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数学与系统科学研究... [11]
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期刊论文 [31]
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CLT for approximating ergodic limit of SPDEs via a full discretization
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 卷号: 157, 页码: 1-41
作者:
Chen, Chuchu
;
Dang, Tonghe
;
Hong, Jialin
;
Zhou, Tau
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2023/02/07
Central limit theorem
Stochastic partial differential equation
Full discretization
Poisson equation
Ergodic limit
Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
作者:
Flandoli, Franco
;
Luo, Dejun
;
Ricci, Cristiano
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  |  
浏览/下载:53/0
  |  
提交时间:2023/02/07
High dimensional Kolmogorov equation
Numerical solution
Iteration scheme
Gaussian process
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:
Hong, Jialin
;
Liu, Zhihui
;
Sheng, Derui
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  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
Stochastic partial differential equation
Fractional Brownian sheet
Hurst index H < 1/2
Holder exponent
Hitting probability
Large N Limit of the O(N) Linear Sigma Model in 3D
期刊论文
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2022, 页码: 57
作者:
Shen, Hao
;
Zhu, Rongchan
;
Zhu, Xiangchan
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浏览/下载:10/0
  |  
提交时间:2023/02/07
Singular HJB equations with applications to KPZ on the real line
期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2022, 页码: 81
作者:
Zhang, Xicheng
;
Zhu, Rongchan
;
Zhu, Xiangchan
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浏览/下载:0/0
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提交时间:2023/02/07
Singular SPDEs
HJB equations
KPZ equations
Paracontrolled distributions
Global well-posedness
Zvonkin's transformation
On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs
期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
作者:
Flandoli, Franco
;
Luo, Dejun
;
Ricci, Cristiano
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浏览/下载:5/0
  |  
提交时间:2021/10/26
Girsanov transform
Kolmogorov equation
Iteration scheme
Series expansion
Well posedness
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:
Cui, Jianbo
;
Hong, Jialin
;
Sun, Liying
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浏览/下载:16/0
  |  
提交时间:2021/10/26
Weak convergence
Invariant measure
Kolmogorov equation
Malliavin calculus
A natural extension of Markov processes and applications to singular SDEs
期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506
作者:
Beznea, Lucian
;
Cimpean, Iulian
;
Rockner, Michael
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  |  
浏览/下载:8/0
  |  
提交时间:2021/01/14
Stochastic differential equation on Hilbert spaces
Stochastic PDE
Martingale problem
Not allowed starting point
Girsanov transform
Nonregular drift
Dirichlet form
Right process
Fine topology
Well-Posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises
期刊论文
数学研究通讯:英文版, 2020, 卷号: 36.0, 期号: 002, 页码: 113-127
作者:
Yanzhao Cao
;
Jialin Hong
;
Zhihui Liu
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  |  
浏览/下载:3/0
  |  
提交时间:2021/01/14
Elliptic
stochastic
partial
differential
equation
spectral
approximations
finite
element
approximations
power-law
noise
Ergodicity for a class of semilinear stochastic partial differential equations
期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2019, 页码: 20
作者:
Dong, Zhao
;
Zhang, Rangrang
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浏览/下载:35/0
  |  
提交时间:2020/05/24
invariant measures
irreducibility
semilinear partial differential equations
space-time white noise
strong Feller property
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