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Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
Authors:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
Favorite  |  View/Download:8/0  |  Submit date: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
Authors:  Liu, Wei;  Roeckner, Michael;  Sun, Xiaobin;  Xie, Yingchao
Favorite  |  View/Download:7/0  |  Submit date:2020/05/24
Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations  
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
Authors:  Roeckner, Michael;  Wu, Bo;  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download:6/0  |  Submit date:2020/09/23
stochastic heat equation  Ricci curvature  functional inequality  quasi-regular Dirichlet form  
Absolutely continuous solutions for continuity equations in Hilbert spaces 期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 128, 页码: 42-86
Authors:  Da Prato, Giuseppe;  Flandoli, Franco;  Roeckner, Michael
Favorite  |  View/Download:14/0  |  Submit date:2020/01/10
Continuity equations  Non Gaussian measures  Rank condition  
A REMARK ON GLOBAL SOLUTIONS TO RANDOM 3D VORTICITY EQUATIONS FOR SMALL INITIAL DATA 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 卷号: 24, 期号: 8, 页码: 4021-4030
Authors:  Roeckner, Michael;  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download:16/0  |  Submit date:2020/01/10
Stochastic vorticity equations  controlled rough path  small initial data