Zobrazeno 1 - 10
of 108
pro vyhledávání: '"Feng, Chunrong"'
Under the notion of ergodicity of upper probability in the sense of Feng and Zhao (2021) that any invariant set either has capacity $0$ or its complement has capacity 0, we introduce the definition of finite ergodic components (FEC). We prove an inva
Externí odkaz:
http://arxiv.org/abs/2411.02030
We introduce the notion of common conditional expectation to investigate Birkhoff's ergodic theorem and subadditive ergodic theorem for invariant upper probabilities. If in addition, the upper probability is ergodic, we construct an invariant probabi
Externí odkaz:
http://arxiv.org/abs/2411.00663
We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon} \rightarr
Externí odkaz:
http://arxiv.org/abs/2409.14234
In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic, almost-periodic
Externí odkaz:
http://arxiv.org/abs/2307.07891
Publikováno v:
Journal of Computational and Applied Mathematics, 398 (2021) 113701
In this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure $\rho_t$ and the larg
Externí odkaz:
http://arxiv.org/abs/2107.03252
Autor:
Feng, Chunrong, Li, Liangpan
Jean Saint Raymond asked whether continuously differentiable maps with isolated critical points are necessarily open in infinite dimensional (Hilbert) spaces. We answer this question negatively by constructing counterexamples in various settings.
Externí odkaz:
http://arxiv.org/abs/2104.01827
Publikováno v:
In Journal of Constructional Steel Research December 2023 211
Publikováno v:
Physica D: Nonlinear Phenomena, Vol. 417 (2021), Article 132815, 1-18
In this paper, we derive a parabolic partial differential equation for the expected exit time of non-autonomous time-periodic non-degenerate stochastic differential equations. This establishes a Feynman-Kac duality between expected exit time of time-
Externí odkaz:
http://arxiv.org/abs/1912.05476
Publikováno v:
Journal of Differential Equations, Vol. 286 (2021), 119-163
In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and quasi-periodic
Externí odkaz:
http://arxiv.org/abs/1908.10015
Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems and can be used to characterise the long-term periodic behaviour of stochastic systems. This paper gives sufficient conditions for the existence, uniquene
Externí odkaz:
http://arxiv.org/abs/1904.08091