182 citations · 1.5k across the 227 of their papers we have counts for
4 papers · 2 filters
Kantorovich-Rubinstein Distance and Approximation for Non-local Fokker-Planck Equations
Ao Zhang, Jinqiao Duan
This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-…
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process
Shenglan Yuan, Dirk Blömker, Jinqiao Duan
This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by Lévy space-time white noise with the periodi…
Homogenization of Dissipative Hamiltonian Systems under Lévy Fluctuations
Zibo Wang, Li Lv, Jinqiao Duan
This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative Lévy noise. Derivation of the limiting equation depends on the…
Large Deviations for SDE driven by Heavy-tailed Lévy Processes
Wei Wei, Qiao Huang, Jinqiao Duan
We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed Lévy processes. These heavy-tailed Lévy…