activity
20102025
most citedSmall-time expansions for local jump-diffusion models with infinite jump activity

5 citations · 18 across the 22 of their papers we have counts for

collaborators
Showing math.PRShow all

21 papers · 1 filter

math.PR2025

Global Geometry within an SPDE Well-Posedness Problem

Hongyi Chen, Cheng Ouyang

On a closed Riemannian manifold, we construct a family of intrinsic Gaussian noises indexed by a regularity parameter to study the well-posedness of the parabolic Anderson…

math.PR2024

On ergodic properties of stochastic PDEs

Le Chen, Cheng Ouyang, Samy Tindel +1

In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in…

math.PR2024

Parabolic Anderson model in bounded domains of recurrent metric measure spaces

Fabrice Baudoin, Li Chen, Che-Hung Huang +3

A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the…

math.PR2023★ 1 cited

Parabolic Anderson model with colored noise on torus

Le Chen, Cheng Ouyang, William Vickery

We construct an intrinsic family of Gaussian noises on -dimensional flat torus . It is the analogue of the colored noise on , and allows us to study…

math.PR2022

Parabolic Anderson model on Heisenberg groups: the Itô setting

Fabrice Baudoin, Cheng Ouyang, Samy Tindel +1

In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group of order . This equation is written as $\partial_t u=\frac{1}{…

math.PR2020

Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Hypoelliptic Case

Xi Geng, Cheng Ouyang, Samy Tindel

This article is concerned with stochastic differential equations driven by a dimensional fractional Brownian motion with Hurst parameter , understood in the rough paths…