182 citations · 1.5k across the 227 of their papers we have counts for
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Onsager-Machlup action functional for stochastic partial differential equations with Levy noise
Jianyu Hu, Jinqiao Duan
This work is devoted to deriving the Onsager-Machlup action functional for stochastic partial differential equations with (non-Gaussian) Levy process as well as Gaussian Brownian m…
Linear Response Theory for Nonlinear Stochastic Differential Equations with -stable Lévy Noises
Qi Zhang, Jinqiao Duan
We consider a nonlinear stochastic differential equation driven by an -stable Lévy process (). We first obtain some regularity results for the probability density of its…
Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes
Yanjie Zhang, Xiao Wang, Zibo Wang +1
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by -stable processes, which…
An averaging principle for fractional stochastic differential equations with Lévy noise
Wenjing Xu, Jinqiao Duan, Wei Xu
This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith Lévy motion, using an integral transform method. We obtain a…
Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise
Yubin Lu, Jinqiao Duan
It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the inv…