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Constantin and Iyer's Representation Formula for the Navier-Stokes Equations on Manifolds 期刊论文
POTENTIAL ANALYSIS, 2018, 卷号: 48, 期号: 2, 页码: 181-206
作者:  Fang, Shizan;  Luo, Dejun
收藏  |  浏览/下载:182/0  |  提交时间:2018/07/30
Navier-Stokes equations  Stochastic representation  de Rham-Hodge Laplacian  Stochastic flow  Pull-back vector field  
The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients 期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 卷号: 90, 期号: 3, 页码: 379-410
作者:  Luo, Dejun
收藏  |  浏览/下载:180/0  |  提交时间:2018/07/30
Stochastic differential equation  Osgood and Sobolev condition  DiPerna-Lions theory  Fokker-Planck equation  stochastic flow  
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:117/0  |  提交时间:2018/07/30
Stochastic differential equation  Strong solution  Flow of homeomorphisms  Quasi-invariance  Zvonkin-type transformation  
Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient 期刊论文
BULLETIN DES SCIENCES MATHEMATIQUES, 2009, 卷号: 133, 期号: 3, 页码: 205-228
作者:  Luo, Dejun
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Stochastic flow  Stochastic differential equation  Quasi-invariance of measure  Non-Lipschitz condition  Fokker-Planck equation  
Sobolev solution for semilinear PDE with obstacle under monotonicity condition 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2008, 卷号: 13, 页码: 1035-1067
作者:  Matoussi, Anis;  Xu, Mingyu
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
backward stochastic differential equation  reflected backward stochastic differential equation  monotonicity condition  stochastic flow  partial differential equation with obstacle  
Superprocesses of stochastic flows 期刊论文
ANNALS OF PROBABILITY, 2001, 卷号: 29, 期号: 1, 页码: 317-343
作者:  Ma, ZM;  Xiang, KN
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
stochastic flow  measure-valued process  stochastic coalescence  
Stochastic analysis of particle-fluid two-phase flows 期刊论文
CHINESE SCIENCE BULLETIN, 2000, 卷号: 45, 期号: 9, 页码: 806-810
作者:  Sun, GG;  Li, JH;  Gong, FZ;  Luo, SL;  Ma, ZM
收藏  |  浏览/下载:132/0  |  提交时间:2018/07/30
two-phase flow  random force  stochastic simulation and modelling