| Publication | Date of Publication | Type |
|---|
Averaging principle for reflected stochastic evolution equations
Applied Mathematics Letters | 2025-01-03 | Paper |
Noise effect on the 2D stochastic Burgers equation
Acta Mathematica Sinica, English Series | 2024-09-18 | Paper |
Ergodicity of 3D stochastic Burgers equation
Acta Mathematica Sinica, English Series | 2024-02-16 | Paper |
Averaging Principle for Stochastic Tidal Dynamics Equations
Communications in Mathematical Analysis and Applications | 2023-08-21 | Paper |
Stochastic differential equations with critically irregular drift coefficients
Journal of Differential Equations | 2023-08-02 | Paper |
On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
Applied Mathematics and Optimization | 2023-07-06 | Paper |
A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
Applied Mathematics and Optimization | 2023-07-06 | Paper |
Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
Applied Mathematics Letters | 2023-06-26 | Paper |
Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise
SIAM Journal on Mathematical Analysis | 2023-06-20 | Paper |
On distribution dependent stochastic differential equations driven by $G$-Brownian motion
| 2023-02-24 | Paper |
Distribution dependent BSDEs driven by Gaussian processes
| 2023-02-07 | Paper |
Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space
Journal of Theoretical Probability | 2022-11-21 | Paper |
Global well-posedness of stochastic nematic liquid crystals with random initial and boundary conditions driven by multiplicative noise
Applied Mathematics and Optimization | 2022-11-11 | Paper |
On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations
Discrete and Continuous Dynamical Systems. Series B | 2022-11-08 | Paper |
Hölder estimates for solutions of stochastic nonlocal diffusion equations
Stochastic PDEs and Modelling of Multiscale Complex System | 2022-09-30 | Paper |
Monte-Carlo simulations for wall-bounded fluid flows via random vortex method
| 2022-08-28 | Paper |
Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes
Probability, Uncertainty and Quantitative Risk | 2022-08-22 | Paper |
An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-20 | Paper |
Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
Acta Applicandae Mathematicae | 2022-07-15 | Paper |
Path independence of the additive functionals for stochastic Volterra equations with singular kernels and H\"older continuous coefficients
| 2022-07-07 | Paper |
Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation
Analysis and Applications | 2022-06-20 | Paper |
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
Stochastics and Dynamics | 2022-06-20 | Paper |
A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by \(\alpha\)-stable white noise
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Journal of Differential Equations | 2022-03-30 | Paper |
Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
Journal of Mathematical Analysis and Applications | 2022-02-16 | Paper |
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise
Statistics & Probability Letters | 2022-01-24 | Paper |
Stochastic averaging principle for distribution dependent stochastic differential equations
Applied Mathematics Letters | 2021-12-13 | Paper |
Least squares estimation for path-distribution dependent stochastic differential equations
Applied Mathematics and Computation | 2021-11-12 | Paper |
Supports for degenerate stochastic differential equations with jumps and applications
Statistics & Probability Letters | 2021-11-12 | Paper |
Global well-posedness and regularity of 3D Burgers equation with multiplicative noise
| 2021-08-18 | Paper |
Maximum principles for nonlocal parabolic Waldenfels operators
Bulletin of Mathematical Sciences | 2021-06-30 | Paper |
Path independence of the additive functionals for Mckean-Vlasov stochastic differential equations with jumps
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2021-06-23 | Paper |
Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes
Potential Analysis | 2021-03-29 | Paper |
On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
Applied Mathematics Letters | 2021-03-04 | Paper |
On a generalized population dynamics equation with environmental noise
Statistics & Probability Letters | 2021-01-06 | Paper |
First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise
Communications on Pure and Applied Analysis | 2020-06-26 | Paper |
Large deviation principles for first-order scalar conservation laws with stochastic forcing
The Annals of Applied Probability | 2020-05-13 | Paper |
Averaging principle for fractional heat equations driven by stochastic measures
Applied Mathematics Letters | 2020-05-11 | Paper |
The effect of noise intensity on parabolic equations
Discrete and Continuous Dynamical Systems. Series B | 2020-04-29 | Paper |
Global well-posedness and large deviations for 3D stochastic Burgers equations
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2020-02-27 | Paper |
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Applied Mathematics Letters | 2019-11-21 | Paper |
A comparison of two no-arbitrage conditions under nonlinear trading strategies
| 2019-09-20 | Paper |
Global well-posedness of stochastic nematic liquid crystals with random initial and random boundary conditions driven by multiplicative noise
| 2019-06-27 | Paper |
BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
Journal of Differential Equations | 2019-06-21 | Paper |
Estimation of intrinsic growth factors in a class of stochastic population model
Stochastic Analysis and Applications | 2019-06-12 | Paper |
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces
Discrete and Continuous Dynamical Systems. Series B | 2019-05-09 | Paper |
Heterogeneous stochastic scalar conservation laws with non-homogeneous Dirichlet boundary conditions
Journal of Hyperbolic Differential Equations | 2018-07-24 | Paper |
On the regularity of weak solutions to space-time fractional stochastic heat equations
Statistics & Probability Letters | 2018-06-20 | Paper |
Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises
Journal of Mathematical Analysis and Applications | 2018-03-22 | Paper |
Least squares estimation for path-distribution dependent stochastic differential equations
| 2018-02-02 | Paper |
Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations
Statistics & Probability Letters | 2018-01-23 | Paper |
Regularity of stochastic nonlocal diffusion equations
| 2018-01-14 | Paper |
On weak solutions of stochastic differential equations with sharp drift coefficients
| 2017-11-14 | Paper |
Matrix-valued SDEs arising from currency exchange markets
| 2017-09-01 | Paper |
BMO estimates for stochastic singular integral operators and its application to PDEs with L\'{e}vy noise
| 2017-04-18 | Paper |
Morrey-Campanato estimates for the moments of stochastic integral operators and its application to SPDEs
| 2017-04-18 | Paper |
Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
Stochastics and Dynamics | 2017-03-27 | Paper |
Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
Journal of Mathematical Analysis and Applications | 2016-11-02 | Paper |
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
Statistics & Probability Letters | 2016-10-31 | Paper |
On a stochastic nonlocal conservation law in a bounded domain
Bulletin des Sciences Mathématiques | 2016-09-07 | Paper |
On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
Advances in Difference Equations | 2016-09-01 | Paper |
Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition
Journal of Functional Analysis | 2016-08-31 | Paper |
Model selection and estimation in high dimensional regression models with group SCAD
Statistics & Probability Letters | 2015-11-23 | Paper |
A comparison of two no-arbitrage conditions
Frontiers of Mathematics in China | 2015-02-27 | Paper |
Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations
Frontiers of Mathematics in China | 2015-02-27 | Paper |
Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
Mathematical and Computer Modelling | 2015-02-19 | Paper |
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
Stochastic Processes and their Applications | 2014-10-06 | Paper |
Stochastic continuity, irreducibility and non confluence for SDEs with jumps
| 2014-07-07 | Paper |
Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition
| 2014-04-04 | Paper |
scientific article; zbMATH DE number 6174847 (Why is no real title available?)
| 2013-06-12 | Paper |
A Galerkin approximation scheme for the mean correction in a mean-reversion stochastic differential equation
| 2013-05-08 | Paper |
An ergodic theorem of a parabolic Anderson model driven by Lévy noise
Frontiers of Mathematics in China | 2013-04-10 | Paper |
A link of stochastic differential equations to nonlinear parabolic equations
Science China. Mathematics | 2013-01-28 | Paper |
On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)
Bulletin des Sciences Mathématiques | 2012-08-08 | Paper |
Log-Harnack inequality for stochastic Burgers equations and applications
Journal of Mathematical Analysis and Applications | 2011-09-12 | Paper |
Pricing CDO tranches in an intensity based model with the mean reversion approach
Mathematical and Computer Modelling | 2010-12-27 | Paper |
Solving a non-linear stochastic pseudo-differential equation of Burgers type
Stochastic Processes and their Applications | 2010-11-25 | Paper |
scientific article; zbMATH DE number 5777956 (Why is no real title available?)
| 2010-09-02 | Paper |
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
Journal of Mathematical Analysis and Applications | 2010-08-11 | Paper |
A Burgers-KPZ Type Parabolic Equation \par\noindent for the Path-Independence of the Density of the Girsanov Transformation
| 2010-05-26 | Paper |
Stochastic control of SDEs associated with Lévy generators and application to financial optimization
Frontiers of Mathematics in China | 2010-02-26 | Paper |
SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE
Stochastics and Dynamics | 2009-02-09 | Paper |
Compactness of Schrödinger semigroups with unbounded below potentials
Bulletin des Sciences Mathématiques | 2009-01-13 | Paper |
An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
Stochastic Analysis and Applications | 2008-06-12 | Paper |
Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
Frontiers of Mathematics in China | 2008-03-14 | Paper |
A hyperfinite flat integral for generalized random fields
Journal of Mathematical Analysis and Applications | 2007-04-10 | Paper |
Martingale property of empirical processes
Transactions of the American Mathematical Society | 2007-02-01 | Paper |
On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws
Journal of Functional Analysis | 2006-11-15 | Paper |
Fractal Burgers' equation driven by Lévy noise
| 2006-03-16 | Paper |
scientific article; zbMATH DE number 2147516 (Why is no real title available?)
| 2005-03-21 | Paper |
On the continuity of pathwise solutions to Langevin equations in infinite dimensions
Acta Applicandae Mathematicae | 2005-01-17 | Paper |
On the formulation of SPDEs leading to local, relativistic QFTs with indefinite metric and nontrivial S-matrix
| 2004-09-14 | Paper |
scientific article; zbMATH DE number 1795211 (Why is no real title available?)
| 2003-02-10 | Paper |
scientific article; zbMATH DE number 1779803 (Why is no real title available?)
| 2003-02-01 | Paper |
On nonstandard product measure spaces
Illinois Journal of Mathematics | 2003-01-01 | Paper |
Invariant measures and symmetry property of Lévy type operators
Potential Analysis | 2002-01-24 | Paper |
Construction by subordination of processes with jumps on infinite dimensional state spaces and corresponding non local Dirichlet forms
| 2001-12-16 | Paper |
scientific article; zbMATH DE number 1639854 (Why is no real title available?)
| 2001-09-12 | Paper |
Stochastic partial differential equations driven by Lévy space-time white noise
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
Partly Divisible Probability Measures on Locally Compact Abelian Groups
| 2001-03-29 | Paper |
Scattering behaviour of quantum vector fields obtained from Euclidean covariant SPDEs
Reports on Mathematical Physics | 2000-08-09 | Paper |
scientific article; zbMATH DE number 1342034 (Why is no real title available?)
| 2000-07-05 | Paper |
Poisson stochastic integration in Hilbert spaces.
Annales Mathématiques Blaise Pascal | 2000-06-04 | Paper |
scientific article; zbMATH DE number 1241967 (Why is no real title available?)
| 2000-03-07 | Paper |
Parabolic SPDEs driven by Poisson white noise
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Generalized Bochner theorem on locally convex spaces
Acta Mathematicae Applicatae Sinica. English Series | 1999-05-04 | Paper |
Partly divisible probability distributions
Forum Mathematicum | 1998-12-02 | Paper |
Remarks on some new models of interacting quantum fields with indefinite metric
Reports on Mathematical Physics | 1998-06-02 | Paper |
On the lattice approximation for certain generalized vector Markov fields in four spacetime dimensions
Acta Applicandae Mathematicae | 1998-02-03 | Paper |
CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS
Reviews in Mathematical Physics | 1997-09-01 | Paper |
A mathematical flat integral realization and a large deviation result for the free Euclidean field
Acta Applicandae Mathematicae | 1997-06-16 | Paper |
Models of local relativistic quantum fields with indefinite metric (in all dimensions)
Communications in Mathematical Physics | 1997-06-10 | Paper |
Stochastic anticipative calculus for functionals of a gaussian generalized random field
Stochastics and Stochastic Reports | 1997-03-23 | Paper |
scientific article; zbMATH DE number 943448 (Why is no real title available?)
| 1997-03-02 | Paper |
scientific article; zbMATH DE number 943382 (Why is no real title available?)
| 1997-02-11 | Paper |
Euclidean random fields obtained by convolution from generalized white noise
Journal of Mathematical Physics | 1996-07-18 | Paper |
scientific article; zbMATH DE number 850909 (Why is no real title available?)
| 1996-06-16 | Paper |
scientific article; zbMATH DE number 841147 (Why is no real title available?)
| 1996-02-04 | Paper |
scientific article; zbMATH DE number 817492 (Why is no real title available?)
| 1995-12-03 | Paper |
On the regularity of stochastic difference equations in hyperfinite-dimensional vector spaces and applications to -valued stochastic differential equations
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1995-08-15 | Paper |
scientific article; zbMATH DE number 468847 (Why is no real title available?)
| 1994-01-10 | Paper |
scientific article; zbMATH DE number 279670 (Why is no real title available?)
| 1993-08-24 | Paper |
Radon extension of cylindrical measures on weak dual multi-Hilbertian spaces and the generalized Bochner theorem
Acta Applicandae Mathematicae | 1993-06-29 | Paper |
scientific article; zbMATH DE number 4197074 (Why is no real title available?)
| 1990-01-01 | Paper |
Random vortex dynamics and Monte-Carlo simulations for wall-bounded viscous flows
| N/A | Paper |
