Yingchao Xie
Finance · 2011–2019
A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 18 citations into it; #5,869 of 10,518 by trust here, #9,027 by citations
- Computational Theory and Mathematics — 11 citations into it; #9,000 of 12,182 by trust here, #11,462 by citations
- Modeling and Simulation — 5 citations into it; #1,562 of 2,105 by trust here, #1,840 by citations
Whom Yingchao Xie trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Yingchao Xie overall
Papers from Yingchao Xie's perspective
Ordered by how strongly the researchers Yingchao Xie trusts endorse each paper. Same corpus, a different order for every researcher.
- Strong and weak orders in averaging for SPDEs
- Distribution-Dependent SDEs for Landau Type Equations
- Well-posedness of distribution dependent SDEs with singular drifts (Bernoulli)
- Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
- One-dimensional stochastic Burgers equation driven by Lévy processes
- Bismut formula for Lions derivative of distribution dependent SDEs and applications (Journal of Differential Equations)
- Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component
- Exponential Convergence for the Stochastically Forced Navier-Stokes Equations and Other Partially Dissipative Dynamics
- Well-posedness of the transport equation by stochastic perturbation
- Markov Chains and Stochastic Stability
Their papers
- Ergodicity of stochastic 2D Navier–Stokes equation with Lévy noise☆ (2011) — 61 citations
- Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations (2019) — 80 citations
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients (2018) — 123 citations