3 papers
math.PR2023
Existence and Blow-up of solutions for Stochastic Modified Two-component Camassa-Holm System
Wujun Lv, Xing Huang
In this paper, we consider the modified two-component Camassa-Holm System with multiplicative noise. For these SPDEs, we first establish the local existence and pathwise uniqueness…
math.PR2021
Exponential Ergodicity and Propagation of Chaos for Path-Distribution Dependent Stochastic Hamiltonian System
Xing Huang, Wujun Lv
By Girsanov's thoerem and using the existing log-Harnack inequality for distribution independent SDEs, the log-Harnack inequality is derived for path-distribution dependent stochas…
math.PR2016
Experiment design for controlled partially observed fractional diffusion process
Chunhao Cai, Wujun LV
We consider a controlled second order differential equation which is partially observed with an additional fractional noise. we study the asymptotic (for large observation time) de…