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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
Authors:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
Favorite  |  View/Download:32/0  |  Submit date:2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
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
Authors:  Liu, Wei;  Roeckner, Michael;  Sun, Xiaobin;  Xie, Yingchao
Favorite  |  View/Download:36/0  |  Submit date:2020/05/24
Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations  
Ergodicity of linear SPDE driven by L,vy noise 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 1, 页码: 137-152
Authors:  Dong, Zhao;  Xie, Yingchao
Favorite  |  View/Download:46/0  |  Submit date:2018/07/30
Ergodicity  invariant measure  Levy noise  linear SPDE  
带跳的非线性随机微分方程的Lyapunov指数的估计 期刊论文
应用数学学报, 2007, 卷号: 030, 期号: 001, 页码: 23
Authors:  董昭;  谢颖超
Favorite  |  View/Download:33/0  |  Submit date:2020/01/10