10 citations · 17 across the 7 of their papers we have counts for
7 papers
On near-martingales and a class of anticipating linear SDEs
Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha +1
The primary goal of this paper is to prove a near-martingale optional stopping theorem and establish solvability and large deviations for a class of anticipating linear stochastic…
Three-Dimensional stochastic Navier-Stokes equations with Markov switching
Po-Han Hsu, Padmanabhan Sundar
A finite-state Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equations in order to allow for transitions between two types of mult…
On uniqueness and stability for the Enskog equation
Martin Friesen, Barbara Rüdiger, Padmanabhan Sundar
The time-evolution of a moderately dense gas in a vacuum is described in classical mechanics by a particle density function obtained from the Enskog equation. Based on a McKean-Vla…
Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Error analysis through central limit theorem and moderate deviation asymptotics
Arnab Ganguly, P. Sundar
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical sch…
The Enskog process for hard and soft potentials
Martin Friesen, Barbara Rüdiger, Padmanabhan Sundar
The density of a moderately dense gas evolving in a vacuum is given by the solution of an Enskog equation. Recently we have constructed in [ARS17] the stochastic process that corre…
The Law of the Iterated Logarithm for a Class of SPDEs
Parisa Fatheddin
After establishing the moderate deviation principle by the Classical Azencott method, we prove the Strassen's compact law of the iterated logarithm (LIL) for a class of stochastic…
The Enskog Process
S. Albeverio, B. Rüdiger, P. Sundar
The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under nat…