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4 papers · 2 filters
Large deviation for two-time-scale stochastic Burgers equation
Xiaobin Sun, Ran Wang, Lihu Xu +1
A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-di…
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
Wei Liu, Michael Röckner, Xiaobin Sun +1
This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz…
Well-posedness and long time behavior of singular Langevin stochastic differential equations
Renming Song, Longjie Xie
In this paper, we study damped Langevin stochastic differential equations with singular velocity fields. We prove the strong well-posedness of such equations. Moreover, by combinin…
Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
Yanqing Yin
As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to in…