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The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck processes with Levy noise in Hilbert spaces 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021, 卷号: 24, 期号: 02, 页码: 23
作者:  Majid, Narges Rezvani;  Roeckner, Michael
收藏  |  浏览/下载:132/0  |  提交时间:2021/10/26
Entrance laws  evolution system of measures  Ornstein Uhlenbeck processes  Levy processes  integral representations  
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
收藏  |  浏览/下载:138/0  |  提交时间:2020/09/23
Ornstein-Uhlenbeck process  Singular perturbation  Nonlinear infinite-dimensional stochastic differential equations  Non-Lipschitz monotone coefficients  Girsanov theorem  
Superprocesses of stochastic flows 期刊论文
ANNALS OF PROBABILITY, 2001, 卷号: 29, 期号: 1, 页码: 317-343
作者:  Ma, ZM;  Xiang, KN
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
stochastic flow  measure-valued process  stochastic coalescence