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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  
On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 卷号: 63, 期号: 8, 页码: 1463-1504
作者:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa;  Zhai, Jianliang
收藏  |  浏览/下载:162/0  |  提交时间:2020/09/23
stationary measure  Lyapunov function  limit measure  support  Birkhoff center  stochastic evolution system  
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
作者:  Dong, Zhao;  Song, Yu-lin;  Xie, Ying-chao
收藏  |  浏览/下载:163/0  |  提交时间:2020/05/24
Levy processes  integration by parts formula  derivative formula  coupling property