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On the Small Time Asymptotics of the Dynamical Phi(4)(1) Model 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2020, 页码: 11
作者:  Chen, Bing Guang;  Zhu, Xiang Chan
收藏  |  浏览/下载：127/0  |  提交时间：2021/01/14
Phi(4)(1) model  space-time white noise  small time asymptotics  large deviation  
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  
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
收藏  |  浏览/下载：140/0  |  提交时间：2020/09/23
Ornstein-Uhlenbeck process  Singular perturbation  Nonlinear infinite-dimensional stochastic differential equations  Non-Lipschitz monotone coefficients  Girsanov theorem  
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：148/0  |  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  
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：178/0  |  提交时间：2020/09/23
stochastic heat equation  Ricci curvature  functional inequality  quasi-regular Dirichlet form