借粒子方法与反射随机微分方程

11871484
2018
A0210.随机分析与随机过程
任佳刚
面上项目
教授
中山大学
57万元
Brown运动;反射随机微分方程;借粒子方法;Lévy过程;Malliavin计算
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
查看更多信息请先登录或注册
查看更多信息请先登录或注册
查看更多信息请先登录或注册
重置
序号 标题 类型 作者
1 随机过程教程 专著 任佳刚
2 Hypoellipticity and Parabolic Hypoellipticity of Nonlocal Operators under Hormander's Condition 期刊论文 任佳刚;张华
3 Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions. 期刊论文 任佳刚;巫静
4 On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients 期刊论文 张华
5 Existence and smoothness of densities of stochastic functional differential equations with jumps 期刊论文 任佳刚;张华
6 Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients. 期刊论文 任佳刚;施群;巫静
7 Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls. 期刊论文 张华
8 Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process 期刊论文 张华
9 Large deviations for invariant measures of multivalued stochastic differential equations 期刊论文 张华
10 Moderate deviation principle for multivalued stochastic differential equations 期刊论文 张华
11 Strong Feller property for one-dimensional Levy processes driven stochastic differential equations with Holder continuous coefficinets 期刊论文 张华
12 Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions 期刊论文 Chen Zhen-Qing;Wu Jing
13 On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach 期刊论文 任佳刚;巫静
14 Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method 期刊论文 任佳刚;张华
15 Well-posedness and stability analysis of two classes of generalized stochastic volatility models 期刊论文 Ning Ning;Wu Jing
16 On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions 期刊论文 任佳刚;巫静;郑梦琪
17 Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients. 期刊论文 张华
查看更多信息请先登录或注册

相关项目

趋势报告

经验分享