随机偏微分方程的遍历理论与相关性质

11831014
2018
A0210.随机分析与随机过程
王凤雨
重点项目
教授
天津大学
250万元
随机偏微分方程;不变测度;随机泛函偏微分方程;随机吸引子;遍历性
2019-01-01到2023-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Distribution Dependent Stochastic Differential Equations 专著 Feng-Yu Wang;Panpan Ren
2 Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds 期刊论文 Feng-Yu Wang;Jie-Xiang Zhu
3 Precise limit in Wasserstein distance for conditional empirical measures of Dirichlet diffusion processes 期刊论文 Feng-Yu Wang
4 Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs 期刊论文 Wei Hong;Shihu Li;Wei Liu;Xiaobin Sun
5 Exponential ergodicity for a class of Markov processes with interactions 期刊论文 Jianhai Bao;Jian Wang
6 Derivative estimates on distributions of McKean-Vlasov SDEs 期刊论文 Xing Huang;Feng-Yu Wang
7 Random conductance models with stable-like jumps: quenched invariance principle 期刊论文 Xin Chen;Takashi Kumagai;Jian Wang
8 Approximation of heavy-tailed distributions via stable-driven SDEs 期刊论文 Huang Lu-Jing;B. Majka Mateusz;Wang Jian
9 Random conductance models with stable-like jumps: heat kernel estimates and Harnack inequalities 期刊论文 Xin Chen;Takashi Kumagai;Jian Wang
10 Long-time behavior of Levy-driven Ornstein-Uhlenbeck processes with regime switching 期刊论文 Liao Zhongwei;Shao Jinghai
11 Periodic homogenization of non-symmetric Levy-type processes 期刊论文 Xin Chen;Zhen-Qing Chen;Takashi Kumagai;Jian Wang
12 Existence of invariant probability measures for functional McKean-Vlasov SDEs 期刊论文 Jianhai Bao;Michael Scheutzow;Chenggui Yuan
13 Donsker-Varadhan large deviations for path-distribution dependent SPDEs 期刊论文 Panpan Ren;Feng-Yu Wang
14 Dimension-free square function estimates for Dunkl operators 期刊论文 Huaiqian Li;Mingfeng Zhao
15 First-order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems 期刊论文 Bao Jianhai;Reisinger Christoph;Ren Panpan;Stockinger Wolfgang
16 Optimal Markovian Coupling and Exponential Convergence Rate for the TCP Process 期刊论文 Jian Hai Bao;Jing Hai Shao
17 Heat kernel estimates for general symmetric pure jump Dirichlet forms 期刊论文 ZHEN-QING CHEN;TAKASHI KUMAGAI;JIAN WANG
18 Exponential ergodicity for general continuous-state nonlinear branching processes 期刊论文 Li Pei-Sen;Wang Jian
19 Levy型过程的耦合及应用 期刊论文 王健
20 关于随机微分方程Girsanov变换的路径独立性 期刊论文 王凤雨;吴奖伦
21 Exponential Contraction in Wasserstein Distances for Diffusion Semigroups with Negative Curvature 期刊论文 Feng-Yu Wang
22 Periodic homogenization of a Levy-type process with small jumps 期刊论文 Sandric Nikola;Valentic Ivana;Wang Jian
23 Sharp Li–Yau inequalities for Dunkl harmonic oscillators 期刊论文 Huaiqian Li;Bin Qian
24 Stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms 期刊论文 Zhen-Qing Chen;Takashi Kumagai;Jian Wang
25 Stabilization of regime-switching processes by feedback control based on discrete time observations II: state-dependent case 期刊论文 Shao Jinghai;Xi Fubao
26 Long-time heat kernel estimates and upper rate functions of Brownian motion type for symmetric jump processes 期刊论文 Shiozawa Yuichi;Wang Jian
27 Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise 期刊论文 Wei Hong;Shihu Li;Wei Liu
28 Wasserstein convergence rate for empirical measures on noncompact manifolds 期刊论文 Feng-Yu Wang
29 Limit Theorems for Additive Functionals of Path-Dependent SDEs 期刊论文 Jianhai Bao;Feng-Yu Wang;Chenggui Yuan
30 Exponential ergodicity for SDEs and McKean-Vlasov processes with Levy noise 期刊论文 Liang Mingjie;Majka Mateusz B.;Wang Jian
