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math.PR2021
Stochastic Approximation with Discontinuous Dynamics, Differential Inclusions, and Applications
Nhu Nguyen, George Yin
This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the us…
math.PR2020
Stochastic Lotka-Volterra Competitive Reaction-Diffusion Systems Perturbed by Space-Time White Noise: Modeling and Analysis
N. N. Nguyen, G. Yin
Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contras…