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CLT for approximating ergodic limit of SPDEs via a full discretization 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 卷号: 157, 页码: 1-41
作者:  Chen, Chuchu;  Dang, Tonghe;  Hong, Jialin;  Zhou, Tau
收藏  |  浏览/下载：146/0  |  提交时间：2023/02/07
Central limit theorem  Stochastic partial differential equation  Full discretization  Poisson equation  Ergodic limit  
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 140, 页码: 236-286
作者:  Luo, Dejun;  Zhu, Rongchan
收藏  |  浏览/下载：117/0  |  提交时间：2022/04/02
Modified Surface Quasi-Geostrophic equation  Transport noise  White noise solution  Scaling limit  Weak convergence  
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：131/0  |  提交时间：2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
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：208/0  |  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：177/0  |  提交时间：2020/10/12
Dirichlet forms  Regular Dirichlet subspaces  One-dimensional symmetric diffusions  Scale functions  
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：159/0  |  提交时间：2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
Normal approximation by Stein's method under sublinear expectations 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2838-2850
作者:  Song, Yongsheng
收藏  |  浏览/下载：178/0  |  提交时间：2020/06/30
Stein's method  Normal approximation  Sublinear expectation  G-normal distribution  
Refined basic couplings and Wasserstein-type distances for SDEs with Levy noises 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 9, 页码: 3129-3173
作者:  Luo, Dejun;  Wang, Jian
收藏  |  浏览/下载：206/0  |  提交时间：2020/01/10
Refined basic coupling  Levy jump process  Wasserstein-type distance  Strong ergodicity  
Properties of G-martingales with finite variation and the application to G-Sobolev spaces 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 6, 页码: 2066-2085
作者:  Song, Yongsheng
收藏  |  浏览/下载：190/0  |  提交时间：2020/01/10
G-martingales with finite variation  Generalized G-ito processes  Unique decomposition  G-Sobolev spaces  
Critical first-passage percolation starting on the boundary 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 6, 页码: 2049-2065
作者:  Jiang, Jianping;  Yao, Chang-Long
收藏  |  浏览/下载：286/0  |  提交时间：2020/01/10