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Distorted Brownian motions on space with varying dimension 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2022, 卷号: 27, 页码: 32
作者:  Li, Liping;  Lou, Shuwen
收藏  |  浏览/下载:50/0  |  提交时间:2023/02/07
distorted Brownian motions  Dirichlet forms  varying dimension  heat kernel estimates  
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23, 页码: 20
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:264/0  |  提交时间:2018/07/30
G-expectation  (E)over-cap(9)-supermartingale  (E)over-cap(9)-supermartingale decomposition theorem  
Sobolev solution for semilinear PDE with obstacle under monotonicity condition 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2008, 卷号: 13, 页码: 1035-1067
作者:  Matoussi, Anis;  Xu, Mingyu
收藏  |  浏览/下载:128/0  |  提交时间:2018/07/30
backward stochastic differential equation  reflected backward stochastic differential equation  monotonicity condition  stochastic flow  partial differential equation with obstacle