2 papers
math.PR2026
Uniform-in-time diffusion approximations for multiscale stochastic systems
Longjie Xie, Xicheng Zhang
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precis…
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…