Ran Wang

collaborators

2 papers

math.PR2026

Small ball probabilities and Chung's law of the iterated logarithm for Gaussian Volterra processes with power-type kernels

Mengxin Tong, Ran Wang, Qingshan Yang

Consider the Gaussian Volterra process introduced by Mishura and Shklyar \cite{MS22a,MS22b}, $X (t) = \int_{0}^{t} r^{α} (\int_{r}^{t} u^{β} (u - r)^{γ} d u) d W_{r}, t \geq 0,$ whe…

math.PR2024

Sample path properties and small ball probabilities for stochastic fractional diffusion equations

Yuhui Guo, Jian Song, Ran Wang +1

We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^Î² u(t, x)=- \left(-Î\right)^{Î±/ 2} u(t, x)+ I_{0+}^Î³\…