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20182026
most citedThe Onsager-Machlup Function as Lagrangian for the Most Probable Path of a Jump-diffusion Process

42 citations · 63 across the 14 of their papers we have counts for

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math.DS2018

Characterization of the Most Probable Transition Paths of Stochastic Dynamical Systems with Stable Lévy Noise

Yuanfei Huang, Ying Chao, Shenglan Yuan +1

This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric -stable Lévy motion () or Brown…

math.DS2018★ 12 cited

Hamiltonian Systems with Lévy Noise: Symplecticity, Hamilton's Principle and Averaging Principle

Pingyuan Wei, Ying Chao, Jinqiao Duan

This work focuses on topics related to Hamiltonian stochastic differential equations with Lévy noise. We first show that the phase flow of the stochastic system preserves symplecti…

math-ph2018★ 42 cited

The Onsager-Machlup Function as Lagrangian for the Most Probable Path of a Jump-diffusion Process

Ying Chao, Jinqiao Duan

This work is devoted to deriving the Onsager-Machlup function for a class of stochastic dynamical systems under (non-Gaussian) Levy noise as well as (Gaussian) Brownian noise, and…

cond-mat.stat-mech2018

Mean escape time for randomly switching narrow gates in a cellular flow

Hui Wang, Jinqiao Duan, Xianguo Geng +1

The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider…

math.DS2018★ 2 cited

Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise

Ying Chao, Pingyuan Wei, Shenglan Yuan

This work deals with the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable…