3 papers
math.PR2022
Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
Yinghui Shi, Xiaobin Sun, Liqiong Wang +1
In this paper, we study the asymptotic behavior for multi-scale stochastic differential equations driven by Lévy processes. The optimal strong convergence order 1/2 is obtained by…
math.PR2021
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical -stable process
Mengyuan Kong, Yinghui Shi, Xiaobin Sun
In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical -stable process, where .…
math.PR2016
Gaussian estimates of the density for systems of non-linear stochastic heat equations
Yinghui Shi, Xiaobin Sun
In this paper we consider a system of non-linear stochastic heat equations on driven by a Gaussian noise which is white in time and has a homogeneous spatial covaria…