几类扩散过程的逼近及应用

11471340
2014
A0210.随机分析与随机过程
任佳刚
面上项目
教授
中山大学
70万元
欧拉逼近;随机微分方程;挤压逼近;光滑逼近;Malliavin分析
2015-01-01到2018-12-31
  • 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 Strong convergence rate for multivalued stochastic differential equations via stochastic theta method 期刊论文 Hua Zhang
2 Regularity of the law of stochastic differential equations with jumps under H"{o}rmander's conditions: the lent particle method 期刊论文 Jiagang Ren;Hua Zhang
3 Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients 期刊论文 Xu Jie;Jicheng Liu;Yu Miao
4 Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Levy jumps 期刊论文 Yue Guan;Jing Wu
5 Convergence of invariant measures for multivalued stochastic differential equations 期刊论文 Yue Guan;Hua Zhang
6 测度与概率教程 专著 任佳刚;巫静
7 Limit theorems and the support of SDES with oblique reflections on nonsmooth domains 期刊论文 Jing Wu;Mingbo Zhang
8 Existence and uniqueness of perturbed reflected jump diffusion processes 期刊论文 Hua Zhang
9 The synchronization of stochastic differential equations with linear noise 期刊论文 Mahdi Al-Azzawi;Jicheng Liu;and Xianming Liu
10 On Uniform Large Deviations Principle for Multi-valued SDEs via the Viscosity Solution Approach 期刊论文 Jiagang Ren;Jing Wu
11 Convergence rate of synchronization of systems with additive noise 期刊论文 Shahad Al-Azzawi;Jicheng Liu;Xianming Liu
12 Derivative formulae for stochastic differential equations driven by Poisson random measures 期刊论文 Jiagang Ren;Hua Zhang
13 On approximate continuity and the support of reflected stochastic differential equations 期刊论文 Jiagang Ren;Jing Wu
14 Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients 期刊论文 Jiagang Ren;Qun Shi;Jing Wu
15 Regularity of the law of stochastic differential equations with jumps under H"{o}rmander's conditions: the lent particle method 期刊论文 Jiagang Ren;Hua Zhang
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