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math.PR2025
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…
math.PR2025
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…