【11131003】马氏过程及交叉领域的新探索国家自然基金项目

马氏过程及交叉领域的新探索

项目批准号： 11131003

批准年份： 2011

学科分类： A0209.马氏过程与统计物理

项目负责人：陈木法

资助类别：重点项目

负责人职称：教授

依托单位：北京师范大学

资助金额： 230万元

关键词：马氏过程稳定性;流形上的随机分析;随机偏微分方程;测度值分枝过程;排队网络

起止时间： 2012-01-01到2016-12-31

中英文摘要
结题摘要
结题报告
项目成果
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序号	标题	类型	作者
1	Log-Harnack inequality for Gruschin type semigroups	期刊论文	王凤雨\|L. Xu\|
2	Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise	期刊论文	王凤雨\|Tusheng Zhang\|
3	On inequalities relating the Sobolev and Kantorovich norms	期刊论文	Bogachev, V. I.\|王凤雨\|Shaposhnikov, A. V.\|
4	Isospectral Operators	期刊论文	陈木法\|X. Zhang\|
5	Distributions of jumps in a continuous-state branching process with immigration	期刊论文	贺鑫\|李增沪\|
6	A Generalization of Dobrushin Coefficient	期刊论文	毛永华\|张铭\|张余辉\|
7	Efficient initials for computing maximal eigenpair	期刊论文	陈木法\|
8	Order preservation for multidimensional stochastic functional differential equations with jumps	期刊论文	黃兴\|王凤雨\|
9	Moment formulas for multi-type continuous state and continuous time branching processes with immigration	期刊论文	M. Barczy\|李增沪\|G. Pap\|
10	Spectral Gap for Open Jackson Networks	期刊论文	毛永华\|Xia, Liang-Hui\|
11	Heat kernel for fractional diffusion operators with perturbations	期刊论文	王凤雨\|Xicheng Zhang\|
12	Lévy噪声驱动的随机微分方程的分部积分公式与应用	期刊论文	王凤雨\|
13	Criteria of spectral gap for Markov operators	期刊论文	王凤雨\|
14	Mixed principal eigenvalues in dimension one	期刊论文	陈木法\|Wang LD\|张余辉\|
15	Functional Inequalities for Stable-Like Dirichlet Forms	期刊论文	王凤雨\|Jian Wang\|
16	A link of stochastic differential equations to nonlinear parabolic equations	期刊论文	A. Truman\|王凤雨\|J. L. Wu\|W. Yang\|
17	Stochastic equations of super-Levy processes with general branching mechanism	期刊论文	He, Hui\|李增沪\|Yang, Xu\|
18	Degenerate SDE with Holder-Dini drift and non-Lipschitz noise coefficient	期刊论文	王凤雨\|Zhang, Xicheng\|
19	Exponential convergence of non-linear monotone SPDES	期刊论文	王凤雨\|
20	A central limit theorem for branching Brownian motion with random immigration	期刊论文	孙鸿雁\|
21	Analysis for Diffusion Processes on Riemannian Manifolds	专著	王凤雨\|
22	Grandient estimate on convex domains and applications	期刊论文	王凤雨\|L. X. Yan\|
23	Weak log-Sobolev and Lp weak Poincaré inequalities for general symmetric forms	期刊论文	C. Deng\|宋延红\|
24	Hypercontractivity for functional stochastic partial differential equations	期刊论文	Bao, Jianhai\|王凤雨\|Yuan, Chenggui\|
25	Degenerate SDEs in Hilbert spaces with rough drifts	期刊论文	王凤雨\|Xicheng Zhang\|
26	Hitting time distributions for birth–death processes with bilateral absorbing boundaries	期刊论文	毛永华\|Chi Zhang\|
27	Discrete Hardy-type Inequalities	期刊论文	廖仲威\|
28	Equivalent Harnack and gradient inequalities for pointwise curvature lower bound	期刊论文	Arnaudon, Marc\|Thalmaier, Anton\|王凤雨\|
29	Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations	期刊论文	王凤雨\|L. Xu\|
30	Mixed eigenvalues of p-Laplacian	期刊论文	陈木法\|Wang, Lingdi\|张余辉\|
31	The first Dirichlet eigenvalue of birth-death process on trees	期刊论文	王玲娣\|张余辉\|
32	New point view of spectral gap in functional spaces for birth-death processes	期刊论文	Ma, Yutao\|毛永华\|
33	Gradient estimates for SDEs driven by multiplicative Levy noise	期刊论文	王凤雨\|Xu, Lihu\|Zhang, Xicheng\|
34	Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift	期刊论文	王凤雨\|
