3 papers
math.PR2026
Degenerate Stochastic Delay Modified Equation: Approximation of Stochastic Variance Reduced Gradient
Ting Zhang, Lulu Tian, Yue Ding
According to the property of stochastic variance reduced gradient (SVRG) algorithms, we construct a class of degenerate stochastic delay modified equations (SDMEs). Using the Linde…
cond-mat.stat-mech2024
Short-time large deviations of first-passage functionals for high-order stochastic processes
Lulu Tian, Hanshuang Chen, Guofeng Li
We consider high-order stochastic processes described by the Langevin equation , where is a delta-correlated…
cond-mat.stat-mech2024
Short-time large deviation of constrained random acceleration process
Hanshuang Chen, Lulu Tian, Guofeng Li
By optimal fluctuation method, we study short-time distribution of the functionals, , along constrained trajectories of ran…