31 Fractal dimension of random invariant sets and regular random attractors for stochastic hydrodynamical equations 期刊论文 Renhai Wang;Boling Guo;Wei Liu;Da Tien Nguyen
32 Small time asymptotics for SPDEs with locally monotone coefficients 期刊论文 Shihu Li;Wei Liu;Yingchao Xie
33 Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching 期刊论文 Jinghai Shao;Lingdi Wang;Qiong Wu
34 Ergodicity for neutral type SDEs with infinite length of memory 期刊论文 Jianhai Bao;Feng-Yu Wang;Chenggui Yuan
35 Strict Kantorovich contractions for Markov chains and Euler schemes with general noise 期刊论文 Lu-Jing Huang;Mateusz B. Majka;Jian Wang
36 Long range random walks and associated geometries on groups of polynomial growth 期刊论文 Chen Zhen-Qing;Kumagai Takashi;Saloff-Coste Laurent;Wang Jian;Zheng Tianyi
37 Asymptotic Log-Harnack Inequality and Ergodicity for 3D Leray-α Model with Degenerate Type Noise 期刊论文 Wei Hong;Shihu Li;Wei Liu
38 Well-posedness of Backward Stochastic Partial Differential Equations with Lyapunov Condition 期刊论文 Liu Wei;Zhu Rongchan
39 Distribution dependent SDEs with singular coefficients 期刊论文 Xing Huang;Feng-Yu Wang
40 Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes 期刊论文 Jinghai Shao
41 Derivative formulas in measure on Riemannian manifolds 期刊论文 Panpan Ren;Feng‐Yu Wang
42 Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficient 期刊论文 Xing Huang;Yulin Song;Feng-Yu Wang
43 Bismut formula for Lions derivative of distribution dependent SDEs and applications 期刊论文 Panpan Ren;Feng-Yu Wang
44 Distribution dependent stochastic differential equations 期刊论文 Xing Huang;Panpan Ren;Feng-Yu Wang
45 Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory 期刊论文 Jianhai Bao;Feng-Yu Wang;Chenggui Yuan
46 Singular McKean-Vlasov (Reflecting) SDEs with Distribution Dependent Noise 期刊论文 Xing Huang;Feng-Yu Wang
47 Coupling methods and exponential ergodicity for two‐factor affine processes 期刊论文 Jianhai Bao;Jian Wang
48 Exponential ergodicity for non-dissipative McKean-Vlasov SDEs 期刊论文 Feng-Yu Wang
49 Stability of regime-switching processes under perturbation of transition rate matrices 期刊论文 Jinghai Shao;Chenggui Yuan
50 Weighted Littlewood–Paley inequalities for heat flows in RCD spaces 期刊论文 Huaiqian Li
51 Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients 期刊论文 Wei Liu;Michael Röckner;Xiaobin Sun;Yingchao Xie
52 Isoperimetric Inequalities for Non-Local Dirichlet Forms 期刊论文 Feng-Yu Wang;Jian Wang
53 Nash inequality for diffusion processes associated with Dirichlet distributions 期刊论文 Wang Fengyu;Zhang Weiwei
54 Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises 期刊论文 Jianhai Bao;Jian Wang
55 Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching 期刊论文 Jianhai Bao;Center for Applied Mathematics Tianjin University Tianjin 300072 China;Jinghai Shao;Dong Wei;School of Mathematics and Computer Guangdong Ocean University Zhanjiang 524088 Guangdong China
56 Distribution dependent SDEs for Navier-Stokes type equations 期刊论文 Wang Feng-Yu
57 Large deviations for stochastic 3D Leray-α model with fractional dissipation 期刊论文 Li Shuhu;Liu Wei;Xie Yingchap
58 Gradient estimates and ergodicity for sdes driven by multiplicative Lévy noises via coupling 期刊论文 Mingjie Liang;Jian Wang
59 Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance 期刊论文 Xing Huang;Feng-Yu Wang
60 Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching 期刊论文 Qian Feng;Jinghai Shao
61 Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions 期刊论文 Jianhai Bao;Jian Wang
