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125 papers · 1 filter
Well-posedness and large deviations of fractional McKean-Vlasov stochastic reaction-diffusion equations on unbounded domains
Zhang Chen, Bixiang Wang
This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any…
-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients
Guangdong Jing, Penghui Wang, Shan Wang
The main purpose of this paper is to obtain the existence and uniqueness of -solution to quantum stochastic differential equation driven by Fermion fields with nonlocal condit…
Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle
Rainer Buckdahn, Juan Li, Junsong Li +1
In the present paper we discuss a new type of mean-field coupled forward-backward stochastic differential equations (MFFBSDEs). The novelty consists in the fact that the coefficien…
Hyperbolic Anderson model 2: Strichartz estimates and Stratonovich setting
Xia Chen, Aurélien Deya, Jian Song +1
We study a wave equation in dimension with a multiplicative space-time Gaussian noise. The existence and uniqueness of the Stratonovich solution is obtained under so…
Solving the hyperbolic Anderson model 1: Skorohod setting
Xia Chen, Aurélien Deya, Jian Song +1
This paper is concerned with a wave equation in dimension , with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. W…
Ergodic Numerical Approximation to Periodic Measures of Stochastic Differential Equations
Chunrong Feng, Yu Liu, Huaizhong Zhao
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 f…