Zobrazeno 1 - 10
of 456
pro vyhledávání: '"Yuan Chenggui"'
Publikováno v:
Open Mathematics, Vol 19, Iss 1, Pp 614-628 (2021)
The aim of this work is to study the asymptotic stability of the time-changed stochastic delay differential equations (SDDEs) with Markovian switching. Some sufficient conditions for the asymptotic stability of solutions to the time-changed SDDEs are
Externí odkaz:
https://doaj.org/article/14d08b6dc7e647cd9ed306b2a2bbd9bb
Publikováno v:
Open Mathematics, Vol 19, Iss 1, Pp 297-305 (2021)
In this paper, we study the following generalized Kadomtsev-Petviashvili equation ut+uxxx+(h(u))x=Dx−1Δyu,{u}_{t}+{u}_{xxx}+{\left(h\left(u))}_{x}={D}_{x}^{-1}{\Delta }_{y}u, where (t,x,y)∈R+×R×RN−1\left(t,x,y)\in {{\mathbb{R}}}^{+}\times {\
Externí odkaz:
https://doaj.org/article/1e67d86965ab46398b40074303025a7c
Autor:
Zhang Xiaozhi, Yuan Chenggui
Publikováno v:
Open Mathematics, Vol 17, Iss 1, Pp 689-699 (2019)
This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stabi
Externí odkaz:
https://doaj.org/article/dd7fbfc728754a659d292f604058c5fd
This paper focuses on the numerical scheme for delay-type stochastic McKean-Vlasov equations (DSMVEs) driven by fractional Brownian motion with Hurst parameter $H\in (0,1/2)\cup (1/2,1)$. The existence and uniqueness of the solutions to such DSMVEs w
Externí odkaz:
http://arxiv.org/abs/2405.16232
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting particle system driven by L\'{e}vy noise is derived, where $\W_0$ is one
Externí odkaz:
http://arxiv.org/abs/2404.01795
This paper studies the infinite-time stability of the numerical scheme for stochastic McKean-Vlasov equations (SMVEs) via stochastic particle method. The long-time propagation of chaos in mean-square sense is obtained, with which the almost sure prop
Externí odkaz:
http://arxiv.org/abs/2312.12699
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise through the implementation of delay fee
Externí odkaz:
http://arxiv.org/abs/2311.11703
Autor:
Botija-Munoz, Ulises, Yuan, Chenggui
In this paper, we estimate the variance of two coupled paths derived with the Multilevel Monte Carlo method combined with the Euler Maruyama discretization scheme for the simulation of McKean-Vlasov stochastic differential equations with small noise.
Externí odkaz:
http://arxiv.org/abs/2310.01068
By using the It\^{o}-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularity Lebesgue-H\"{o}lder space $L^q(0,T;{\mathcal C}_b^\alpha({\mathb
Externí odkaz:
http://arxiv.org/abs/2310.00421
In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to Brownian mo
Externí odkaz:
http://arxiv.org/abs/2306.00289