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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
Authors:  Cao, Guilan;  He, Kai
Favorite  |  View/Download:38/0  |  Submit date:2020/05/24
Donsker's delta function  Nondegenerate  Integration by parts  Non-Markovian SDE  Convergence rate  
Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 4, 页码: 708-721
Authors:  Dong, Zhao;  Song, Yu-lin;  Xie, Ying-chao
Favorite  |  View/Download:46/0  |  Submit date:2020/05/24
Levy processes  integration by parts formula  derivative formula  coupling property  
Reflected symmetric alpha-stable processes and regional fractional Laplacian 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2006, 卷号: 134, 期号: 4, 页码: 649-694
Authors:  Guan, QY;  Ma, ZM
Favorite  |  View/Download:54/0  |  Submit date:2018/07/30
reflected symmetric alpha-stable process  regional fractional Laplacian  integration by parts formula  semi-martingale decomposition  
A nonlinear deformation of Wiener space 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 1998, 卷号: 11, 期号: 2, 页码: 331-350
Authors:  Luo, SL
Favorite  |  View/Download:28/0  |  Submit date:2018/07/30
Wiener space  Poincare disc  Bergman measure  quasi invariance  ergodicity  integration by parts  orthogonal decomposition