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数学与系统科学研究... [11]
北京大学 [2]
内容类型
期刊论文 [11]
其他 [2]
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2022 [2]
2021 [3]
2020 [4]
2019 [2]
2012 [2]
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Linearization of nonlinear Fokker-Planck equations and applications
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:
Ren, Panpan
;
Roeckner, Michael
;
Wang, Feng-Yu
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Nonlinear Fokker-Planck equation
McKean-Vlasov stochastic differential equation
Diffusion process
Ergodicity
Feynman-Kac formula
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
作者:
Roeckner, Michael
;
Xie, Longjie
;
Yang, Li
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  |  
浏览/下载:12/0
  |  
提交时间:2022/04/29
Stochastic hyperbolic-parabolic equations
Averaging principle
Strong and weak convergence
Homogenization
The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck processes with Levy noise in Hilbert spaces
期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021, 卷号: 24, 期号: 02, 页码: 23
作者:
Majid, Narges Rezvani
;
Roeckner, Michael
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  |  
浏览/下载:40/0
  |  
提交时间:2021/10/26
Entrance laws
evolution system of measures
Ornstein Uhlenbeck processes
Levy processes
integral representations
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
作者:
Roeckner, Michael
;
Zhang, Xicheng
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  |  
浏览/下载:60/0
  |  
提交时间:2021/06/01
Distribution dependent SDEs
Zvonkin's transformation
singular drifts
superposition principle
McKean-Vlasov system
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations
期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 280, 期号: 7, 页码: 35
作者:
Barbu, Viorel
;
Roeckner, Michael
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  |  
浏览/下载:68/0
  |  
提交时间:2021/04/26
Fokker-Planck equation
m-accretive
Measure as initial data
McKean-Vlasov stochastic differential equation
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 页码: 12
作者:
Barbu, Viorel
;
Roeckner, Michael
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  |  
浏览/下载:3/0
  |  
提交时间:2021/01/14
Fokker-Planck equation
Mild solution
Distributional solution
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities
期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:
Gordina, Maria
;
Roeckner, Michael
;
Teplyaev, Alexander
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浏览/下载:4/0
  |  
提交时间: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
作者:
Liu, Wei
;
Roeckner, Michael
;
Sun, Xiaobin
;
Xie, Yingchao
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浏览/下载:18/0
  |  
提交时间: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
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
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
作者:
Roeckner, Michael
;
Zhu, Rongchan
;
Zhu, Xiangchan
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  |  
浏览/下载:37/0
  |  
提交时间:2020/01/10
Stochastic vorticity equations
controlled rough path
small initial data
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