Showing math.PRShow all
2 papers · 1 filter
math.PR2021
The random periodic solution of a stochastic differential equation with a monotone drift and its numerical approximation
Yue Wu
In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monot…
math.PR2016
Moments of quantum Lévy areas using sticky shuffle Hopf algebras
Robin Hudson, Uwe Schauz, Yue Wu
We study a family of quantum analogs of Lévy's stochastic area for planar Brownian motion depending on a variance parameter which deform to the classical Lévy area as $σ\…