10 citations · 17 across the 7 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…