Bin Pei
- Averaging Principles for Mixed Fast-Slow Systems Driven by Fractional Brownian Motion
2020/01/20 by Bin Pei, Pei, Bin, Yuzuru Inahama +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #34C29 #60G22 #60H10 #Advanced Thermodynamics and Statistical Mechanics #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Pathwise unique solutions and stochastic averaging for mixed stochastic partial differential equations driven by fractional Brownian motion and Brownian motion
2020/04/11 by Bin Pei, Pei, Bin, Yuzuru Inahama +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #34C29 #60G22 #60H05 #60H15 #Dynamical Systems (math.DS) #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Averaging principle for semilinear slow-fast rough partial differential equations
2024/11/09 by Miaomiao Li, Yunzhang Li, Li, Miaomiao +5 · 2 citations
Physics and Astronomy · Engineering · #Nonlinear Photonic Systems #Fluid Dynamics and Thin Films
- Almost Sure Averaging for Evolution Equations driven by fractional Brownian motions
2023/06/03 by Bin Pei, Pei, Bin, Bjoern Schmalfuss +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Differential Equations and Numerical Methods
- Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path
2023/07/25 by Bin Pei, Robert Hesse, Pei, Bin +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Financial Risk and Volatility Modeling