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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
Authors:  Gong, Fuzhou;  Sun, Xiaoxia
Favorite  |  View/Download:16/0  |  Submit date:2023/02/07
Brownian bridge  pull back formula  integration by parts formula  characterization  
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:124/0  |  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:93/0  |  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:131/0  |  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:89/0  |  Submit date:2018/07/30
Wiener space  Poincare disc  Bergman measure  quasi invariance  ergodicity  integration by parts  orthogonal decomposition