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Singular HJB equations with applications to KPZ on the real line 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2022, 页码: 81
Authors:  Zhang, Xicheng;  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download：24/0  |  Submit date：2023/02/07
Singular SPDEs  HJB equations  KPZ equations  Paracontrolled distributions  Global well-posedness  Zvonkin's transformation  
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
Authors:  Roeckner, Michael;  Zhang, Xicheng
Favorite  |  View/Download：106/0  |  Submit date：2021/06/01
Distribution dependent SDEs  Zvonkin's transformation  singular drifts  superposition principle  McKean-Vlasov system  
Strong Feller properties for degenerate SDEs with jumps 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2016, 卷号: 52, 期号: 2, 页码: 888-897
Authors:  Dong, Zhao;  Peng, Xuhui;  Song, Yulin;  Zhang, Xicheng
Favorite  |  View/Download：135/0  |  Submit date：2018/07/30
Strong Feller property  SDE  Malliavin's calculus  Cylindrical alpha-stable process  Hormander's condition  
INVARIANT MEASURES OF STOCHASTIC 2D NAVIER-STOKES EQUATIONS DRIVEN BY alpha-STABLE PROCESSES 期刊论文
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2011, 卷号: 16, 页码: 678-688
Authors:  Dong, Zhao;  Xu, Lihu;  Zhang, Xicheng
Favorite  |  View/Download：98/0  |  Submit date：2018/07/30
alpha-stable process  Stochastic Navier-Stokes equation  Invariant measure