4 papers
A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping
Sandra Cerrai, Guangyu Xi
We study the validity of a Smoluchowski-Kramers approximation for a class of wave equations in a bounded domain of subject to a state-dependent damping and perturbed…
Near-Optimal MNL Bandits Under Risk Criteria
Guangyu Xi, Chao Tao, Yuan Zhou
We study MNL bandits, which is a variant of the traditional multi-armed bandit problem, under risk criteria. Unlike the ordinary expected revenue, risk criteria are more general go…
Incompressible viscous fluids in and SPDEs on graphs, in presence of fast advection and non smooth noise
Sandra Cerrai, Guangyu Xi
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger a…
On a maximal inequality and its application to SDEs with singular drift
Xuan Liu, Guangyu Xi
In this paper we present a Doob type maximal inequality for stochastic processes satisfying the conditional increment control condition. If we assume, in addition, that the margins…