5 papers
Asymptotic Log-Harnack Inequality for Degenerate SPDEs with Reflection
Qi Li, Feng-Yu Wang, Tusheng Zhang
By constructing a suitable coupling by change of measures, the asymptotic log- Harnack inequality is established for a class of degenerate SPDEs with reflection. This inequality im…
Reflected stochastic partial differential equations with fully local monotone coefficients in infinite dimensional domains
Qi Li, Yue Li, Tusheng Zhang
This paper establishes the well-posedness of stochastic partial differential equations with reflection in an infinite-dimensional ball, within the fully local monotone framework. O…
Exponential ergodicity of Stochastic Evolution Equations with reflection
Zdzislaw Brzezniak, Qi Li, Tusheng Zhang
In this paper, we establish an exponential ergodicity for stochastic evolution equations with reflection in an infinite dimensional ball. As an application, we obtain the exponenti…
Wong-Zakai approximations and support theorems for SDEs under Lyapunov conditions
Qi Li, Jianliang Zhai, Tusheng Zhang
In this paper, we establish the Stroock-Varadhan type support theorems for stochastic differential equations (SDEs) under Lyapunov conditions, which significantly improve the exist…
Large Deviation Principle of Stochastic Evolution Equations with reflection
Zdzisław Brzeźniak, Qi Li, Tusheng Zhang
In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an impor…