35	Hitting time distribution for skip-free Markov chains: A simple proof	期刊论文	周珂\|
36	Stochastic equations, flows and measure-valued processes	期刊论文	Dawson, D.A.\|李增沪\|
37	单生(死)$Q$矩阵零流出(入)的判别准则	期刊论文	王玲娣\|张余辉\|
38	网络引领的教育新变革	期刊论文	陈木法\|
39	Stochastic differential equation with jumps for multi-type continuous state and continuoustime branching processes with immigration	期刊论文	Barczy, M.\|李增沪\|Pap, G.\|
40	Functional inequalities for convolution probability measures	期刊论文	王凤雨\|Wang, Jian\|
41	Perturbations of functional inequalities for Lévy type Dirichlet forms	期刊论文	X. Chen\|王凤雨\|J. Wang\|
42	Log-Sobolev and Nash Inequalities for Discrete-Time Finite Markov Chains	期刊论文	宋延红\|
43	Intrinsic branching structure within (L-1) random walk in random environment and its applications	期刊论文	洪文明\|Wang, Huaming\|
44	On parameter estimation for critical affine processes	期刊论文	Barczy, Matyas\|Doering, Leif\|李增沪\|Pap, Gyula\|
45	Markov环境中生灭过程的衰减速度	期刊论文	高武军\|毛永华\|
46	Integration by parts formula and shift Harnack inequality for stochastic equations	期刊论文	王凤雨\|
47	Maximum entropy mixing time of circulant Markov processes	期刊论文	Avrachenkov, Konstantin\|Cottatellucci, Laura\|Maggi, Lorenzo\|毛永华\|
48	Transportation-cost inequalities on path space over manifolds with boundary	期刊论文	王凤雨\|
49	Derivative formula and Harnack inequality for SDEs driven by Levy processes	期刊论文	王凤雨\|
50	Explicit Stationary Distribution of the (L, 1)-reflecting Random Walk on the Half Line	期刊论文	洪文明\|K. Zhou\|Y. Q. Zhao\|
51	半直线上(L,1)随机环境中随机游动常返性的判定	期刊论文	胡勤\|
52	Parameter estimation for a subcritical affine two factor model	期刊论文	Barczy, Matyas\|Doering, Leif\|李增沪\|Pap, Gyula\|
53	Hypercontractivity for functional stochastic differential equations	期刊论文	Bao, Jianhai\|王凤雨\|Yuan, Chenggui\|
54	Harnack inequality for semilinear SPDE with multiplicative noise	期刊论文	张少钦\|
55	Coupling and Strong Feller property for jump processes on Banach spaces	期刊论文	王凤雨\|J. Wang\|
56	Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations	期刊论文	王凤雨\|Xiong, Jie\|Xu, Lihu\|
57	數學的進步	期刊论文	陈木法\|
58	Lower bounds of principal eigenvalue in dimension one	期刊论文	陈木法\|
59	General extiction results for stochastic partial differential equations and applications	期刊论文	M. Rockner\|王凤雨\|
60	Large Deviation Behavior for the Longest Head Run in an IID Bernoulli Sequence	期刊论文	毛永华\|王峰\|吴宪远\|
61	Spectral Gap and Convergence Rate for Discrete-time Markov Chains	期刊论文	毛永华\|宋延红\|
62	A large deviation theorem for a branching Brownian motion with random immigration	期刊论文	孙鸿雁\|
63	Explicit criteria on separation cutoff for birth and death chains	期刊论文	毛永华\|张余辉\|
64	离散时间单生过程的判别准则	期刊论文	白晶晶\|李培森\|张余辉\|赵盼\|
65	Practical criterion for uniqueness of $Q$ -processes	期刊论文	陈木法\|
66	Bismut formulae and applications for functional SPDEs	期刊论文	J. H. Bao\|王凤雨\|C. G. Yuan\|
67	Harnack inequality and derivative formula for SDE driven by fractional Brownian motion	期刊论文	范锡良\|
68	Basic Estimates of Stability Rate for One-dimensional Diffusions	专著	陈木法\|
69	Harnack Inequality and Applications for Infinite-Dimensional GEM Processes	期刊论文	Feng, Shui\|王凤雨\|
70	Asymptotic couplings by reflection and applications for nonlinear monotone SPDES	期刊论文	王凤雨\|
71	Harnack Inequalities for Stochastic Partial Differential Equations	专著	王凤雨\|
72	Unified Speed Estimation of Various Stabilities	期刊论文	陈木法\|
73	Path-valued branching processes and nonlocal branching superprocesses	期刊论文	李增沪\|
74	带形上随机环境中随机游动的内蕴分枝结构	期刊论文	洪文明\|张美娟\|
75	一维算子两个谱问题的判别准则	期刊论文	陈木法\|
76	Integration by parts formula and applications for SPDEs with jumps	期刊论文	王凤雨\|
77	Estimates of the Kantorovich norm on manifolds	期刊论文	Bogachev, V. I.\|王凤雨\|Shaposhnikov, A. V.\|
78	Quasi-stationary distribution for the birth–death process with exit boundary	期刊论文	W. J. Gao\|毛永华\|
79	Progress on Hardy-type inequalities	专著	陈木法\|
80	Mixed eigenvalues of discrete p-Laplacian	期刊论文	陈木法\|Lingdi Wang\|张余辉\|
81	On geometric and algebraic transience for discrete-time Markov chains	期刊论文	毛永华\|Song, Yan-Hong\|
82	Harnack inequalities for stochastic equations driven by Levy noise	期刊论文	王凤雨\|Wang, Jian\|
83	Strong solutions of jump-type stochastic equations	期刊论文	李增沪\|蒲飞\|
84	Derivative Formula and Gradient Estimates for Gruschin Type Semigroups	期刊论文	王凤雨\|
85	A note on the passage time of finite state Markov chains	期刊论文	洪文明\|Ke Zhou\|
86	Criteria for Discrete Spectrum of 1D Operators	期刊论文	陈木法\|
87	Hitting Time Distributions for Denumerable Birth and Death Processes	期刊论文	龚禹\|毛永华\|张驰\|
88	Discrete Weighted Hardy Inequalities with Different Kinds of Boundary Conditions	期刊论文	廖仲威\|
89	Gradient estimates and applications for Neumann semigroup on narrow strip	期刊论文	王凤雨\|
90	Detivative formula and applications for degenerate diffusion semigroups	期刊论文	王凤雨\|X. C. Zhang\|
91	L (2)-Decay rate for non-ergodic Jackson network	期刊论文	Cheng, Huihui\|毛永华\|
92	Unified representation of formulas for single birth processes	期刊论文	陈木法\|张余辉\|
93	Bilateral Hardy-type inequalities	期刊论文	陈木法\|
94	单死过程平稳分布的新表示	期刊论文	张余辉\|
95	Stochastic generalized porous media equations with reflection	期刊论文	M. Rockner\|王凤雨\|T. S. Zhang\|
96	Probabilistic meanings of numerical characteristics for single birth processes	期刊论文	Z. W. Liao\|L. D. Wang\|张余辉\|
97	Stationarity and ergodicity for an affine two factor model	期刊论文	Barczy, M.\|Doring, L.\|李增沪\|Pap, G.\|
98	The optimal constant in Hardy-type inequalities	期刊论文	陈木法\|
99	Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality	期刊论文	A. Guillin\|王凤雨\|
100	Derivative formulas and Poincare inequality for Kohn-Laplacian type semigroups	期刊论文	王凤雨\|
101	Separation cutoff for upward skip-free chains	期刊论文	毛永华\|Chi Zhang\|张余辉\|
102	Exponential convergence rates of second quatization semigroups and applications	期刊论文	C. S. Deng\|王凤雨\|
103	双边吸收边界生灭过程的特征值估计	期刊论文	张驰\|张余辉\|
104	双边Hardy不等式及其几何应用	期刊论文	陈木法\|
105	Derivative formula and Harnack inequalities for degenrate functional SDEs	期刊论文	J. H. Bao\|王凤雨\|C. G. Yuan\|
106	Renewal Theorem for $(L,1)$-Random Walk in Random Environment	期刊论文	洪文明\|Hongyan Sun\|
107	Intrinsic Branching Structure within Random Walk on Z	期刊论文	Huaming Wang\|洪文明\|
108	无穷维非遍历Jackson网络的极限行为	期刊论文	程慧慧\|毛永华\|
109	对偶方法及其在$Q$过程唯一性相关问题中的应用	期刊论文	张余辉\|
110	Eigentime identity for one-diemnsional diffusion processes	期刊论文	Cheng, Li-Juan\|毛永华\|
111	Light-tailed behavior of stationary distribution for state-dependent random walks on a strip	期刊论文	洪文明\|Zhang, Meijuan\|Zhao, Yiqiang Q.\|
112	无限和有限状态空间上单生过程击中时矩的表示	期刊论文	张余辉\|

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