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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
Central limit theorem for full discretization of parabolic SPDE
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit the…