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Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
作者:  Roeckner, Michael;  Xie, Longjie;  Yang, Li
收藏  |  浏览/下载:114/0  |  提交时间:2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 280, 期号: 7, 页码: 35
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载:141/0  |  提交时间:2021/04/26
Fokker-Planck equation  m-accretive  Measure as initial data  McKean-Vlasov stochastic differential equation  
Deterministic and stochastic 2D Navier-Stokes equations with anisotropic viscosity 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2021, 卷号: 275, 页码: 473-508
作者:  Liang, Siyu;  Zhang, Ping;  Zhu, Rongchan
收藏  |  浏览/下载:121/0  |  提交时间:2021/04/26
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:138/0  |  提交时间:2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 页码: 12
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载:127/0  |  提交时间:2021/01/14
Fokker-Planck equation  Mild solution  Distributional solution  
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 268, 期号: 6, 页码: 2910-2948
作者:  Liu, Wei;  Roeckner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:147/0  |  提交时间:2020/05/24
Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations  
OPTIMAL CONTROL OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ON HILBERT SPACES 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 卷号: 58, 期号: 4, 页码: 2383-2410
作者:  Barbu, Viorel;  Rockner, Michael;  Zhang, Deng
收藏  |  浏览/下载:136/0  |  提交时间:2020/11/18
stochastic differential equations  optimal control  Kolmogorov operators