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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：56/0  |  提交时间：2023/02/07
Brownian bridge  pull back formula  integration by parts formula  characterization  
AN ACCURATE HYPERSINGULAR BOUNDARY INTEGRAL EQUATION METHOD FOR DYNAMIC POROELASTICITY IN TWO DIMENSIONS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 卷号: 43, 期号: 3, 页码: B784-B810
作者:  Zhang, Lu;  Xu, Liwei;  Yin, Tao
收藏  |  浏览/下载：115/0  |  提交时间：2021/10/26
poroelasticity  hyper-singular operator  Calderon relation  regularized integral equation  
Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 27
作者:  Cao, Guilan;  He, Kai
收藏  |  浏览/下载：159/0  |  提交时间：2020/05/24
Donsker's delta function  Nondegenerate  Integration by parts  Non-Markovian SDE  Convergence rate  
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：168/0  |  提交时间：2020/05/24
Levy processes  integration by parts formula  derivative formula  coupling property