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Pingyuan Wei

Peking University

SCHOLARLY PAPERS

2

DOWNLOADS

117

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Well-Posedness and Averaging Principle for Lévy-Type Mckean-Vlasov Stochastic Differential Equations Under Local Lipschitz Conditions

Number of pages: 29 Posted: 28 Sep 2023
Ying Chao, Jinqiao Duan, Ting Gao and Pingyuan Wei
affiliation not provided to SSRN, Huazhong University of Science and Technology, Huazhong University of Science and Technology and Peking University
Downloads 96 (709,832)

Abstract:

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McKean-Vlasov stochastic differential equations, Well-posedness, averaging principle, one-sided local Lipschitz condition, L\'evy-type perturbations.

2.

Transition Pathways for a Class of Degenerate Stochastic Dynamical Systems with Lévy Noise

Number of pages: 19 Posted: 09 Jul 2024
Ying Chao and Pingyuan Wei
affiliation not provided to SSRN and Peking University
Downloads 21 (1,436,435)

Abstract:

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Transition pathways, Onsager--Machlup action functional, degenerate stochastic differential equations, non-Gaussian Lévy noise