Sun, Liying
- Weak convergence and invariant measure of a full discretization for non-globally Lipschitz parabolic SPDE
2018/11/07 by Jianbo Cui, Jialin Hong, Cui, Jianbo +3 · 3 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #37L40 #60H15 #60H35 #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- The probabilistic superiority of stochastic symplectic methods via large deviations principles
2019/06/08 by Chen, Chuchu, Hong, Jialin, Jin, Diancong +1 · 2 citations
#FOS: Mathematics #Numerical Analysis (math.NA)
- Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
2020/06/02 by Chuchu Chen, Jialin Hong, Chen, Chuchu +5 · 2 citations
Economics, Econometrics and Finance · Physics and Astronomy · Earth and Planetary Sciences · #Stochastic processes and financial applications #Model Reduction and Neural Networks #Meteorological Phenomena and Simulations
- Weak approximation for stochastic reaction-diffusion equation near sharp interface limit
2023/07/17 by Jianbo Cui, Liying Sun, Cui, Jianbo +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Stochastic logarithmic Schrodinger equations: energy regularized approach
2021/02/25 by Jianbo Cui, Cui, Jianbo, Liying Sun +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #35Q55 #47J05 #60H15 #81Q05 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications
- Quantifying the effect of random dispersion for logarithmic Schrödinger equation
2023/06/11 by Jianbo Cui, Cui, Jianbo, Liying Sun +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #35Q55 #35R60 #60F10 #60H15 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Stochastic processes and financial applications