Zobrazeno 1 - 10
of 215
pro vyhledávání: '"Li, Shihu"'
This work focuses on the global existence, uniqueness and the Feller property for a class of stochastic partial differential equations by adding a suitable nonlinear noise, while the corresponding deterministic equations may only have local solutions
Externí odkaz:
http://arxiv.org/abs/2407.06840
In this paper, we provide a general framework for investigating McKean-Vlasov stochastic partial differential equations. We first show the existence of weak solutions by combining the localizing approximation, Faedo-Galerkin technique, compactness me
Externí odkaz:
http://arxiv.org/abs/2306.15508
The main aim of this paper is to study the moderate deviation principle for McKean-Vlasov stochastic differential equations with multiple scales. Specifically, we are interested in the asymptotic estimates of the deviation processes $\frac{X^{\delta}
Externí odkaz:
http://arxiv.org/abs/2306.11569
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the limiting
Externí odkaz:
http://arxiv.org/abs/2206.01928
In this paper, we aim to study the asymptotic behavior for multi-scale McKean-Vlasov stochastic dynamical systems. Firstly, we obtain a central limit type theorem, i.e, the deviation between the slow component $X^{\varepsilon}$ and the solution $\bar
Externí odkaz:
http://arxiv.org/abs/2112.08203
In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we show that
Externí odkaz:
http://arxiv.org/abs/2107.14401
Publikováno v:
In Global and Planetary Change May 2024 236
This paper is devoted to investigating the Freidlin-Wentzell's large deviation principle for a class of McKean-Vlasov quasilinear SPDEs perturbed by small multiplicative noise. We adopt the variational framework and the modified weak convergence crit
Externí odkaz:
http://arxiv.org/abs/2103.11398
This work is concerned with Freidlin-Wentzell type large deviation principle for a family of multi-scale quasilinear and semilinear stochastic partial differential equations. Employing the weak convergence method and Khasminskii's time discretization
Externí odkaz:
http://arxiv.org/abs/2102.10855
Publikováno v:
DCDS-B 25 (2020), 4801-4822
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be applied to demon
Externí odkaz:
http://arxiv.org/abs/1910.02243