8 citations · 10 across the 6 of their papers we have counts for
4 papers · 1 filter
A study of backward stochastic differential equation on a Riemannian manifold
Xin Chen, Wenjie Ye
Suppose is a compact Riemannian manifold, in this paper we will introduce the definition of -valued BSDE and -valued BSDE for which the solution are not…
Periodic homogenization of non-symmetric Lévy-type processes
Xin Chen, Zhen-Qing Chen, Takashi Kumagai +1
In this paper, we study homogenization problem for strong Markov processes on having infinitesimal generators $$ \sL f(x)=\int_{\R^d}\left(f(x+z)-f(x)-\langle \nabla f(x), z…
Quenched invariance principle for long range random walks in balanced random environments
Xin Chen, Zhen-Qing Chen, Takashi Kumagai +1
We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) bala…
Homogenization of symmetric stable-like processes in stationary ergodic medium
Xin Chen, Zhen-Qing Chen, Takashi Kumagai +1
This paper studies homogenization of symmetric non-local Dirichlet forms with -stable-like jumping kernels in one-parameter stationary ergodic environment. Under suitable condit…