3 papers
math.PR2025
Synchronization of stochastic dissipative differential equation driven by fractional Brownian motions
Qiyong Cao, Hongjun Gao, Wei Wei
In this paper, we study a class of dissipative stochastic differential equations driven by nonlinear multiplicative fractional Brownian noise with Hurst index $H \in \left(\frac{1}…
quant-ph2024
Quantum Algorithms for Stochastic Differential Equations: A Schrödingerisation Approach
Shi Jin, Nana Liu, Wei Wei
Quantum computers are known for their potential to achieve up-to-exponential speedup compared to classical computers for certain problems. To exploit the advantages of quantum comp…
math.PR2023
Synchronization of Differential Equations Driven by Linear Multiplicative Fractional Brownian Motion
Wei Wei, Hongjun Gao, Qiyong Cao
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}…