2 citations · 4 across the 3 of their papers we have counts for
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math.PR2022★ 2 cited
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…
math.PR2022★ 1 cited
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…
math.PR2018
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…