Xiaobin Sun

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Strong averaging principle for a class of slow-fast singular SPDEs driven by $\alpha$-stable process	2023-11-01	Paper
Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs	2023-09-08	Paper
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	2023-07-25	Paper
Strong convergence rate for slow-fast stochastic differential equations with Markovian switching	2023-04-18	Paper
Poisson Equation and Application to Multi-Scale SDEs with State-Dependent Switching	2023-04-11	Paper
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients	2023-04-03	Paper
Orders of strong and weak averaging principle for multi-scale SPDEs driven by $\alpha $-stable process	2023-02-14	Paper
Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation	2022-09-30	Paper
Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by L\'evy processes	2022-08-16	Paper
Diffusion Approximation for Multi-Scale McKean-Vlasov SDEs Through Different Methods	2022-06-04	Paper
Optimal convergence order for multi-scale stochastic Burgers equation	2022-04-07	Paper
Strong and weak convergence rates for slow-fast stochastic differential equations driven by $\alpha $-stable process	2022-02-01	Paper
The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching	2021-12-17	Paper
Large deviation for two-time-scale stochastic burgers equation	2021-10-20	Paper
Averaging principle for slow–fast stochastic 2D Navier–Stokes equation driven by Lévy noise	2021-08-27	Paper
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations	2021-07-23	Paper
Orders of strong and weak averaging principle for multiscale SPDEs driven by $\alpha$-stable process	2021-06-05	Paper
Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise	2021-01-22	Paper
Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients	2020-11-03	Paper
Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha $-stable processes	2020-07-20	Paper
Averaging principle for slow-fast stochastic Burgers equation driven by $\alpha $-stable process	2020-06-04	Paper
Averaging principle for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable process	2020-02-28	Paper
Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant $\alpha$-stable process	2020-01-20	Paper
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients	2020-01-16	Paper
Smoothness of density for stochastic differential equations with Markovian switching	2019-08-28	Paper
Strong and weak convergence in the averaging principle for SDEs with H\"older coefficients	2019-07-22	Paper
Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients	2019-07-07	Paper
Exponential mixing for SPDEs driven by highly degenerate Lévy noises	2019-06-11	Paper
Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching	2019-03-14	Paper
Averaging principle for two dimensional stochastic Navier-Stokes equations	2018-10-04	Paper
Averaging principle for one dimensional stochastic Burgers equation	2018-09-04	Paper
Uniform dimension results for a family of Markov processes	2018-05-18	Paper
Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha$-stable processes	2017-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q2824509	2016-10-06	Paper
Gaussian estimates of the density for systems of non-linear stochastic heat equations	2016-07-05	Paper
Smoothness of the joint density for spatially homogeneous SPDEs	2016-01-12	Paper
Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise	2015-04-21	Paper
Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process	2014-05-15	Paper
https://portal.mardi4nfdi.de/entity/Q5398743	2014-02-28	Paper
Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise	2013-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q2918008	2012-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q4392823	1998-08-02	Paper

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