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Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
作者:  Roeckner, Michael;  Xie, Longjie;  Yang, Li
收藏  |  浏览/下载:147/0  |  提交时间:2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:172/0  |  提交时间:2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
Effective intervals and regular Dirichlet subspaces 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 10, 页码: 6064-6093
作者:  Li, Liping;  Sun, Wenjie;  Ying, Jiangang
收藏  |  浏览/下载:195/0  |  提交时间:2020/10/12
Dirichlet forms  Regular Dirichlet subspaces  One-dimensional symmetric diffusions  Scale functions  
On stiff problems via Dirichlet forms 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 3, 页码: 2051-2080
作者:  Li, Liping;  Sun, Wenjie
收藏  |  浏览/下载:177/0  |  提交时间:2020/09/23
Stiff problems  Phase transitions  Dirichlet forms  Mosco convergences  Snapping out Markov processes  
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 268, 期号: 6, 页码: 2910-2948
作者:  Liu, Wei;  Roeckner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:185/0  |  提交时间:2020/05/24
Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations