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On the dynamics of the roots of polynomials under differentiation

期刊论文

JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2022, 卷号: 162, 页码: 1-22
作者:  Alazard, Thomas;  Lazar, Omar;  Nguyen, Quoc Hung
收藏  |  浏览/下载:66/0  |  提交时间:2023/02/07
Transport equations  Nonlocal operators  Well-posedness  Regularity  
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:155/0  |  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:177/0  |  提交时间:2020/09/23
stochastic heat equation  Ricci curvature  functional inequality  quasi-regular Dirichlet form  
NUMERICAL APPROXIMATION OF ELLIPTIC PROBLEMS WITH LOG-NORMAL RANDOM COEFFICIENTS 期刊论文
INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION, 2019, 卷号: 9, 期号: 2, 页码: 161-186
作者:  Wan, Xiaoliang;  Yu, Haijun
收藏  |  浏览/下载:145/0  |  提交时间:2020/01/10
Wiener chaos expansion  Wick product  stochastic elliptic PDE  uncertainty quantification  log-normal random coefficient  
G-expectation weighted Sobolev spaces, backward SDE and path dependent PDE 期刊论文
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2015, 卷号: 67, 期号: 4, 页码: 1725-1757
作者:  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
backward SDEs  partial differential equations  path dependent PDEs  G-expectation  G-martingale  Sobolev space  G-Sobolev space  
BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space 期刊论文
COMPTES RENDUS MATHEMATIQUE, 2010, 卷号: 348, 期号: 21-22, 页码: 1175-1178
作者:  Rockner, Michael;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
WELL-POSEDNESS OF FOKKER-PLANCK TYPE EQUATIONS ON THE WIENER SPACE 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2010, 卷号: 13, 期号: 2, 页码: 273-304
作者:  Luo, Dejun
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
Fokker-Planck equation  Malliavin calculus  commutator estimate  stochastic differential equation  
Transport equations and quasi-invariant flows on the Wiener space 期刊论文
BULLETIN DES SCIENCES MATHEMATIQUES, 2010, 卷号: 134, 期号: 3, 页码: 295-328
作者:  Fang, Shizan;  Luo, Dejun
收藏  |  浏览/下载:202/0  |  提交时间:2018/08/04
Wiener space  Transport equations  Commutator estimate  Quasi-invariant Rows  Malliavin calculus  
Wick calculus for nonlinear Gaussian functionals 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2009, 卷号: 25, 期号: 3, 页码: 399-414
作者:  Hu, Yao-zhong;  Yan, Jia-an
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
Malliavin calculus  multiple integral  chaos decomposition  Wick product  Wick renormalization  
RECURSIVE SYSTEM IDENTIFICATION 期刊论文
ACTA MATHEMATICA SCIENTIA, 2009, 卷号: 29, 期号: 3, 页码: 650-672
作者:  Chen, Han-Fu
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
recursive identification  ARMAX  Hammerstein systems  Wiener systems  nonlinear ARX systems  stochastic approximation  convergence