5 papers
Variational exponential estimates and stationary large deviations for SPDEs
Rui Bai, Chunrong Feng, Huaizhong Zhao
We establish an abstract criterion for large deviations of invariant measures when the deterministic dynamics has a single globally attracting equilibrium. Deterministic regularisa…
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…