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Miaomiao Fu

Publications and source records attributed to Miaomiao Fu.

2 recordsLinked to original sources
arXiv2019

Discovering mean residence time and escape probability from data of stochastic dynamical systems

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as models) and stochastic dynamics (to quantify dynamical behaviors with deterministic tools). The goal is to learn and understand stochastic dynamics based on data. This method is applicable to sample path data collected from complex systems, as long as these systems can be modeled as stochastic differential equations.

math.DS↗
arXiv2010

Square-mean almost automorphic solutions for some stochastic differential equations

The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established provided the coefficients satisfy some conditions. The asymptotic stability of the unique square-mean almost automorphic solution in square-mean sense is discussed.

math.DS↗