7 citations · 25 across the 26 of their papers we have counts for
29 papers
Strong averaging principle for nonautonomous multi-scale SPDEs with fully local monotone and almost periodic coefficients
Mengyu Cheng, Xiaobin Sun, Yingchao Xie
In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution syste…
Strong averaging principle for nonautonomous slow-fast SPDEs driven by -stable processes
Yueling Li, Xiaobin Sun, Zijuan Wang +1
This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by -stable processes for . By introducing the evolution syst…
Averaging principles for time-inhomogeneous multi-scale SDEs with partially dissipative coefficients
Xiaobin Sun, Jian Wang, Yingchao Xie
In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the…
Hua-Chen New Theory of Economic Optimization
Bin Chen, Yingchao Xie, Ting Yang +1
Between 1957-1985, Chinese mathematician Loo-Keng Hua pioneered economic optimization theory through three key contributions: establishing economic stability's fundamental theorem,…
Diffusion Approximation for Slow-Fast SDEs with State-Dependent Switching
Xiaobin Sun, Jue Wang, Yingchao Xie
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component is th…
Averaging principles for time-inhomogeneous multi-scale SDEs via nonautonomous Poisson equations
Xiaobin Sun, Jian Wang, Yingchao Xie
The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution…
Poisson Equation and Application to Multi-Scale SDEs with State-Dependent Switching
Xiaobin Sun, Yingchao Xie
In this paper, we study the averaging principle and central limit theorem for multi-scale stochastic differential equations with state-dependent switching. To accomplish this, we f…
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…
Stochastic Generalized Porous Media Equations over -finite Measure Spaces with Non-Continuous Diffusivity Function
Michael Röckner, Weina Wu, Yingchao Xie
In this paper, we prove that stochastic porous media equations over -finite measure spaces , driven by time-dependent multiplicative noise, with the Laplacian…
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…
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…
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…
Strong and weak convergence rates for slow-fast stochastic differential equations driven by -stable process
Xiaobin Sun, Longjie Xie, Yingchao Xie
In this paper, we study the averaging principle for a class of stochastic differential equations driven by -stable processes with slow and fast time-scales, where . W…
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…
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…
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…
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
Wei Liu, Michael Röckner, Xiaobin Sun +1
This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component…
Averaging principle for two dimensional stochastic Navier-Stokes equations
Shihu Li, Xiaobin Sun, Yingchao Xie +1
The averaging principle is established for the slow component and the fast component being two dimensional stochastic Navier-Stokes equations and stochastic reaction-diffusion equa…
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
Wei Liu, Michael Röckner, Xiaobin Sun +1
This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz…
Stochastic 3D Leray- Model with Fractional Dissipation
Shihu Li, Wei Liu, Yingchao Xie
In this paper, we establish the global well-posedness of stochastic 3D Leray- model with general fractional dissipation driven by multiplicative noise. This model is the stochas…
Sharp heat kernel estimates for spectral fractional Laplacian perturbed by gradient
Renming Song, Longjie Xie, Yingchao Xie
By using Duhamel's formula, we prove sharp two-sided estimates for the heat kernel of spectral fractional Laplacian with time-dependent gradient perturbation in bounded d…
Heat kernel estimates for Dirichlet fractional Laplacian with gradient perturbation
Peng Chen, Renming Song, Longjie Xie +1
We give a direct proof of the sharp two-sided estimates, recently established in [4,9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{…
Well-posedness for SDEs driven by different type of noises
Yueling Li, Longjie Xie, Yingchao Xie
We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial -stable noise and partial Brownian noise with singular coefficien…
Pathwise uniqueness for a class of SPDEs driven by cylindrical -stable processes
Xiaobin Sun, Longjie Xie, Yingchao Xie
We show the pathwise uniqueness for stochastic partial differential equation driven by a cylindrical -stable process with Hölder continuous drift, thus obtaining an infinite dim…