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Central limit theorem and moderate deviation principle for stochastic scalar conservation laws 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 516, 期号: 1, 页码: 26
Authors:  Wu, Zhengyan;  Zhang, Rangrang
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Stochastic scalar conservation laws  Weak convergence method  Doubling of variables method  Central limit theorem  Moderate deviation principle  Kinetic solution  
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
Authors:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
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   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
Authors:  Roeckner, Michael;  Xie, Longjie;  Yang, Li
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Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
Convergence of stochastic 2D inviscid Boussinesq equations with transport noise to a deterministic viscous system 期刊论文
Nonlinearity, 2021, 卷号: 34, 期号: 12
Authors:  Luo,Dejun
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2D Boussinesq system  vorticity formulation  transport noise  weak convergence  60H15  35Q35  
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 140, 页码: 236-286
Authors:  Luo, Dejun;  Zhu, Rongchan
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Modified Surface Quasi-Geostrophic equation  Transport noise  White noise solution  Scaling limit  Weak convergence  
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
Authors:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
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Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
Point vortex approximation for 2D Navier-Stokes equations driven by space-time white noise 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 2, 页码: 21
Authors:  Flandoli, Franco;  Luo, Dejun
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Point vortices  Navier-Stokes equations  Space-time white noise  Vorticity formulation  Weak convergence  
A scaling limit for the stochastic mSQG equations with multiplicative transport noises 期刊论文
STOCHASTICS AND DYNAMICS, 2020, 卷号: 20, 期号: 6, 页码: 21
Authors:  Luo, Dejun;  Saal, Martin
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Modified Surface Quasi-Geostrophic equation  transport noise  scaling limit  weak convergence  
3D tamed Navier-Stokes equations driven by multiplicative Levy noise: Existence, uniqueness and large deviations 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2020, 卷号: 492, 期号: 1, 页码: 48
Authors:  Dong, Zhao;  Zhang, Rangrang
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Stochastic 3D tamed Navier-Stokes equations  Levy noise  Large deviations  Weak convergence method  
Quantum Strassen's theorem 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020, 卷号: 23, 期号: 3, 页码: 29
Authors:  Friedland, Shmuel;  Ge, Jingtong;  Zhi, Lihong
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Density matrices and operators  quantum marginals  quantum couplings  trace class operators  Hilbert-Schmidt operators  partial traces and weak operator convergence  SDP problems related to quantum marginals  Hausdorff metric