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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:111/0  |  提交时间:2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
Well-posedness of distribution dependent SDEs with singular drifts 期刊论文
BERNOULLI, 2021, 卷号: 27, 期号: 2, 页码: 1131-1158
作者:  Roeckner, Michael;  Zhang, Xicheng
收藏  |  浏览/下载:134/0  |  提交时间:2021/06/01
Distribution dependent SDEs  Zvonkin's transformation  singular drifts  superposition principle  McKean-Vlasov system  
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 280, 期号: 7, 页码: 35
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载:137/0  |  提交时间:2021/04/26
Fokker-Planck equation  m-accretive  Measure as initial data  McKean-Vlasov stochastic differential equation  
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 页码: 12
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载:124/0  |  提交时间:2021/01/14
Fokker-Planck equation  Mild solution  Distributional solution  
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:139/0  |  提交时间:2020/05/24
Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations  
STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FORMS 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2020, 卷号: 52, 期号: 3, 页码: 2237-2274
作者:  Roeckner, Michael;  Wu, Bo;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:175/0  |  提交时间:2020/09/23
stochastic heat equation  Ricci curvature  functional inequality  quasi-regular Dirichlet form  
A REMARK ON GLOBAL SOLUTIONS TO RANDOM 3D VORTICITY EQUATIONS FOR SMALL INITIAL DATA 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 卷号: 24, 期号: 8, 页码: 4021-4030
作者:  Roeckner, Michael;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:186/0  |  提交时间:2020/01/10
Stochastic vorticity equations  controlled rough path  small initial data