5 papers
Stable and Gaussian Fluctuation Limit of a Lévy-Driven Slow-Fast System with Polynomial Dissipation
Qingming Zhao, Xueru Liu, Wei Wang
We study fluctuation limit of a slow-fast system driven by -stable Lévy noise with The slow component is generated by an odd polynomial function while in t…
Approximation of Random Differential Equations Driven by Physical Brownian Motion with Fast Oscillating Noise
Qingming Zhao, Xueru Liu, Wei Wang
We investigate approximation of random differential equations driven by semimartingales satisfying a singularly perturbed Langevin equation with scaled mixing random force. By a di…
On the Approximation of Differential Equations Driven by Some Random Processes as Rough Paths
Qingming Zhao, Xueru Liu, Wei Wang
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main t…
On the small mass limit of stochastic wave equation driven by cylindrical stable process
Qingming Zhao, Xueru Liu, Wei Wang
We explore the small mass limit of a stochastic wave equation (SWE) driven by cylindrical -stable noise, where , and prove that it converges to a stochastic heat equ…
Convergence rate of Smoluchowski--Kramers approximation with stable Lévy noise
Qingming Zhao, Wei Wang
The small mass limit of the Langevin equation perturbed by -stable Lévy noise is considered by rewriting it in the form of slow-fast system, and spliting the fast component into…