79 citations · 575 across the 55 of their papers we have counts for
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math.PR2018★ 2 cited
A Unified Approach to Coupling SDEs driven by Lévy Noise and Some Applications
Mingjie Liang, René L. Schilling, Jian Wang
We present a general method to construct couplings of stochastic differential equations driven by Lévy noise in terms of coupling operators. This approach covers both coupling by r…
math.PR2018★ 2 cited
Homogenization of Symmetric Lévy Processes on
René L. Schilling, Toshihiro Uemura
In this short note we study homogenization of symmetric -dimensional Lévy processes. Homogenization of one-dimensional pure jump Markov processes has been investigated by Tanaka…
math.PR2018★ 3 cited
Exact Asymptotic Formulas for the Heat Kernels of Space and Time-Fractional Equations
Chang-Song Deng, René L. Schilling
This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in…