62 Convergence inWasserstein distance for empirical measures of Dirichlet diffusion processes on manifolds 期刊论文 Feng-Yu Wang
63 Two-sided Dirichlet heat kernel estimates of symmetric stable processes on horn-shaped regions 期刊论文 Xin Chen;Panki Kim;Jian Wang
64 Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients 期刊论文 Jianhai Bao;Xing Huang
65 Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes 期刊论文 Wang Feng-Yu
66 From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes 期刊论文 Jinghai Shao;Taoran Tian
67 Spectral gap for measure-valued diffusion processes 期刊论文 Ren Panpan;Wang Feng-Yu
68 Large Deviation Principle for McKean–Vlasov Quasilinear Stochastic Evolution Equations 期刊论文 Wei Hong;Shihu Li;Wei Liu
69 Convergence rate of the EM algorithm for SDEs with low regular drifts 期刊论文 Jianhai Bao;Xing Huang;Shao-Qin Zhang
70 Littlewood-Paley-Stein Estimates for Non-Local Dirichlet Forms 期刊论文 Huaiqian Li;Jian Wang
71 Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs 期刊论文 Wei Hong;Shihu Li;Wei Liu
72 Littlewood–Paley–Stein functions for non-local Schrödinger operators 期刊论文 Huaiqian Li;Jian Wang
73 Harnack Inequality and Long Time Asymptotics of Unbounded Additive Functionals of Regime-Switching Diffusion Processes 期刊论文 Shao J.;Wang S.
74 QUENCHED ASYMPTOTICS FOR SYMMETRIC LÉVY PROCESSES INTERACTING WITH POISSONIAN FIELDS 期刊论文 ZHI-HE CHEN;JIAN WANG
75 Optimal stopping problem for jump-diffusion processes with regime-switching 期刊论文 Shao Jinghai;Tian Taoran
76 Gradient and Hessian Estimates for Dirichlet and Neumann Eigenfunctions 期刊论文 Fengyu Wang
77 Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs 期刊论文 Wei Hong;Shihu Li;Wei Liu
78 Large deviation principle for a class of SPDE with locally monotone coefficients 期刊论文 Liu Wei;Tao Chunyan;Zhu Jiahui
79 A unified approach to coupling SDEs driven by Levy noise and some applications 期刊论文 Liang Mingjie;Schilling Rene L.;Wang Jian
80 Quenched Invariance Principle for a class of random conductance models with long-range jumps 期刊论文 Biskup Marek;Chen Xin;Kumagai Takashi;Wang Jian
81 Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts 期刊论文 Jianhai Bao;Xing Huang;Chenggui Yuan
82 Time fractional Poisson equations: Representations and estimates 期刊论文 Zhen-Qing Chen;Panki Kim;Takashi Kumagai;Jian Wang
83 Wellposedness of Viscosity Solutions to Weakly Coupled HJB Equations Under Hölder continuous conditions 期刊论文 Jianrui Li;Jinghai Shao
84 Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing 期刊论文 Shihu Li;Wei Liu;Yingchao Xie
85 Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs 期刊论文 Ren Panpan;Wang Feng-Yu
86 Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations 期刊论文 Xiaomin Huang;Yanpei Jiang;Wei Liu
87 Wasserstein Convergence for Empirical Measures of Subordinated Diffusions on Riemannian Manifolds 期刊论文 Feng-Yu Wang;Bingyao Wu
88 Space-distribution PDEs for path independent additive functionals of McKean-Vlasov SDEs 期刊论文 Ren Panpan;Wang Feng-Yu
89 Asymptotic behavior of SIRS models in state-dependent random environments 期刊论文 Jianhai Bao;Jinghai Shao
90 Heat kernel estimates and parabolic Harnack inequalities for symmetric Dirichlet forms 期刊论文 Chen Zhen-Qing;Kumagi Takashi;Wang Jian
91 Heat kernel for non-local operators with variable order 期刊论文 Chen Xin;Chen Zhen-Qing;Wang Jian
92 Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations 期刊论文 Liu Wei;Roeckner Michael;da Silva Jose Luis
