2 citations · 4 across the 3 of their papers we have counts for
4 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…