Large Deviations for SDE driven by Heavy-tailed Lévy Processes

no code implementations • 11 Jan 2021 • Wei Wei, Qiao Huang, Jinqiao Duan

We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed L\'evy processes.

Probability 60H10, 60F10, 60J76

On the Stochastic Singular Cucker--Smale Model: Well-Posedness, Collision-Avoidance and Flocking

no code implementations • 15 Dec 2020 • Qiao Huang, Xiongtao Zhang

We study the Cucker--Smale (C-S) flocking systems involving both singularity and noise.

Dynamical Systems Probability 60H10, 82C22, 35B40, 92D50