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Central limit theorem and moderate deviation principle for stochastic scalar conservation laws 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 516, 期号: 1, 页码: 26
作者:  Wu, Zhengyan;  Zhang, Rangrang
收藏  |  浏览/下载:68/0  |  提交时间:2023/02/07
Stochastic scalar conservation laws  Weak convergence method  Doubling of variables method  Central limit theorem  Moderate deviation principle  Kinetic solution  
Point vortex approximation for 2D Navier-Stokes equations driven by space-time white noise 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 2, 页码: 21
作者:  Flandoli, Franco;  Luo, Dejun
收藏  |  浏览/下载:170/0  |  提交时间:2021/01/14
Point vortices  Navier-Stokes equations  Space-time white noise  Vorticity formulation  Weak convergence  
3D tamed Navier-Stokes equations driven by multiplicative Levy noise: Existence, uniqueness and large deviations 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2020, 卷号: 492, 期号: 1, 页码: 48
作者:  Dong, Zhao;  Zhang, Rangrang
收藏  |  浏览/下载:184/0  |  提交时间:2020/11/18
Stochastic 3D tamed Navier-Stokes equations  Levy noise  Large deviations  Weak convergence method  
On convergence of a semi-analytical method for American option pricing 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2006, 卷号: 313, 期号: 1, 页码: 353-365
作者:  Deng, XT;  Gu, YG;  Wang, SY;  Zhang, SM
收藏  |  浏览/下载:104/0  |  提交时间:2018/07/30
American option  free boundary  prior estimate  semi-analytic method  convergence