activity
19962026
most citedFractional Fokker--Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

182 citations · 1.5k across the 227 of their papers we have counts for

collaborators
Showing 2008Show all

8 papers · 1 filter

math.DS2008★ 1 cited

Predictability in Spatially Extended Systems with Model Uncertainty

Jinqiao Duan

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understandin…

math.DS2008

Stochastic Modeling of Unresolved Scales in Complex Systems

Jinqiao Duan

Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolve…

math.DS2008★ 4 cited

Predictability in Nonlinear Dynamical Systems with Model Uncertainty

Jinqiao Duan

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to…

math.DS2008★ 7 cited

Small probability events for two-layer geophysical flows under uncertainty

Aijun Du, Jinqiao Duan, Hongjun Gao

The stochastics two-layer quasi-geostrophic flow model is an intermediate system between the single-layer two dimensional barotropic flow model and the continuously stratified thre…

math.DS2008★ 1 cited

Random Chain Recurrent Sets for Random Dynamical Systems

Xiaopeng Chen, Jinqiao Duan

It is known by the Conley's theorem that the chain recurrent set of a deterministic flow on a compact metric space is the complement of the union of sets , wher…

math.DS2008

General Matrix-Valued Inhomogeneous Linear Stochastic Differential Equations and Applications

Jinqiao Duan, Jia-an Yan

The expressions of solutions for general matrix-valued inhomogeneous linear stochastic differential equations are derived. This generalizes a result of Jaschke (2003) f…

math.DS2008★ 3 cited

An intermediate regime for exit phenomena driven by non-Gaussian Levy noises

Zhihui Yang, Jinqiao Duan

A dynamical system driven by non-Gaussian Lévy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibr…

math.PR2008★ 132 cited

Large deviations for the Boussinesq Equations under Random Influences

Jinqiao Duan, Annie Millet

A Boussinesq model for the Benard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic…