CSpace

Browse/Search Results:  1-4 of 4 Help

Selected(0)Clear Items/Page:    Sort:
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:96/0  |  Submit date:2020/05/24
Levy processes  integration by parts formula  derivative formula  coupling property  
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:73/0  |  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:111/0  |  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:71/0  |  Submit date:2018/07/30
Wiener space  Poincare disc  Bergman measure  quasi invariance  ergodicity  integration by parts  orthogonal decomposition