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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
Authors:  Gong, Fuzhou;  Sun, Xiaoxia
Favorite  |  View/Download：17/0  |  Submit date：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
Authors:  Zhang, Lu;  Xu, Liwei;  Yin, Tao
Favorite  |  View/Download：74/0  |  Submit date：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
Authors:  Cao, Guilan;  He, Kai
Favorite  |  View/Download：114/0  |  Submit date：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
Authors:  Dong, Zhao;  Song, Yu-lin;  Xie, Ying-chao
Favorite  |  View/Download：124/0  |  Submit date：2020/05/24
Levy processes  integration by parts formula  derivative formula  coupling property  
STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download：124/0  |  Submit date：2020/01/10
one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus  
Integration by parts formula for regional fractional Laplacian 期刊论文
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2006, 卷号: 266, 期号: 2, 页码: 289-329
Authors:  Guan, Qing-Yang
Favorite  |  View/Download：93/0  |  Submit date：2018/07/30
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
Authors:  Guan, QY;  Ma, ZM
Favorite  |  View/Download：132/0  |  Submit date：2018/07/30
reflected symmetric alpha-stable process  regional fractional Laplacian  integration by parts formula  semi-martingale decomposition  
A nonlinear deformation of Wiener space 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 1998, 卷号: 11, 期号: 2, 页码: 331-350
Authors:  Luo, SL
Favorite  |  View/Download：89/0  |  Submit date：2018/07/30
Wiener space  Poincare disc  Bergman measure  quasi invariance  ergodicity  integration by parts  orthogonal decomposition