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Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 140, 页码: 236-286
作者:  Luo, Dejun;  Zhu, Rongchan
收藏  |  浏览/下载:112/0  |  提交时间:2022/04/02
Modified Surface Quasi-Geostrophic equation  Transport noise  White noise solution  Scaling limit  Weak convergence  
rho-White noise solution to 2D stochastic Euler equations 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2019, 卷号: 175, 期号: 3-4, 页码: 783-832
作者:  Flandoli, Franco;  Luo, Dejun
收藏  |  浏览/下载:153/0  |  提交时间:2020/05/24
White noise  2D Euler equations  Multiplicative noise  Fokker-Planck equation  Gradient estimates  
EULER-LAGRANGIAN APPROACH TO 3D STOCHASTIC EULER EQUATIONS 期刊论文
JOURNAL OF GEOMETRIC MECHANICS, 2019, 卷号: 11, 期号: 2, 页码: 153-165
作者:  Flandoli, Franco;  Luo, Dejun
收藏  |  浏览/下载:165/0  |  提交时间:2020/01/10
Stochastic Euler equations  Euler-Lagrangian formulation  local existence  Holder space  vorticity  
The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients 期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 卷号: 90, 期号: 3, 页码: 379-410
作者:  Luo, Dejun
收藏  |  浏览/下载:182/0  |  提交时间:2018/07/30
Stochastic differential equation  Osgood and Sobolev condition  DiPerna-Lions theory  Fokker-Planck equation  stochastic flow  
Generalized stochastic flow associated to the Ito SDE with partially Sobolev coefficients and its application 期刊论文
ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA-CLASSE DI SCIENZE, 2015, 卷号: 14, 期号: 2, 页码: 535-573
作者:  Luo, Dejun
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
Stochastic differential equations with coefficients in Sobolev spaces 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2010, 卷号: 259, 期号: 5, 页码: 1129-1168
作者:  Fang, Shizan;  Luo, Dejun;  Thalmaier, Anton
收藏  |  浏览/下载:123/0  |  提交时间:2018/07/30
Stochastic flows  Sobolev space coefficients  Density  Density estimate  Pathwise uniqueness  Gaussian measure  Ornstein-Uhlenbeck semigroup