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Your search keyword '"Liu, Jicheng"' showing total 2 results
Start Over Author "Liu, Jicheng" Topic mathematical analysis Journal journal of mathematical analysis & applications
2 results on '"Liu, Jicheng"'

1. On conditional Borel–Cantelli lemmas for sequences of random variables

Author

Liu, Jicheng and Prakasa Rao, B.L.S.

Subjects
*MATHEMATICAL sequences, *RANDOM variables, *PROOF theory, *PROBABILITY theory, *MATHEMATICAL analysis, *MEASURE theory
Abstract

Abstract: We prove some conditional Borel–Cantelli lemmas for sequences of random variables. As an application, a conditional version of the weighted Borel–Cantelli lemma is obtained. [Copyright &y& Elsevier]

Published
2013
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2. Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations

Author

Fu, Hongbo and Liu, Jicheng

Subjects
*STOCHASTIC convergence, *STOCHASTIC processes, *PARTIAL differential equations, *QUALITATIVE research, *SET theory, *MATHEMATICAL analysis
Abstract

Abstract: The theory of stochastic averaging principle provides an effective approach for the qualitative analysis of stochastic systems with different time-scales and is relatively mature for stochastic ordinary differential equations. In this paper, we study the averaging principle for a class of stochastic partial differential equations with two separated time scales driven by scalar noises. Under suitable assumptions it is shown that the slow component strongly converges to the solution of the corresponding averaged equation. [Copyright &y& Elsevier]

Published
2011
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