5 citations · 5 across the 3 of their papers we have counts for
3 papers
math.PR2022
Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations
Yun Li, Longjie Xie
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first e…
math.AP2016★ 5 cited
Heat kernels for non-symmetric diffusion operators with jumps
Zhen-Qing Chen, Eryan Hu, Longjie Xie +1
For , we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-de…
math.PR2016
Singular SDEs with critical non-local and non-symmetric Lévy type generator
Longjie Xie
In this work, by using Levi's parametrix method we first construct the fundamental solution of the critical non-local operator perturbed by gradient. Then, we use the obtained esti…