3 citations · 8 across the 5 of their papers we have counts for
5 papers
Weak order in averaging principle for two-time-scale stochastic partial differential equations
Hongbo Fu, Li Wan, Jicheng Liu +1
This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval , where both the fast and slow components are…
Weak order in averaging principle for stochastic wave equations with a fast oscillation
Hongbo Fu, Li Wan, Jicheng Liu +1
This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval , perturbed by a oscillating term arising as the solutio…
Weak order in averaging principle for stochastic differential equations with jumps
Bengong Zhang, Hongbo Fu, Li Wan +1
The present article deals with the averaging principle for a two-time-scale system of jump-diffusion stochastic differential equation. Under suitable conditions, the weak error is…
Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
Hongbo Fu, Li Wan, Jicheng Liu +1
In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by…
Exponential stability of non-autonomous stochastic partial differential equations with finite memory
Li Wan, Jinqiao Duan
The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investi…