93 Bismut formula for Lions derivative of distribution-path dependent SDEs 期刊论文 Jianhai Bao;Panpan Ren;Feng-Yu Wang
94 Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds 期刊论文 Huaiqian Li;Bingyao Wu
95 Refined basic couplings and Wasserstein-type distances for SDEs with Levy noises 期刊论文 Luo Dejun;Wang Jian
96 Distribution dependent reflecting stochastic differential equations 期刊论文 Feng-Yu Wang
97 Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations 期刊论文 Jiahui Zhu;Zdzislaw Brzezniak;Wei Liu
98 Well-posedness and exponential mixing for stochastic magneto-hydrodynamic equations with fractional dissipations 期刊论文 Hong Wei;Li Shihu;Liu Wei
99 Quenched invariance principle for long range random walks in balanced random environments 期刊论文 Xin Chen;Zhen-Qing Chen;Takashi Kumagai;Jian Wang
100 Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems 期刊论文 Jingyue Gao;Wei Hong;Wei Liu
101 Functional inequalities for weighted Gamma distribution on the space of finite measures 期刊论文 Feng-Yu Wang
102 Nonlinear Fokker–Planck equations for probability measures on path space and path-distribution dependent SDEs 期刊论文 Xing Huang;Michael Rockner;Feng-Yu Wang
103 Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching 期刊论文 Hou Tongtong;Shao Jinghai
104 Stability of heat kernel estimates for symmetric non-local Dirichlet forms 期刊论文 Zhen-Qing Chen;Takashi Kumagai;Jian Wang
105 Random Attractors for Locally Monotone Stochastic Partial Differential Equations 期刊论文 Gess Benjamin;Liu Wei;Schenke Andre
106 Strong Averaging Principle for Slow–Fast Stochastic Partial Differential Equations with Locally Monotone Coefficients 期刊论文 Wei Liu;Michael Röckner;Xiaobin Sun;Yingchao Xie
107 Elliptic Harnack inequalities for symmetric non-local Dirichlet forms 期刊论文 Zhen-Qing Chen;Takashi Kumagai;Jian Wang
108 Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching 期刊论文 Jinghai Shao;Dong Wei
109 Linearization of nonlinear Fokker-Planck equations and applications 期刊论文 Panpan Ren;Michael Röckner;Feng-Yu Wang
110 Large Deviations and Averaging for Stochastic Tamed 3D Navier–Stokes Equations with Fast Oscillations 期刊论文 Wei Hong;Miaomiao Li;Shihu Li;Wei Liu
111 Weak Poincaré inequalities for convergence rate of degenerate diffusion processes 期刊论文 Martin Grothaus;Feng-Yu Wang
112 Compactness of Semigroups Generated by Symmetric Non-Local Dirichlet Forms with Unbounded Coefficients 期刊论文 Yuichi Shiozawa;Jian Wang
113 Distribution-PathDependentNonlinearSPDEswith ApplicationtoStochasticTransportTypeEquations 期刊论文 Panpan Ren;Hao Tang;Feng-Yu Wang
114 Killed distribution dependent SDE for nonlinear Dirichlet problem 期刊论文 Feng-Yu Wang
115 Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations 期刊论文 Wang Feng-yu;Zhang Tu-sheng
116 The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise 期刊论文 Zdzisław Brzeźniak;Wei Liu;Jiahui Zhu
117 Homogenization of symmetric stable-like processes in stationary ergodic media 期刊论文 Xin Chen;Zhen-qing Chen;Takashi Kumagai;Jian Wang
118 Invariant probability measures for path-dependent random diffusions 期刊论文 Jianhai Bao;Jinghai Shao;Chenggui Yuan
119 Singular density dependent stochastic differential equations 期刊论文 Feng-Yu Wang
120 关于测度值过程的随机分析 期刊论文 王凤雨;任盼盼
121 Exponential ergodicity for singular reflecting McKean-Vlasov SDEs 期刊论文 Feng-Yu Wang
122 Intrinsic Ultracontractivity and Ground State Estimates of Non-local Dirichlet forms on Unbounded Open Sets 期刊论文 Xin Chen;Panki Kim;Jian Wang
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