4 papers
Approximation of Random Differential Equations Driven by Physical Brownian Motion with Fast Oscillating Noise
Qingming Zhao, Xueru Liu, Wei Wang
We investigate approximation of random differential equations driven by semimartingales satisfying a singularly perturbed Langevin equation with scaled mixing random force. By a di…
On the Approximation of Differential Equations Driven by Some Random Processes as Rough Paths
Qingming Zhao, Xueru Liu, Wei Wang
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main t…
On the small mass limit of stochastic wave equation driven by cylindrical stable process
Qingming Zhao, Xueru Liu, Wei Wang
We explore the small mass limit of a stochastic wave equation (SWE) driven by cylindrical -stable noise, where , and prove that it converges to a stochastic heat e…
The Smoluchowski-Kramers approximation for a system with arbitrary friction depending on both state and distribution
Xueru Liu, Qianqian Jiang, Wei Wang
A system of stochastic differential equations describing diffusive phenomena, which has arbitrary friction depending on both state and distribution is investigated. The Smoluchowsk…