractional Brow…
Large deviation principle for slow-fast system with mixed fractional Brownian motion
Yuzuru Inahama, Yong Xu, Xiaoyu Yang
This work focuses on a slow-fast system perturbed by mixed fractional Brownian motion with Hurst parameter . The integral with respect to fractional Brownian motion is…
Precise Laplace approximation for mixed rough differential equation
Xiaoyu Yang, Yong Xu, Bin Pei
This work focuses on the Laplace approximation for the rough differential equation (RDE) driven by mixed rough path with as . Firstly, based on geometric rough path lifted from mix…
The central limit theorem for slow-fast systems with Lévy noise
Xiaoyu Yang, Yong Xu, Ruifang Wang +1
We consider a slow-fast stochastic differential system with Lévy noise. We will employ the perturbed test function method to study the normal deviation of the slow-fast system. Our…
Convergence of martingale solutions to the hybrid slow-fast system
Yong Xu, Xiaoyu Yang, Bin Pei +1
This paper is devoted to studying the weak convergence for a slow-fast system with jumps modulated by Markovian switching regimes with the martingale method. However, due to the co…