2 papers
math.NA2026
Two-sided estimates of Lyapunov exponents for Milstein schemes of non-autonomous stochastic differential equations
Vu Thi Hue, Bao Quoc Tang, Do Duc Thuan
The stabilising effect of multiplicative noise for stochastic differential equations, though counterintuitive, has been observed and investigated extensively in last decades. In pr…
math.AP2018
Stabilisation by noise on the boundary for a Chafee-Infante equation with dynamical boundary conditions
Klemens Fellner, Stefanie Sonner, Bao Quoc Tang +1
The stabilisation by noise on the boundary of the Chafee-Infante equation with dynamical boundary conditions subject to a multiplicative Itô noise is studied. In particular, we sho…