Xiuwei Yin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Averaging principle for reflected stochastic evolution equations	2025-01-03	Paper
Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise	2024-09-10	Paper
On the small time large deviation principles of 1D stochastic Landau-Lifshitz-Bloch equation	2024-05-17	Paper
On the small time asymptotics of stochastic predator-prey model with nonlinear functional response	2024-04-17	Paper
Averaging Principle for Stochastic Tidal Dynamics Equations	2023-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q6099668	2023-06-20	Paper
Local well-posedness for 2D stochastic tropical climate model	2023-06-09	Paper
Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space	2022-11-21	Paper
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	2022-10-28	Paper
An integration by parts formula for stochastic heat equations with fractional noise	2022-10-21	Paper
Global Well-Posedness for the 3D Tropical Climate Model without Thermal Diffusion	2022-10-11	Paper
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise	2022-06-20	Paper
The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation	2022-06-20	Paper
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion	2022-05-31	Paper
Approximation to two independent Gaussian processes from a unique Lévy process and applications	2022-05-20	Paper
Weak convergence to the Rosenblatt sheet in Besov spaces	2022-03-21	Paper
Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects	2022-02-10	Paper
Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise	2022-02-08	Paper
Stabilization for hybrid stochastic systems by aperiodically intermittent control	2021-12-13	Paper
Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control	2021-06-03	Paper
Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½	2021-04-12	Paper
ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET	2021-01-28	Paper
Harnack inequalities for stochastic heat equation with locally unbounded drift	2020-10-12	Paper
Averaging principle for fractional heat equations driven by stochastic measures	2020-05-11	Paper
Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise	2020-04-15	Paper
Least squares estimation for \(\alpha\)-fractional bridge with discrete observations	2019-02-14	Paper
Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion	2019-01-11	Paper
Large deviation principle for a space-time fractional stochastic heat equation with fractional noise	2018-10-19	Paper
Harnack inequality and derivative formula for stochastic heat equation with fractional noise	2018-08-23	Paper
Bismut formula for a stochastic heat equation with fractional noise	2018-06-14	Paper
Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion	2016-10-06	Paper
Parameter estimation for \(\alpha\)-weighted fractional bridge with discrete observations	2016-10-06	Paper
Approximation of the Rosenblatt sheet	2016-08-31	Paper
INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES	2016-02-18	Paper
Weak convergence to Rosenblatt sheet	2015-07-21	Paper

Research outcomes over time

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