徐杰

2024

Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations

Bernoulli

DOI

2023

A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations

Journal of Theoretical Probability

DOI

2023

A Strong Averaging Principle Rate for Two-Time-Scale Coupled Forward–Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

Applied Mathematics & Optimization

DOI

2023

A deviation inequality for increment of a G -Brownian motion under G -expectation and applications

Statistics & Probability Letters

DOI

2023

A moderate deviation principle for stochastic Hamiltonian systems

ESAIM Probability and Statistics

DOI

2022

非Lipschitz条件下超前带跳倒向耦合随机微分方程的Wong-Zakai逼近

《数学物理学报》

2022

Wong–Zakai approximations and support theorems for stochastic McKean–Vlasov equations

Forum Mathematicum

DOI

2022

Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations

Stochastics

DOI

2022

A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion

Journal of Theoretical Probability

DOI

2022

An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains

Stochastic Processes and their Applications

DOI

2021

Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations

Applied Mathematics & Optimization

DOI

2020

Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients

Stochastics

DOI

2020

Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients

Stochastics and Dynamics

DOI

2020

Central limit theorems on compact metric spaces

Electronic Communications in Probability

DOI

2019

The non-Markovian property of q -Gaussian process

Computers & Mathematics with Applications

DOI

2019

Stochastic flows of SDEs with non-Lipschitz coefficients and singular time

Statistics & Probability Letters

DOI

2018

Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients

Journal of Mathematical Analysis and Applications

DOI

2018

Support Theorem for Stochastic Differential Equations with Sobolev Coefficients

Potential Analysis

DOI

2016

Complete convergence for weighted sums of mixingale sequences and statistical applications

Communication in Statistics- Theory and Methods

DOI

2016

Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps

Journal of Mathematical Physics

DOI

2016

An analogue for Marcinkiewicz–Zygmund strong law of negatively associated random variables

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas

DOI

2016

L-strong convergence of the averaging principle for slow–fast SPDEs with jumps

Journal of Mathematical Analysis and Applications

DOI

2015

A note on strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales

Stochastic Analysis and Applications

DOI

2015

Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm

Communication in Statistics- Theory and Methods

DOI

2015

Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm

Journal of Mathematical Analysis and Applications

DOI

2015

L p ( p > 2 ) -strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations

Nonlinear Analysis Hybrid Systems

DOI

2015

Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm

Acta Mathematica Sinica English Series

DOI

2015

Strong averaging principle for slow-fast SPDEs with Poisson random measures

DOI

2014

An Averaging Principle for Multivalued Stochastic Differential Equations

Stochastic Analysis and Applications

DOI

2012

Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion

Acta Mathematica Sinica. English series

DOI

2009

分数布朗运动驱动的随机微分方程解的唯一性和爆破时

《华中科技大学》

2026

Edmunds-Evans essential spectra of the generalized Constantin-Lax-Majda linearization

arXiv preprint

2026

The spectral picture of self-similar collapse in the Constantin-Lax-Majda equation

arXiv preprint

2025

Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method

arXiv preprint

2024

Selective Kalman Filter: When and How to Fuse Multi-Sensor Information to Overcome Degeneracy in SLAM

arXiv preprint

2023

Quotients of exact categories by pseudo-cluster tilting subcategories

arXiv preprint

2023

Uncertainty quantification and complex analyticity of the nonlinear Poisson-Boltzmann equation for the interface problem with random domains

arXiv preprint

2023

Analytic regularity of strong solutions for the complexified stochastic non-linear Poisson Boltzmann Equation

arXiv preprint