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Your search keyword '"Liu, Jicheng"' showing total 2 results
Start Over Author "Liu, Jicheng" Topic stochastic differential equations Publisher world scientific publishing company
2 results on '"Liu, Jicheng"'

1. The synchronization of stochastic differential equations with linear noise.

Author

Al-Azzawi, Shahad Saadi Mahdi, Liu, Jicheng, and Liu, Xianming

Subjects
*DIFFERENTIAL equations, *SYNCHRONIZATION, *LIPSCHITZ spaces, *ATTRACTORS (Mathematics), *STOCHASTIC differential equations
Abstract

The synchronization of stochastic differential equations with both additive noise and linear multiplicative noise is investigated in pathwise sense, which generalize the results of [5] and [6]. In our situation, we can deal with the synchronization of the systems with mixed type noise, where one system has the additive noise, another has the linear multiplicative noise. [ABSTRACT FROM AUTHOR]

Published
2018
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2. LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS.

Author

GAO, FUQING and LIU, JICHENG

Subjects
*LARGE deviations (Mathematics), *STOCHASTIC differential equations, *SOBOLEV spaces, *LIPSCHITZ spaces, *PERTURBATION theory, *WIENER processes, *MARKOV operators
Abstract

We prove large deviation principles for solutions of small perturbations of SDEs in Hölder norms and Sobolev norms, where the SDEs have non-Markovian coefficients. As an application, we obtain a large deviation principle for solutions of anticipating SDEs in terms of (r, p) capacities on the Wiener space. [ABSTRACT FROM AUTHOR]

Published
2006
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