| Publication | Date of Publication | Type |
|---|
Rough path renormalization from Stratonovich to Itô for fractional Brownian motion
Acta Mathematica Sinica. English Series | 2025-11-10 | Paper |
Entropy estimate for degenerate SDEs with applications to nonlinear kinetic Fokker-Planck equations
SIAM Journal on Mathematical Analysis | 2024-09-05 | Paper |
Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory
Acta Mathematica Scientia. Series B. (English Edition) | 2024-09-04 | Paper |
| Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations | 2023-08-30 | Paper |
| On the dynamics of the boundary vorticity for incompressible viscous flows | 2023-08-24 | Paper |
On distributions of velocity random fields in turbulent flows
Journal of the London Mathematical Society | 2023-08-23 | Paper |
| On vorticity and expansion-rate of fluid flows, conditional law duality and their representations | 2023-08-15 | Paper |
Probability bounds for reflecting diffusion processes
Statistics & Probability Letters | 2023-07-12 | Paper |
Explicit solutions for a class of nonlinear BSDEs and their nodal sets
Probability, Uncertainty and Quantitative Risk | 2022-11-16 | Paper |
| New Approach for Vorticity Estimates of Solutions of the Navier-Stokes Equations | 2022-10-08 | Paper |
| Monte-Carlo simulations for wall-bounded fluid flows via random vortex method | 2022-08-28 | Paper |
| Stochastic formulation of incompressible fluid flows in wall bounded regions | 2022-06-10 | Paper |
McKean-Vlasov type stochastic differential equations arising from the random vortex method
SN Partial Differential Equations and Applications | 2022-02-22 | Paper |
| Random vortex dynamics via functional stochastic differential equations | 2022-01-02 | Paper |
| On the transport equation for probability density functions of turbulent vorticity fields | 2021-04-25 | Paper |
Markov semi-groups generated by elliptic operators with divergence-free drift
Journal of Mathematical Analysis and Applications | 2021-03-30 | Paper |
Large deviation principle for fractional Brownian motion with respect to capacity
Potential Analysis | 2021-03-29 | Paper |
| The vortex dynamics in incompressible viscous turbulent flows | 2021-01-02 | Paper |
| Explicit solutions for a class of nonlinear backward stochastic differential equations and their nodal sets | 2020-05-30 | Paper |
Parabolic type equations associated with the Dirichlet form on the sierpinski gasket
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2019-11-07 | Paper |
Parabolic equations with divergence-free drift in space \(L_t^\ell L_x^q\)
Indiana University Mathematics Journal | 2019-10-18 | Paper |
Parabolic equations with singular divergence-free drift vector fields
Journal of the London Mathematical Society | 2019-10-17 | Paper |
| Vorticity, Helicity, Intrinsinc geometry for Navier-Stokes equations | 2019-10-11 | Paper |
A quasi-sure non-degeneracy property for the Brownian rough path
Potential Analysis | 2019-07-17 | Paper |
Stochastic partial differential equations driven by space-time fractional noises
Stochastics and Dynamics | 2019-06-25 | Paper |
Fine properties of fractional Brownian motions on Wiener space
Journal of Mathematical Analysis and Applications | 2019-03-21 | Paper |
| The Inviscid Limit of the Navier-Stokes Equations with Kinematic and Navier Boundary Conditions | 2018-12-16 | Paper |
Backward problems for stochastic differential equations on the Sierpinski gasket
Stochastic Processes and their Applications | 2018-10-31 | Paper |
Reflected backward stochastic differential equations with resistance
The Annals of Applied Probability | 2018-06-29 | Paper |
\(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion
Lecture Notes in Mathematics | 2018-06-21 | Paper |
| L\'evy area of fractional Ornstein-Uhlenbeck process and parameter estimation | 2018-03-29 | Paper |
Gradient estimates for porous medium and fast diffusion equations by martingale method
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-03-05 | Paper |
Gradient estimates for porous medium and fast diffusion equations by martingale method
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-03-05 | Paper |
| It\^o integrals for fractional Brownian motion and applications to option pricing | 2018-03-01 | Paper |
Finite dimensional characteristic functions of Brownian rough path
Frontiers of Mathematics in China | 2017-09-26 | Paper |
| Sobolev inequalities on product Sierpinski spaces | 2017-08-23 | Paper |
| A class of multidimensional quadratic BSDEs | 2017-03-12 | Paper |
Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
Osaka Journal of Mathematics | 2016-11-18 | Paper |
Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
Osaka Journal of Mathematics | 2016-11-18 | Paper |
On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-03-04 | Paper |
BMO martingales and positive solutions of heat equations
Mathematical Control and Related Fields | 2015-07-30 | Paper |
Uniqueness of signature for simple curves
Journal of Functional Analysis | 2014-08-18 | Paper |
Backward stochastic differential equations associated with the vorticity equations
Journal of Functional Analysis | 2014-07-25 | Paper |
| Local estimates for positive solutions of porous medium equations | 2014-03-07 | Paper |
Stratonovich's signatures of Brownian motion determine Brownian sample paths
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-11-06 | Paper |
Non-linear evolution equations driven by rough paths
(available as arXiv preprint) | 2013-06-12 | Paper |
| Navier-Stokes equation and forward-backward stochastic differential system in the Besov spaces | 2013-05-03 | Paper |
| Expected signature of Gaussian processes with strictly regular kernels | 2013-04-17 | Paper |
Sharp spectral gap and Li-Yau's estimate on Alexandrov spaces
Mathematische Zeitschrift | 2013-03-28 | Paper |
Martingale representations for diffusion processes and backward stochastic differential equations
