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math.PR2025
Inversions of stochastic processes from ergodic measures of Nonlinear SDEs
Hongyu Liu, Zhihui Liu
We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic o…
math.PR2020★ 1 cited
Harnack Inequalities and Ergodicity of Stochastic Reaction-Diffusion Equation in
Zhihui Liu
We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive irregular noise in the -space for any . These in…