80 citations · 182 across the 44 of their papers we have counts for
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math.ST2016★ 80 cited
Two-time-scale stochastic partial differential equations driven by -stable noises: Averaging principles
Jianhai Bao, George Yin, Chenggui Yuan
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven…
math.PR2016★ 3 cited
Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients
Jianhai Bao, Xing Huang, Chenggui Yuan
In this paper, we are concerned with convergence rate of Euler-Maruyama scheme for stochastic differential equations with rough coefficients. The key contributions lie in (i), by m…