Dejun Luo
- Exponential Convergence in Lp-Wasserstein Distance for Diffusion Processes without Uniformly Dissipative Drift
2014/07/08 by Dejun Luo, Jian Wang, Luo, Dejun +1 · 6 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and financial applications
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
2016/04/25 by Dejun Luo, Jian Wang, Luo, Dejun +1 · 7 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Geometric Analysis and Curvature Flows #Stochastic processes and statistical mechanics
- 2D Smagorinsky type large eddy models as limits of stochastic PDEs
2023/02/27 by Franco Flandoli, Dejun Luo, Flandoli, Franco +3 · 4 citations
Engineering · Economics, Econometrics and Finance · #Fluid Dynamics and Turbulent Flows #Stochastic processes and financial applications #Complex Systems and Time Series Analysis
- Euler-Lagrangian approach to 3D stochastic Euler equations
2018/03/14 by Franco Flandoli, Flandoli, Franco, Dejun Luo +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications