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Quasi-invariance of the Stochastic Flow Associated to It's SDE with Singular Time-Dependent Drift 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2015, 卷号: 28, 期号: 4, 页码: 1743-1762
作者:  Luo, Dejun
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
Stochastic differential equation  Strong solution  Flow of homeomorphisms  Quasi-invariance  Zvonkin-type transformation  
Harnack inequalities for SDEs with multiplicative noise and non-regular drift 期刊论文
STOCHASTICS AND DYNAMICS, 2015, 卷号: 15, 期号: 3, 页码: 18
作者:  Li, Huaiqian;  Luo, Dejun;  Wang, Jian
收藏  |  浏览/下载:155/0  |  提交时间:2018/07/30
Harnack inequality  LPS condition  Holder continuity  Zvonkin transformation  
Stochastic Lagrangian flows on the group of volume-preserving homeomorphisms of the spheres 期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2015, 卷号: 87, 期号: 4, 页码: 680-701
作者:  Luo, Dejun
收藏  |  浏览/下载:137/0  |  提交时间:2018/07/30
Navier-Stokes equation  Brownian motion  group of volume-preserving homeomorphisms  rotation process