Lecture Notes in Mathematics | 2012-08-29 | Paper |
| On the Finite Dimensional Joint Characteristic Function of L\'{e}vy's Stochastic Area Processes | 2012-06-06 | Paper |
| Quasi-sure convergence theorem in $p$-variation distance for stochastic differential equations | 2012-04-25 | Paper |
Differential structure and flow equations on rough path space
Bulletin des Sciences Mathématiques | 2011-11-11 | Paper |
Backward stochastic dynamics on a filtered probability space
The Annals of Probability | 2011-10-10 | Paper |
| Skorohod Equation and Reflected Backward Stochastic Differential Equations | 2011-03-10 | Paper |
| A Functional Approach to FBSDEs and Its Application in Optimal Portfolios | 2010-11-19 | Paper |
| On Girsanov's transform for backward stochastic differential equations | 2010-11-14 | Paper |
A study of the Navier-Stokes equations with the kinematic and Navier boundary conditions
Indiana University Mathematics Journal | 2010-10-29 | Paper |
The Navier-Stokes equations with the kinematic and vorticity boundary conditions on non-flat boundaries
Acta Mathematica Scientia. Series B. (English Edition) | 2010-07-08 | Paper |
| scientific article; zbMATH DE number 5595246 (Why is no real title available?) | 2009-08-14 | Paper |
| scientific article; zbMATH DE number 5556675 (Why is no real title available?) | 2009-05-22 | Paper |
| A Large Deviation Principle for Martingales over Brownian Filtration | 2009-04-03 | Paper |
Ricci flow on a 3-manifold with positive scalar curvature
Bulletin des Sciences Mathématiques | 2009-03-11 | Paper |
An estimate for the vorticity of the Navier-Stokes equation
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-02-10 | Paper |
Large deviations and support theorem for diffusion processes via rough paths.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
A representation formula for transition probability densities of diffusions and applications
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Holomorphic Dirichlet forms on complex manifolds
Mathematische Zeitschrift | 2004-07-01 | Paper |
On Aubin-Lichnerowicz's estimate and domination inequality.
Bulletin des Sciences Mathématiques | 2004-03-14 | Paper |
Comparison theorem and estimates for transition probability densities of diffusion processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-03-11 | Paper |
Sharp bounds for transition probability densities of a class of diffusions
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-05-27 | Paper |
Lévy area of Wiener processes in Banach spaces
The Annals of Probability | 2003-05-06 | Paper |
| System Control and Rough Paths | 2003-01-21 | Paper |
Stochastic differential equations for fractional Brownian motions
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2002-03-14 | Paper |
Some new results on eigenvectors via dimension, diameter, and Ricci curvature
Advances in Mathematics | 2002-02-27 | Paper |
Stochastic analysis, rough path analysis and fractional Brownian motions.
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1536204 (Why is no real title available?) | 2000-11-28 | Paper |
A comparison theorem for an elliptic operator
Potential Analysis | 2000-02-09 | Paper |
Harnack inequalities on a manifold with positive or negative Ricci curvature
Revista Matemática Iberoamericana | 1999-11-08 | Paper |
Flow of diffeomorphisms induced by a geometric multiplicative functional
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-08-02 | Paper |
Stochastic Jacobi fields and vector fields induced by varying area on path spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-01-05 | Paper |
| scientific article; zbMATH DE number 1053716 (Why is no real title available?) | 1998-12-13 | Paper |
Stability and approximations of symmetric diffusion semigroups and kernels
Journal of Functional Analysis | 1998-11-11 | Paper |
Flow equations on spaces of rough paths
Journal of Functional Analysis | 1998-06-29 | Paper |
A gradient estimate on a manifold with convex boundary
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1998-04-26 | Paper |
Generalized parabolic functions on white noise space
Stochastic Processes and their Applications | 1998-03-29 | Paper |
A class of vector fields on path spaces
Journal of Functional Analysis | 1997-12-08 | Paper |
On Harnack estimates for positive solutions of the heat equation on a complete manifold
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-07-23 | Paper |
| scientific article; zbMATH DE number 956700 (Why is no real title available?) | 1997-05-25 | Paper |
On conservation of probability and the Feller property
The Annals of Probability | 1997-01-05 | Paper |
| scientific article; zbMATH DE number 816109 (Why is no real title available?) | 1996-03-14 | Paper |
| scientific article; zbMATH DE number 816109 (Why is no real title available?) | 1996-03-14 | Paper |
Gradient estimates and heat kernel estimates
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1995-11-26 | Paper |
Diffusion processes on complete Riemannian manifolds
Acta Mathematicae Applicatae Sinica. English Series | 1995-01-19 | Paper |
A note to differential operators in white noise calculus
Chinese Science Bulletin | 1995-01-19 | Paper |
Aronson's estimates and conditional diffusion processes
Acta Mathematicae Applicatae Sinica. English Series | 1994-10-04 | Paper |
Large deviation property for Riemannian Brownian motion on a complete manifold
Chinese Annals of Mathematics. Series B | 1994-02-02 | Paper |
Large deviations for symmetric diffusion processes
Chinese Annals of Mathematics. Series B | 1993-04-01 | Paper |
Dirac operators and field equations of the gravitational field and matter fields
(available as arXiv preprint) | N/A | Paper |
Random vortex dynamics and Monte-Carlo simulations for wall-bounded viscous flows
(available as arXiv preprint) | N/A | Paper |
Mean field equations arising from random vortex dynamics
(available as arXiv preprint) | N/A | Paper |
