2 papers
math.PR2026
Derivative estimates for SDEs with singular and unbounded coefficients
Pengcheng Xia, Longjie Xie, Xicheng Zhang
We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular a…
math.PR2024
Time inhomogeneous Poisson equations and non-autonomous multi-scale stochastic systems
Ling Wang, Pengcheng Xia, Longjie Xie +1
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous…