4 papers
Ergodic Stochastic Optimal Control Problems
Chenglin Ma, Huaizhong Zhao
In this article, we introduce a novel approach to solving the ergodic stochastic optimal control problem whose dynamics is driven by a controlled stochastic differential equation.…
Strong averaging principle for multiscale time-inhomogeneous SDEs with multiplicative -stable noises
Jiaquan Lu, Huaizhong Zhao
In this paper, we study the strong averaging principle for multiscale time-inhomogeneous stochastic systems driven by multiplicative -stable processes with . Based on…
Exponential Mixing for 2D Stochastic Damped Euler Equation Driven by Bounded Noise
Rui Bai, Chunrong Feng, Huaizhong Zhao
In this paper, we study the long-time behaviour of the two-dimensional stochastic damped Euler equation on the torus driven by bounded random forcing. Unlike stochastic Navier-Stok…
Large deviations for invariant measure of stochastic Allen-Cahn equation with inhomogeneous boundary conditions and multiplicative noise
Rui Bai, Chunrong Feng, Huaizhong Zhao
We establish a small-noise large deviation principle for the family of invariant measures associated with the one-dimensional stochastic Allen-Cahn equation, subjec…