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

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Showing 2023Show all

2 papers · 1 filter

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.AP2023

Uniqueness for a stochastic ideal dyadic MHD model

Mimi Dai, Qirui Peng, Cheng Ouyang

We study a stochastic dyadic model with both forward and backward energy cascade mechanisms for the inviscid and non-resistive magnetohydrodynamics. For a particular class of stoch…