Ziyi Lei

collaborators

2 papers

math.PR2026

Strong and weak rates of convergence in the Smoluchowski--Kramers approximation for stochastic partial differential equations

Charles-Edouard BrÃ©hier, Ziyi Lei

We consider a class of stochastic damped semilinear wave equations, in the small-mass limit. It has previously been established that the solution converges to the solution of a sto…

math.NA2024

Chuchu Chen, Tonghe Dang, Jialin Hong +1

It is well known that for a stochastic differential equation driven by LÃ©vy noise, the temporal HÃ¶lder continuity in $L^{p}$ sense of the exact solution does not exceed $1/ p$ . This…

Strong and weak rates of convergence in the Smoluchowski--Kramers approximation for stochastic partial differential equations

Lp-strong convergence orders of fully discrete schemes for the SPDE driven by LÃ©vy noise

$L^{p}$ -strong convergence orders of fully discrete schemes for the SPDE driven by LÃ©vy noise