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STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载:100/0  |  提交时间:2023/02/07
   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
New Laplacian comparison theorem and its applications to diffusion processes on Riemannian manifolds 期刊论文
BULLETIN OF THE LONDON MATHEMATICAL SOCIETY, 2022, 页码: 24
作者:  Kuwae, Kazuhiro;  Li, Xiang-Dong
收藏  |  浏览/下载:134/0  |  提交时间:2022/04/29
LARGE N LIMIT OF THE O(N) LINEAR SIGMA MODEL VIA STOCHASTIC QUANTIZATION 期刊论文
ANNALS OF PROBABILITY, 2022, 卷号: 50, 期号: 1, 页码: 131-202
作者:  Shen, Hao;  Smith, Scott A.;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:143/0  |  提交时间:2022/04/29
O(N) linear sigma model  Phi(4)  mean-field limit  stochastic quantization  space-time white noise  
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:108/0  |  提交时间:2022/04/02
Modified Surface Quasi-Geostrophic equation  Transport noise  White noise solution  Scaling limit  Weak convergence  
Coherence as uncertainty 期刊论文
PHYSICAL REVIEW A, 2021, 卷号: 103, 期号: 4, 页码: 9
作者:  Sun, Yuan;  Luo, Shunlong
收藏  |  浏览/下载:95/0  |  提交时间:2021/10/26
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 280, 期号: 7, 页码: 35
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载:138/0  |  提交时间:2021/04/26
Fokker-Planck equation  m-accretive  Measure as initial data  McKean-Vlasov stochastic differential equation  
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载:122/0  |  提交时间:2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 卷号: 63, 期号: 8, 页码: 1463-1504
作者:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa;  Zhai, Jianliang
收藏  |  浏览/下载:162/0  |  提交时间:2020/09/23
stationary measure  Lyapunov function  limit measure  support  Birkhoff center  stochastic evolution system  
NOISE-VANISHING CONCENTRATION AND LIMIT BEHAVIORS OF PERIODIC PROBABILITY SOLUTIONS 期刊论文
DIFFERENTIAL AND INTEGRAL EQUATIONS, 2020, 卷号: 33, 期号: 5-6, 页码: 273-322
作者:  Ji, Min;  Qi, Weiwei;  Shen, Zhongwei;  Yi, Yingfei
收藏  |  浏览/下载:139/0  |  提交时间:2020/09/23
A Revised Inverse Data Envelopment Analysis Model Based on Radial Models 期刊论文
MATHEMATICS, 2020, 卷号: 8, 期号: 5, 页码: 17
作者:  Hu, Xiaoyin;  Li, Jianshu;  Li, Xiaoya;  Cui, Jinchuan
收藏  |  浏览/下载:147/0  |  提交时间:2020/09/23
data envelopment analysis  efficiency index  multi-objective programing  slacks