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A natural extension of Markov processes and applications to singular SDEs 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506
作者:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael
收藏  |  浏览/下载:115/0  |  提交时间:2021/01/14
Stochastic differential equation on Hilbert spaces  Stochastic PDE  Martingale problem  Not allowed starting point  Girsanov transform  Nonregular drift  Dirichlet form  Right process  Fine topology  
Dirichlet forms and polymer models based on stable processes 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 10, 页码: 5940-5972
作者:  Li, Liping;  Li, Xiaodan
收藏  |  浏览/下载:195/0  |  提交时间:2020/10/12
Dirichlet forms  Polymer models  Self-adjoint extensions  Stable processes  
Effective intervals and regular Dirichlet subspaces 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 10, 页码: 6064-6093
作者:  Li, Liping;  Sun, Wenjie;  Ying, Jiangang
收藏  |  浏览/下载:164/0  |  提交时间:2020/10/12
Dirichlet forms  Regular Dirichlet subspaces  One-dimensional symmetric diffusions  Scale functions  
Convergence rate of multiscale finite element method for various boundary problems 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2020, 卷号: 374, 页码: 8
作者:  Ye, Changqing;  Dong, Hao;  Cui, Junzhi
收藏  |  浏览/下载:144/0  |  提交时间:2020/05/24
Multiscale finite element method  Boundary problems  Hemivariational inequality  Homogenization theory  Numerical convergence rate  
On stiff problems via Dirichlet forms 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 3, 页码: 2051-2080
作者:  Li, Liping;  Sun, Wenjie
收藏  |  浏览/下载:148/0  |  提交时间:2020/09/23
Stiff problems  Phase transitions  Dirichlet forms  Mosco convergences  Snapping out Markov processes  
STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FORMS 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2020, 卷号: 52, 期号: 3, 页码: 2237-2274
作者:  Roeckner, Michael;  Wu, Bo;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:175/0  |  提交时间:2020/09/23
stochastic heat equation  Ricci curvature  functional inequality  quasi-regular Dirichlet form