2 papers
math.PR2024
Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
Meng Cai, Chuchu Chen, Jialin Hong +1
For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the…
math.PR2022
Large deviations principle for stochastic delay differential equations with super-linearly growing coefficients
Diancong Jin, Ziheng Chen, Tau Zhou
We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly…