Analysis on Gaussian spaces
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Brunn-Minkowski inequalityGarsia-Rodemich-Rumsey inequalityGaussian random fieldGaussian random variableHermit polynomialsLittlewood-Paley-Stein theorylog-Sobolev inequalityMalliavin calculusmultiple Itô integralsnumerical approximationprobability in Banach spacesmall ball probabilitystochastic differential equationStratonovich integralWick renormalizationWiener chaosWiener functionalWiener-Sobolev space
Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Applications of functional analysis in probability theory and statistics (46N30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations
- Asymptotics of the density of parabolic Anderson random fields
- Stratonovich solution for the wave equation
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Mean-field backward stochastic differential equations and applications
- Joint Hölder continuity of parabolic Anderson model
- Complex Wiener-Itô chaos decomposition revisited
- Some recent progress on stochastic heat equations
- The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean
- An implicit numerical scheme for a class of backward doubly stochastic differential equations
- A supersolutions perspective on hypercontractivity
- Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels
- Discrete rough paths and limit theorems
- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- On a generalized stochastic Burgers' equation perturbed by Volterra noise
- Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations
- Higher-order derivative of intersection local time for two independent fractional Brownian motions
- Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
- An introduction to infinite-dimensional analysis
- Nonlinear stochastic wave equation driven by rough noise
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- Transformation of measure on Wiener space
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- Gaussian Hilbert Spaces
- Gaussian harmonic analysis
- Gaussian measures in traditional and not so traditional settings
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- Paracontrolled quasi-geostrophic equation with space-time white noise
- ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION
- Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables
- Regularity and strict positivity of densities for the nonlinear stochastic heat equation
- Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion
- Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter \(H>1/2\)
- Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation
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- Schrödinger equation with Gaussian potential
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- Parameter estimation for Vasicek model driven by a general Gaussian noise
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- Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions
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- Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds
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- Dimension-free discretizations of the uniform norm by small product sets
- A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
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- Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime
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- Parameter estimation for an Ornstein-Uhlenbeck process driven by a type of Gaussian noise with Hurst parameter \(H\in (0,\frac{1}{2})\)
- Gaussian capacity analysis
- Asymptotic behaviors for distribution dependent stochastic partial differential equations driven by fractional Brownian motion
- A new look to branching Brownian motion from a particle-based reaction–diffusion dynamics point of view
- Discrete Feynman-Kac approximation for parabolic Anderson model using random walks
- Heat trace asymptotics on equiregular sub-Riemannian manifolds
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