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Existence of periodic probability solutions to Fokker-Planck equations with applications 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2019, 卷号: 277, 期号: 11, 页码: 41
Authors:  Ji, Min;  Qi, Weiwei;  Shen, Zhongwei;  Yi, Yingfei
Favorite  |  View/Download:145/0  |  Submit date:2020/01/10
Fokker-Planck equation  Periodic probability solution  Stochastic differential inclusion  Stochastic damping Hamiltonian system  
The Navier-Stokes-alpha equation via forward-backward stochastic differential systems 期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 卷号: 90, 期号: 1, 页码: 1-28
Authors:  Liu, Guoping
Favorite  |  View/Download:122/0  |  Submit date:2018/07/30
Navier-Stokes-alpha equation  vorticity equation  forward-backward stochastic differential equations  Feynman-Kac formula