12 citations · 63 across the 21 of their papers we have counts for
6 papers · 1 filter
Large and moderate deviation principles for stochastic partial differential equation on graph
Jianbo Cui, Derui Sheng
In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via th…
Hitting properties of generalized fractional kinetic equation with time-fractional noise
Derui Sheng, Tau Zhou
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 deriv…
Convergence analysis for minimum action methods coupled with a finite difference method
Jialin Hong, Diancong Jin, Derui Sheng
The minimum action method (MAM) is an effective approach to numerically solving minimums and minimizers of Freidlin--Wentzell (F-W) action functionals, which is used to study the m…
Convergence of Density Approximations for Stochastic Heat Equation
Chuchu Chen, Jianbo Cui, Jialin Hong +1
This paper investigates the convergence of density approximations for stochastic heat equation in both uniform convergence topology and total variation distance. The convergence or…
Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation
Jianbo Cui, Jialin Hong, Derui Sheng
In this article, we study the density function of the numerical solution of the splitting averaged vector field (AVF) scheme for the stochastic Langevin equation. To deal with the…
Optimal Hölder Continuity and Hitting Probabilities for SPDEs with Rough Fractional Noises
Jialin Hong, Zhihui Liu, Derui Sheng
We investigate the optimal Hölder continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brown…