Yingchao Xie

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Person:255482

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zbMath Open xie.yingchaoMaRDI QIDQ255482

List of research outcomes





PublicationDate of PublicationType
The first eigenvalue of one-dimensional elliptic operators with killing2025-01-09Paper
Stochastic generalized porous media equations over \(\sigma\)-finite measure spaces with non-continuous diffusivity function2024-12-12Paper
Discrete truncated power-law distributions2024-07-09Paper
Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes2024-07-01Paper
Ergodicity of a class of mean filed SDEs2024-06-21Paper
Quantitative estimates for Lévy driven SDEs with different drifts and applications2024-05-15Paper
Stochastic 3D Leray-\(\alpha\) model with fractional dissipation2023-11-06Paper
Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process2023-11-01Paper
https://portal.mardi4nfdi.de/entity/Q61607222023-06-26Paper
Poisson Equation and Application to Multi-Scale SDEs with State-Dependent Switching2023-04-11Paper
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients2023-04-03Paper
Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process2023-02-14Paper
Phase transitions for a class of time-inhomogeneous diffusion processes2023-01-09Paper
Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by L\'evy processes2022-08-16Paper
Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process2022-02-01Paper
Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation2022-01-21Paper
The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching2021-12-17Paper
Averaging principle for slow–fast stochastic 2D Navier–Stokes equation driven by Lévy noise2021-08-27Paper
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations2021-07-23Paper
Stochastic Generalized Porous Media Equations over $\sigma$-finite Measure Spaces with Non-Continuous Diffusivity Function2021-07-21Paper
Orders of strong and weak averaging principle for multiscale SPDEs driven by $\alpha$-stable process2021-06-05Paper
Small time asymptotics for SPDEs with locally monotone coefficients2021-05-20Paper
Sharp heat kernel estimates for spectral fractional Laplacian perturbed by gradients2021-05-05Paper
Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise2021-01-22Paper
Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients2020-11-03Paper
Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes2020-07-20Paper
Derivative formula and coupling property for linear SDEs driven by Lévy processes2020-02-27Paper
Averaging principle for stochastic 3D fractional Leray-α model with a fast oscillation2020-02-17Paper
Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable process2020-01-20Paper
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients2020-01-16Paper
Exponential mixing for stochastic 3D fractional Leray-\(\alpha\) model with degenerate multiplicative noise2019-10-01Paper
Smoothness of density for stochastic differential equations with Markovian switching2019-08-28Paper
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients2019-07-07Paper
Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing2019-07-04Paper
Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises2019-06-21Paper
Exponential mixing for SPDEs driven by highly degenerate Lévy noises2019-06-11Paper
Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching2019-03-14Paper
https://portal.mardi4nfdi.de/entity/Q46255892019-02-22Paper
Heat kernel estimates for Dirichlet fractional Laplacian with gradient perturbation2019-01-31Paper
Averaging principle for two dimensional stochastic Navier-Stokes equations2018-10-04Paper
Existence of density functions for the running maximum of a Lévy-Itô diffusion2018-01-26Paper
Stochastic integrals and BDG's inequalities in Orlicz-type spaces2017-09-11Paper
Well-posedness for SDEs driven by different type of noises2017-07-17Paper
Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha$-stable processes2017-03-02Paper
https://portal.mardi4nfdi.de/entity/Q28245092016-10-06Paper
https://portal.mardi4nfdi.de/entity/Q29927392016-08-10Paper
Stochastic Porous Media Equation on General Measure Spaces with Increasing Lipschitz Nonlinearties2016-06-09Paper
Large deviation principle for stochastic heat equation with memory2016-03-09Paper
https://portal.mardi4nfdi.de/entity/Q34610752016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q31959292015-10-28Paper
Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise2015-04-21Paper
Ergodicity of linear SPDE driven by Lévy noise2014-11-11Paper
Probabilistic approach for semi-linear stochastic fractal equations2014-10-06Paper
Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process2014-05-15Paper
https://portal.mardi4nfdi.de/entity/Q53987432014-02-28Paper
Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise2013-02-15Paper
Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise2011-06-06Paper
https://portal.mardi4nfdi.de/entity/Q30716932011-02-05Paper
Hyperbolic white noise functional solutions of Wick-type stochastic compound KdV-Burgers equations2010-10-28Paper
Poincaré inequality for linear SPDE driven by Lévy noise2010-09-15Paper
https://portal.mardi4nfdi.de/entity/Q36419312009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36223522009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q35978162009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996982009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35385392008-11-24Paper
Exact solutions of the Wick-type stochastic mKP equation2008-04-17Paper
Exact solutions for the Wick-type stochastic 2-dimensional KdV equations with dissipation2008-03-25Paper
Exact solutions for Wick-type stochastic coupled KdV equations2008-03-19Paper
New solutions for the Wick-type 2-dimensional stochastic compound KdV equations2008-01-30Paper
https://portal.mardi4nfdi.de/entity/Q54312722007-12-07Paper
Periodic-like solutions of variable coefficient and Wick-type stochastic NLS equations2007-04-11Paper
White noise functional solutions of Wick-type stochastic generalized Hirota-Satsuma coupled KdV equations2006-10-30Paper
Convergence of stochastic integrals with respect to Hilbert-valued semimartingales2005-10-18Paper
An auto-Bäcklund transformation and exact solutions of stochastic Wick-type Sawada-Kotera equations2005-04-21Paper
Exact solutions for generalized stochastic Wick-type KdV-mKdV equations2005-04-21Paper
Exact solutions for Wick-type stochastic coupled Kadomtsev–Petviashvili equations2005-03-10Paper
Vague Convergence of Semimartingale Random Measures2005-01-20Paper
An auto-Bäcklund transformation and exact solutions for Wick-type stochastic generalized KdV equations2004-08-23Paper
Positonic solutions for Wick-type stochastic KdV equations2004-08-19Paper
Exact solutions of the Wick-type stochastic Kadomtsev-Petviashvili equations2004-08-19Paper
Exact solutions for stochastic mKdV equations2004-07-01Paper
On the Estimations of Smooth Densities for Integro-differential Operators2004-02-15Paper
Exact solutions for stochastic KdV equations2003-04-02Paper
https://portal.mardi4nfdi.de/entity/Q47882362003-01-20Paper
Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS*2002-07-22Paper
https://portal.mardi4nfdi.de/entity/Q45165742000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45167232000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q42650301999-10-07Paper
Weak convergence of hilbert valued martingale measures1998-03-19Paper
https://portal.mardi4nfdi.de/entity/Q48797041996-09-16Paper
Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures1996-04-22Paper
https://portal.mardi4nfdi.de/entity/Q48520451996-02-11Paper
https://portal.mardi4nfdi.de/entity/Q48520461996-02-11Paper
https://portal.mardi4nfdi.de/entity/Q48563381995-12-14Paper
Vague convergence of locally integrable martingale measures1995-03-12Paper
https://portal.mardi4nfdi.de/entity/Q52877731994-01-05Paper
https://portal.mardi4nfdi.de/entity/Q40182901993-01-16Paper

Research outcomes over time

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