5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.DS2023
Averaging principle and normal deviation for multi-scale SDEs with polynomial nonlinearity
Mengyu Cheng, Zhenxin Liu, Michael Röckner
We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More sp…
math.PR2022★ 5 cited
Strong and weak convergence for averaging principle of DDSDE with singular drift
Mengyu Cheng, Zimo Hao, Michael Röckner
In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized spaces. Using Zvonkin's transformation an…