2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2018★ 2 cited
Transportation inequalities for stochastic wave equation
Yumeng Li, Xinyu Wang
In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random…
math.PR2015
Large deviations for stochastic differential delay equations with Lévy noises
Yumeng Li, Ran Wang, Nian Yao +1
In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergenc…
math.PR2015
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
Yumeng Li, Ran Wang, Nian Yao +1
In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, wh…