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math.PR2020
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…
math.PR2019
The persistence of synchronization under -stable noise
Yanjie Zhang, Li Lin, Jinqiao Duan +1
This work is about the synchronization of nonlinear coupled dynamical systems driven by -stable noise. Firstly, we provide a novel technique to construct the relationship betwee…
math.PR2018
Effective filtering analysis for non-Gaussian dynamic systems
Yanjie Zhang, Huijie Qiao, Jinqiao Duan
This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynami…