3 papers
math.DS2026
Geometric Methods for Stochastic Dynamical Systems
Jinqiao Duan, Ting Gao, Qiao Huang +1
Geometric methods are indispensable for analyzing, predicting, and mitigating the complex behaviors inherent in nonlinear systems. In this regime, the most probable transition path…
math.DG2025
The stochastic Hamilton-Jacobi-Bellman equation on Jacobi structures
Pingyuan Wei, Qiao Huang, Jinqiao Duan
Jacobi structures are known to generalize Poisson structures, encompassing symplectic, cosymplectic, and Lie-Poisson manifolds. Notably, other intriguing geometric structures -- su…
math.PR2024
Large Deviations for Stochastic Differential Equations Driven by Semimartingales
Qiao Huang, Wei Wei, Jinqiao Duan
We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of dr…