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Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 27
作者:  Cao, Guilan;  He, Kai
收藏  |  浏览/下载:154/0  |  提交时间:2020/05/24
Donsker's delta function  Nondegenerate  Integration by parts  Non-Markovian SDE  Convergence rate  
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:176/0  |  提交时间:2020/09/23
stochastic heat equation  Ricci curvature  functional inequality  quasi-regular Dirichlet form