The following pages link to Tu-Sheng Zhang (Q1382138):
Displayed 50 items.
- The substitution theorem for semilinear stochastic partial differential equations (Q2464869) (← links)
- Large deviations for stochastic systems with memory (Q2471402) (← links)
- Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent (Q2490012) (← links)
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise (Q2512908) (← links)
- Large deviations and support theorem for diffusion processes via rough paths. (Q2574528) (← links)
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients (Q2575171) (← links)
- Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise (Q2637207) (← links)
- Dirichlet forms and potential theory of symmetric Hunt processes (Q2638670) (← links)
- Strong solutions to reflecting stochastic differential equations with singular drift (Q2680393) (← links)
- (Q2702398) (← links)
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations (Q2747859) (← links)
- (Q2787551) (← links)
- A comparison theorem for backward SPDEs with jumps (Q2800250) (← links)
- STATISTICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS. Edited by, MathieuKessler, AlexanderLindner and MichaelSørensen. Publishers CRC Press, Taylor & Francis Group. London, ISBN 978-1-4398-4940-8. 483 pages. (Q2852601) (← links)
- Stochastic Burgers Equation with Random Initial Velocities: A Malliavin Calculus Approach (Q2855131) (← links)
- A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise (Q2929469) (← links)
- Elliptic stochastic partial differential equations with two reflecting walls (Q2937040) (← links)
- A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON S<sup>d</sup> (Q3069748) (← links)
- BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS (Q3095483) (← links)
- WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS (Q3114606) (← links)
- (Q3139101) (← links)
- General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations (Q3157880) (← links)
- Large deviations for SPDEs of jump type (Q3453145) (← links)
- Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms (Q3566984) (← links)
- (Q3827353) (← links)
- (Q3976731) (← links)
- (Q3990462) (← links)
- Characterizations of the white noise test functionals and hida distributions (Q4022804) (← links)
- (Q4028305) (← links)
- (Q4226049) (← links)
- (Q4263276) (← links)
- (Q4263619) (← links)
- The burgers equation with a noisy force and the stochastic heat equation (Q4288033) (← links)
- Note on Convergence of Dirichlet Processes (Q4289527) (← links)
- (Q4322821) (← links)
- Finite dimensional approximation of diffusion processes on infinite dimensional spaces (Q4363320) (← links)
- Convergence of non-symmetric dirichlet processes (Q4364122) (← links)
- (Q4379388) (← links)
- Approximations of ornstein-uhlenbeck processes with unbounded linear drifts (Q4390915) (← links)
- FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES (Q4460460) (← links)
- (Q4548126) (← links)
- Moderate deviations for stochastic models of two-dimensional second grade fluids (Q4642387) (← links)
- (Q4659195) (← links)
- (Q4696665) (← links)
- SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions (Q4707543) (← links)
- Lower order perturbations of Dirichlet processes (Q4793737) (← links)
- NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (Q4797322) (← links)
- PROBABILISTIC REPRESENTATIONS AND HYPERBOUND ESTIMATES FOR SEMIGROUPS (Q4810344) (← links)