279 research outputs found
Large deviations for neutral stochastic functional differential equations
In this paper, under a one-sided Lipschitz condition on the drift coefficient
we adopt (via contraction principle) a exponential approximation argument to
investigate large deviations for neutral stochastic functional differential
equations.Comment: 17page
Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs
Abstract: Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting
Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients
In this paper, we investigate weak existence and uniqueness of solutions and weak convergence of Euler-Maruyama scheme to stochastic functional differential equations with H\"older continuous drift driven by fractional Brownian motion with Hurst index . The methods used in this paper are Girsanov's transformation and the property of the corresponding reference stochastic differential equations
Interfacial Bond Adhesion Enhancement Mechanism Analysis of Self Stressing Alkali Activated Slag Concrete-Filled Round Steel Tube
To investigate the interfacial adhesion behaviour and its enhancement mechanism of self-stressing alkali activated slag concrete-filled round steel tube, push-out samples, expansion performance test specimens, and SEM, XRD micro-test specimens were made with different dosage of calcium sulphoaluminate and calcium oxide expansive agent. The results show that the maximum interfacial adhesion stress is at 70-80 mm from the free end of the samples, and increases with the increase of the expansive agent dosage. The expansive agent such as calcium sulphoaluminate and calcium oxide can effectively reduce the drying shrinkage performance of the core concrete, and then improve the interaction between steel tube and core concrete. Micro-test analysis results show that the main expansive source providing expansive power in the AASC system is Ca(OH)
Estimate of Heat Kernel for Euler-Maruyama Scheme of SDEs Driven by {\alpha}-Stable Noise and Applications
In this paper, the discrete parameter expansion is adopted to investigate the
estimation of heat kernel for Euler-Maruyama scheme of SDEs driven by
{\alpha}-stable noise, which implies krylov's estimate and khasminskii's
estimate. As an application, the convergence rate of Euler-Maruyama scheme of a
class of multidimensional SDEs with singular drift( in aid of Zvonkin's
transformation) is obtained.Comment: 22page
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