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math.PR2026
Smoluchowski-Kramers Approximation Meets Khasminskii Averaging Principles in Nonequilibrium Random Environments I
Hongjiang Qian
This work establishes a simultaneous Smoluchowski-Kramers approximation and Khasminskii averaging principle for a class of second-order stochastic differential equations (SDEs) in…
math.PR2025
Moderate Deviation Principles for Stochastic Differential Equations in Fast-Varying Markovian Environment
Hongjiang Qian
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations w…