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pro vyhledávání: '"Zhou, Tau"'
For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the exponential ergodicity and strong law of large numbers, for the equat
Externí odkaz:
http://arxiv.org/abs/2402.01137
Autor:
Sheng, Derui, Zhou, Tau
This paper studies hitting properties for the system of generalized fractional kinetic equations driven by Gaussian noise fractional in time and white or colored in space. We derive the mean square modulus of continuity and some second order properti
Externí odkaz:
http://arxiv.org/abs/2207.08618
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic partial d
Externí odkaz:
http://arxiv.org/abs/2202.09079
This paper considers the strong error analysis of the Euler and fast Euler methods for nonlinear overdamped generalized Langevin equations driven by the fractional noise. The main difficulty lies in handling the interaction between the fractional Bro
Externí odkaz:
http://arxiv.org/abs/2201.07592
We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases with non-glo
Externí odkaz:
http://arxiv.org/abs/2201.00143
The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical approximations
Externí odkaz:
http://arxiv.org/abs/2102.01482
Publikováno v:
In Stochastic Processes and their Applications March 2023 157:1-41
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Autor:
Sheng, Derui, Zhou, Tau
Publikováno v:
Stochastic Partial Differential Equations: Analysis & Computations; Dec2024, Vol. 12 Issue 4, p2044-2080, 37p
Akademický článek
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