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Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 30
作者:  Li, Hanwu;  Song, Yongsheng
收藏  |  浏览/下载:141/0  |  提交时间:2021/01/14
G-expectation  Reflected backward SDE  Approximate Skorohod condition  
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
作者:  Cao, Guilan;  He, Kai
收藏  |  浏览/下载:157/0  |  提交时间:2020/05/24
Donsker's delta function  Nondegenerate  Integration by parts  Non-Markovian SDE  Convergence rate  
Centers of probability measures without the mean 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2019, 卷号: 32, 期号: 3, 页码: 1482-1501
作者:  Puccetti, Giovanni;  Rigo, Pietro;  Wang, Bin;  Wang, Ruodu
收藏  |  浏览/下载:195/0  |  提交时间:2020/01/10
Cauchy distribution  Complete mixability  Joint mixability  Multivariate dependence  
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:119/0  |  提交时间:2018/07/30
Stochastic differential equation  Strong solution  Flow of homeomorphisms  Quasi-invariance  Zvonkin-type transformation  
A Note on Distribution-Free Symmetrization Inequalities 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2015, 卷号: 28, 期号: 3, 页码: 958-967
作者:  Dong, Zhao;  Li, Jiange;  Li, Wenbo V.
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
Symmetrization inequalities  Distribution-free  Covering number  Kissing number  
On the uniqueness of invariant measure of the burgers equation driven by Levy processes 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2008, 卷号: 21, 期号: 2, 页码: 322-335
作者:  Dong, Z.
收藏  |  浏览/下载:131/0  |  提交时间:2018/07/30
Burgers equations  Poisson process  Q-Wiener process  mild solution  invariant measure  
Functional limit theorems for the increments of Gaussian samples 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2005, 卷号: 18, 期号: 2, 页码: 327-343
作者:  Wang, WS
收藏  |  浏览/下载:84/0  |  提交时间:2018/07/30
Gaussian samples  fractional Bowman motion  stationary increment  
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
作者:  Luo, SL
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Wiener space  Poincare disc  Bergman measure  quasi invariance  ergodicity  integration by parts  orthogonal decomposition