activity
20162021
most citedStrong convergence order for slow-fast McKean-Vlasov stochastic differential equations

7 citations · 11 across the 6 of their papers we have counts for

collaborators

15 papers

math.PR2021

Orders of strong and weak averaging principle for multiscale SPDEs driven by -stable process

Xiaobin Sun, Yingchao Xie

In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by -stable process, where . Using the tec…

math.PR2021

Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise

Yi Ge, Xiaobin Sun, Yingchao Xie

In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow compon…

math.PR2020

Strong averaging principle for a class of slow-fast singular SPDEs driven by -stable process

Xiaobin Sun, Huilian Xia, Yingchao Xie +1

In this paper, the strong averaging principle is researched for a class of Hölder continuous drift slow-fast SPDEs with -stable process by the Zvonkin's transformation and the c…

math.PR2019

Small Time Asymptotics for SPDEs with Locally Monotone Coefficients

Shihu Li, Wei Liu, Yingchao Xie

This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in genera…

math.PR2019

Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients

Xiaobin Sun, Longjie Xie, Yingchao Xie

By using the technique of the Zvonkin's transformation and the classical Khasminkii's time discretization method, we prove the averaging principle for slow-fast stochastic partial…

math.PR20197 cited

Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

Michael Röckner, Xiaobin Sun, Yingchao Xie

In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Under some proper assumptions on t…