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On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold 期刊论文
BERNOULLI, 2022, 卷号: 28, 期号: 4, 页码: 2322-2344
作者:  Gong, Fuzhou;  Sun, Xiaoxia
收藏  |  浏览/下载：88/0  |  提交时间：2023/02/07
Brownian bridge  pull back formula  integration by parts formula  characterization  
Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 4, 页码: 708-721
作者:  Dong, Zhao;  Song, Yu-lin;  Xie, Ying-chao
收藏  |  浏览/下载：191/0  |  提交时间：2020/05/24
Levy processes  integration by parts formula  derivative formula  coupling property  
Reflected symmetric alpha-stable processes and regional fractional Laplacian 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2006, 卷号: 134, 期号: 4, 页码: 649-694
作者:  Guan, QY;  Ma, ZM
收藏  |  浏览/下载：193/0  |  提交时间：2018/07/30
reflected symmetric alpha-stable process  regional fractional Laplacian  integration by parts formula  semi-martingale decomposition