activity
20122026
most citedAveraging principle and normal deviations for multiscale stochastic systems

48 citations · 128 across the 30 of their papers we have counts for

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Showing 2016Show all

3 papers · 1 filter

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…

math.PR2016★ 2 cited

Irregular Stochastic differential equations driven by a family of Markov processes

Longjie Xie, Lihu Xu

Using heat kernel estimates, we prove the pathwise uniqueness for strong solutions of irregular stochastic differential equation driven by a family of Markov process, whose generat…