2 citations · 3 across the 5 of their papers we have counts for
5 papers
Large deviations for slow-fast processes on connected complete Riemannian manifolds
Yanyan Hu, Richard C. Kraaij, Fubao Xi
We consider a class of slow-fast processes on a connected complete Riemannian manifold .The limiting dynamics as the scale separation goes to is governed by the averagi…
Hamilton--Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions
Giovanni Conforti, Richard C. Kraaij, Luca Tamanini +1
This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jaco…
Well-posedness of a Hamilton-Jacobi-Bellman equation in the strong coupling regime
Serena Della Corte, Richard C. Kraaij
We prove comparison principle for viscosity solutions of a Hamilton-Jacobi-Bellman equation in a strong coupling regime considering a stationary and a time-dependent version of the…
Large deviations for Cox-Ingersoll-Ross processes with state-dependent fast switching
Yanyan Hu, Richard C. Kraaij, Fubao Xi
We study the large deviations for Cox-Ingersoll-Ross (CIR) processes with small noise and state-dependent fast switching via associated Hamilton-Jacobi equations. As the separation…
A large deviation perspective on exponential decay of entropy and lower bounds on the Ricci-curvature
Richard C. Kraaij
We offer a new point of view on the (Modified) Log-Sobolev inequality and lower bounds on the Ricci-curvature in the setting where the dynamics are obtained as the limit of Markov…