Imperial College London

Professor Xue-Mei Li

Faculty of Natural SciencesDepartment of Mathematics

Chair in Probability and Stochastic Analysis
 
 
 
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Contact

 

+44 (0)20 7594 3709xue-mei.li Website CV

 
 
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Location

 

6M51Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@unpublished{Li:2021,
author = {Li, X-M and Sieber, J},
title = {Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging},
url = {https://arxiv.org/abs/2108.05573},
year = {2021}
}

RIS format (EndNote, RefMan)

TY  - UNPB
AB - Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental processes, with which we study SPDEs driven by fractional Brownian motions in a random environment. We obtain uniform Lp-bounds. Our second result is a fractional averaging principle admitting non-stationary fast environments. As an application, we prove a fractional averaging principle for SPDEs.
AU - Li,X-M
AU - Sieber,J
PY - 2021///
TI - Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
UR - https://arxiv.org/abs/2108.05573
UR - http://hdl.handle.net/10044/1/92635
ER -