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math.PR2021
Homogenization of Dissipative Hamiltonian Systems under Lévy Fluctuations
Zibo Wang, Li Lv, Jinqiao Duan
This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative Lévy noise. Derivation of the limiting equation depends on the…
math.PR2020
Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes
Yanjie Zhang, Xiao Wang, Zibo Wang +1
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by -stable processes, which…