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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：48/0  |  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：109/0  |  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：154/0  |  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：163/0  |  提交时间：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
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载：164/0  |  提交时间：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
作者:  Guan, Qing-Yang
收藏  |  浏览/下载：118/0  |  提交时间：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
作者:  Guan, QY;  Ma, ZM
收藏  |  浏览/下载：156/0  |  提交时间：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
作者:  Luo, SL
收藏  |  浏览/下载：113/0  |  提交时间：2018/07/30
Wiener space  Poincare disc  Bergman measure  quasi invariance  ergodicity  integration by parts  orthogonal decomposition