4 papers
Metastable Transitions in Dynamical Systems with both Time-varying Perturbations and Degenerate Noise
Hanru Zou, Hongjun Gao, Pingyuan Wei +1
This paper investigates the persistence of maximum likelihood paths in degenerate stochastic differential systems and quantifies how small periodic perturbations modulate the metas…
Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels
Shanqi Liu, Yaozhong Hu, Hongjun Gao
This paper is devoted to proving a (Lindeberg-Feller type ) central limit theorem for the multilevel Monte Carlo estimator associated with the Euler discretization scheme for the s…
Limit error distributions of Milstein scheme for stochastic Volterra equations with singular kernels
Shanqi Liu, Yaozhong Hu, Hongjun Gao
For stochastic Volterra equations driven by standard Brownian and with singular kernels , it is known that the Milstein scheme has a…
Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise
Shanqi Liu, Yaozhong Hu, Hongjun Gao
This work is devoted to studying asymptotic behaviors for Volterra type McKean-Vlasov stochastic differential equations with small noise. By applying the weak convergence approach,…