Sandra Cerrai
- Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations
2004/06/01 by Sandra Cerrai, Philippe Clément · 1 citation
- On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction
2022/03/11 by Sandra Cerrai, Cerrai, Sandra, Mengzi Xie +1 · 2 citations
Economics, Econometrics and Finance · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Averaging principle for a class of stochastic reaction-diffusion equations
2008/05/02 by Sandra Cerrai, Mark Freidlin, Cerrai, Sandra +1 · 1 citation
Economics, Econometrics and Finance · Environmental Science · Mathematics · #37L40 #60H15 #70K65 #Ecosystem dynamics and resilience #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications
- Quasipotential and exit time for 2D Stochastic Navier-Stokes equations\n driven by space time white noise
2014/01/24 by Zdzisław Brzeźniak, Sandra Cerrai, Brzezniak, Zdzislaw +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Computer Science · #Stochastic processes and financial applications #Navier-Stokes equation solutions #Advanced Mathematical Modeling in Engineering
- Smoluchowski-Kramers approximation and large deviations for infinite\n dimensional non-gradient systems with applications to the exit problem
2014/03/23 by Sandra Cerrai, Michael Salins, Cerrai, Sandra +1 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · Mathematics · #Stochastic processes and financial applications #Advanced Thermodynamics and Statistical Mechanics #Mathematical Biology Tumor Growth
- On the Smoluchowski-Kramers approximation for SPDEs and its interplay\n with large deviations and long time behavior
2016/02/12 by Sandra Cerrai, Cerrai, Sandra, Mark Freidlin +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Large deviations principle for the invariant measures of the 2D\n stochastic Navier-Stokes equations with vanishing noise correlation
2020/12/29 by Sandra Cerrai, Cerrai, Sandra, Nicholas Paskal +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Navier-Stokes equation solutions #Fluid Dynamics and Turbulent Flows
- Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation
2023/03/17 by Sandra Cerrai, Zdzisław Brzeźniak, Cerrai, Sandra +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Engineering · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction
2023/09/04 by Sandra Cerrai, Mengzi Xie, Cerrai, Sandra +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Physics Problems
- SPDEs on narrow channels and graphs: convergence and large deviations in case of non smooth noise
2024/03/20 by Sandra Cerrai, Cerrai, Sandra, Wen‐Tai Hsu +1 · 1 citation
Mathematics · #FOS: Mathematics #Probability (math.PR) #Spectral Theory in Mathematical Physics
- Large deviations for long-time occupation measures of stochastic evolution equations with small, asymptotically rough noise
2026/07/19 by Amarjit Budhiraja, Sandra Cerrai
#math.PR