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On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold 期刊论文
BERNOULLI, 2022, 卷号: 28, 期号: 4, 页码: 2322-2344
作者:  Gong, Fuzhou;  Sun, Xiaoxia
收藏  |  浏览/下载:53/0  |  提交时间:2023/02/07
Brownian bridge  pull back formula  integration by parts formula  characterization  
Well-posedness of distribution dependent SDEs with singular drifts 期刊论文
BERNOULLI, 2021, 卷号: 27, 期号: 2, 页码: 1131-1158
作者:  Roeckner, Michael;  Zhang, Xicheng
收藏  |  浏览/下载:135/0  |  提交时间:2021/06/01
Distribution dependent SDEs  Zvonkin's transformation  singular drifts  superposition principle  McKean-Vlasov system  
Limit theorems with rate of convergence under sublinear expectations 期刊论文
BERNOULLI, 2019, 卷号: 25, 期号: 4A, 页码: 2564-2596
作者:  Fang, Xiao;  Peng, Shige;  Shao, Qi-Man;  Song, Yongsheng
收藏  |  浏览/下载:258/0  |  提交时间:2020/01/10
central limit theorem  G-normal distribution  law of large numbers  rate of convergence  Stein's method  sublinear expectation  
Transportation inequalities: From Poisson to Gibbs measures 期刊论文
BERNOULLI, 2011, 卷号: 17, 期号: 1, 页码: 155-169
作者:  Ma, Yutao;  Shen, Shi;  Wang, Xinyu;  Wu, Liming
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
Gibbs measures  Poisson point processes  transportation inequalities  
Reflected BSDE with a constraint and its applications in an incomplete market 期刊论文
BERNOULLI, 2010, 卷号: 16, 期号: 3, 页码: 614-640
作者:  Peng, Shige;  Xu, Mingyu
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
American options in an incomplete market  backward stochastic differential equation with a constraint  reflected backward stochastic differential equation  
Exploring spatial nonlinearity using additive approximation 期刊论文
BERNOULLI, 2007, 卷号: 13, 期号: 2, 页码: 447-472
作者:  Lu, Zudi;  Lundervold, Arvid;  Tjostheim, Dag;  Yao, Qiwei
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
additive approximation  alpha-mixing  asymptotic normality  auto-normal specification  backfitting  nonparametric kernel estimation  spatial models  uniform convergence  
Density estimation for spatial linear processes 期刊论文
BERNOULLI, 2001, 卷号: 7, 期号: 4, 页码: 657-668
作者:  Hallin, M;  Lu, ZD;  Tran, LT
收藏  |  浏览/下载:84/0  |  提交时间:2018/07/30
bandwidth  density estimation  kernel  spatial process