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Large deviation for two-time-scale stochastic burgers equation Journal article
Sun,Xiaobin, Wang,Ran, Xu,Lihu, Yang,Xue. Large deviation for two-time-scale stochastic burgers equation[J]. Stochastics and Dynamics, 2021, 21(5), 2150023.
Authors:  Sun,Xiaobin;  Wang,Ran;  Xu,Lihu;  Yang,Xue
Favorite | TC[WOS]:8 TC[Scopus]:10  IF:0.8/1.1 | Submit date：2021/03/11
Large Deviation  Slow-fast  Stochastic Burgers Equation  Weak Convergence  
LARGE DEVIATION PRINCIPLE OF OCCUPATION MEASURES FOR NON-LINEAR MONOTONE SPDES Journal article
RAN WANG, JIE XIONG, LIHU XU. LARGE DEVIATION PRINCIPLE OF OCCUPATION MEASURES FOR NON-LINEAR MONOTONE SPDES[J]. SCIENCE CHINA Mathematics, 2021, 64(4), 799-822.
Authors:  RAN WANG;  JIE XIONG;  LIHU XU
Favorite | TC[WOS]:5 TC[Scopus]:4  IF:1.4/1.4 | Submit date：2019/07/30
Stochastic Partial Differential Equations  Large Deviation Principle  Occupation Measure  Hyper-exponential Recurrence  
Large Deviation Principles of Realized Laplace Transform of Volatility Journal article
Feng, Xinwei, He, Lidan, Liu, Zhi. Large Deviation Principles of Realized Laplace Transform of Volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186-208.
Authors:  Feng, Xinwei;  He, Lidan;  Liu, Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/03/28
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Large deviation principles of realized Laplace transform of volatility Journal article
Feng Xinwei, He Lianda, Liu Zhi. Large deviation principles of realized Laplace transform of volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186–208.
Authors:  Feng Xinwei;  He Lianda;  Liu Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/07/27
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Large deviations for locally monotone stochastic partial differential equations driven by Levy noise Journal article
Xiong, Jie, Zhai, Jianliang. Large deviations for locally monotone stochastic partial differential equations driven by Levy noise[J]. BERNOULLI, 2018, 24(4A), 2842-2874.
Authors:  Xiong, Jie;  Zhai, Jianliang
Favorite | TC[WOS]:21 TC[Scopus]:24  IF:1.5/1.6 | Submit date：2018/10/30
Freidlin-wentzell Type Large Deviation Principle  Levy Processes  Locally Monotone Coefficients  Stochastic Partial Differential Equations  
Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motions Journal article
Ran Wang, Lihu Xu. Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motions[J]. Stochastic processes and their applications, 2018, 128(5), 1772-1796.
Authors:  Ran Wang;  Lihu Xu
Favorite | TC[WOS]:13 TC[Scopus]:13  IF:1.1/1.4 | Submit date：2019/07/19
Stochastic Reaction-diffusion Equation  Subordinate Brownian Motions  Large Deviation Principle (Ldp)  Occupation Measure  
Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion Journal article
Wang,Ran, Xu,Lihu. Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion[J]. Stochastic Processes and their Applications, 2018, 128(5), 1772-1796.
Authors:  Wang,Ran;  Xu,Lihu
Favorite | TC[WOS]:13 TC[Scopus]:13  IF:1.1/1.4 | Submit date：2021/03/11
Large Deviation Principle  Occupation Measure  Stochastic Reaction–diffusion Equation  Subordinate Brownian Motions