9 papers
Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection
Huijie Qiao
In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to…
Large deviation principles for multiscale stochastic Burgers equations with reflection
Huijie Qiao
This study investigates multiscale stochastic Burgers equations with reflection, wherein the slow component is modeled by a stochastic Burgers equation with reflection and the fast…
Uniform large deviation principles and averaging principles for stochastic Burgers type equations with reflection
Huijie Qiao
This work concerns about stochastic Burgers type equations with reflection. First of all, by means of the equicontinuous uniform Laplace principle, we prove the Freidlin-Wentzell u…
Large deviations for invariant measures of multivalued stochastic differential equations with jumps
Huijie Qiao
This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large d…
Large deviations for generalized backward stochastic differential equations
Yawen Liu, Huijie Qiao
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large d…
Probabilistic approach to homogenization for a type of multivalued Dirichlet-Neumann problems
Huijie Qiao
The work is about homogenization for a type of multivalued Dirichlet-Neumann problems. First, we prove an average principle for general multivalued stochastic differential equation…
Average principles for forward-backward multivalued stochastic systems and homogenization for systems of nonlinear parabolic PDEs
Huijie Qiao
This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the …
Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients
Huijie Qiao, Jiang-Lun Wu
In this paper, we are concerned with stochastic Volterra equations with singular kernels and Hölder continuous coefficients. We first establish the well-posedness of these equation…
Effective Filtering for Multiscale Stochastic Dynamical Systems in Hilbert Spaces
Huijie Qiao
In the paper, effective filtering for a type of slow-fast data assimilation systems in Hilbert spaces is considered. Firstly, the system is reduced to a system on a random invarian…