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数学与系统科学研究院 [7]
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武汉大学 [3]
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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
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/02/07
Stochastic partial differential equation
Fractional Brownian sheet
Hurst index H < 1/2
Holder exponent
Hitting probability
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
作者:
Chen, Chuchu
;
Cui, Jianbo
;
Hong, Jialin
;
Sheng, Derui
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  |  
浏览/下载:11/0
  |  
提交时间:2022/06/21
density
convergence order
accelerated exponential Euler scheme
stochastic heat equation
Malliavin calculus
STOCHASTIC HEAT EQUATIONS FOR INFINITE STRINGS WITH VALUES IN A MANIFOLD
期刊论文
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2021, 卷号: 374, 期号: 1, 页码: 407-452
作者:
Chen, Xin
;
Wu, Bo
;
Zhu, Rongchan
;
Zhu, Xiangchan
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  |  
浏览/下载:11/0
  |  
提交时间:2021/04/26
Stochastic heat equation
Ricci Curvature
functional inequality
quasi-regular Dirichlet form
infinite volume
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
作者:
Roeckner, Michael
;
Wu, Bo
;
Zhu, Rongchan
;
Zhu, Xiangchan
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  |  
浏览/下载:38/0
  |  
提交时间:2020/09/23
stochastic heat equation
Ricci curvature
functional inequality
quasi-regular Dirichlet form
Optimal regularity of stochastic evolution equations in M-type 2 Banach space
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 267, 期号: 3, 页码: 1955-1971
作者:
Hong, Jialin
;
Huang, Chuying
;
Liu, Zhihui
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  |  
浏览/下载:48/0
  |  
提交时间:2020/01/10
Stochastic evolution equation
Multiplicative noise
Well-posedness
Trajectory regularity
Factorization method
Solving the backward problem in Riesz–Feller fractional diffusion by a new nonlocal regularization method.
期刊论文
Applied Numerical Mathematics, 2019, 卷号: Vol.135, 页码: 99-128
作者:
Zheng, GH
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浏览/下载:5/0
  |  
提交时间:2019/12/17
RIESZ spaces
*FRACTIONAL differential equations
*HEAT equation
*STOCHASTIC convergence
*A posteriori error analysis
Stochastic thermodynamics with odd controlling parameters
期刊论文
PHYSICAL REVIEW E, 2019, 卷号: 100, 期号: 1, 页码: 12127
作者:
Li, Geng
;
Tu, Z. C.
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浏览/下载:1/0
  |  
提交时间:2020/06/16
FREE-ENERGY DIFFERENCES
FLUCTUATION THEOREM
NONEQUILIBRIUM MEASUREMENTS
2ND LAW
EQUILIBRIUM
EQUATION
Holder continuity for stochastic fractional heat equation with colored noise
期刊论文
STATISTICS & PROBABILITY LETTERS, 2017, 卷号: 129, 页码: 34-41
作者:
Li, Kexue
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浏览/下载:2/0
  |  
提交时间:2019/11/26
Holder continuity
Colored noise
Fractional heat kernel
Stochastic fractional heat equation
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
期刊论文
STOCHASTICS AND DYNAMICS, 2017, 卷号: 17, 期号: 4
作者:
Li, Yumeng
;
Wang, Ran
;
Yao, Nian
;
Zhang, Shuguang
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/05
Fractional derivative operator
stochastic heat equation
moderate deviation principle
weak convergence method
Heat kernels and analyticity of non-symmetric jump diffusion semigroups
期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2016, 卷号: 165, 期号: 1-2
作者:
Chen, Zhen-Qing
;
Zhang, Xicheng
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  |  
浏览/下载:11/0
  |  
提交时间:2019/12/05
Heat kernel estimate
Fractional derivative estimate
Non-symmetric stable-like operator
Levi's method
Martingale problem
Discontinuous Markov process
Levy system
Stable process
Stochastic differential equation
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