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Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [5]
采集方式
OAI收割 [5]
内容类型
期刊论文 [5]
发表日期
2022 [1]
2020 [1]
2019 [1]
2006 [1]
1998 [1]
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On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold
期刊论文
OAI收割
BERNOULLI, 2022, 卷号: 28, 期号: 4, 页码: 2322-2344
作者:
Gong, Fuzhou
;
Sun, Xiaoxia
  |  
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2023/02/07
Brownian bridge
pull back formula
integration by parts formula
characterization
Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application
期刊论文
OAI收割
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 27
作者:
Cao, Guilan
;
He, Kai
  |  
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2020/05/24
Donsker's delta function
Nondegenerate
Integration by parts
Non-Markovian SDE
Convergence rate
Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes
期刊论文
OAI收割
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 4, 页码: 708-721
作者:
Dong, Zhao
;
Song, Yu-lin
;
Xie, Ying-chao
  |  
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2020/05/24
Levy processes
integration by parts formula
derivative formula
coupling property
Reflected symmetric alpha-stable processes and regional fractional Laplacian
期刊论文
OAI收割
PROBABILITY THEORY AND RELATED FIELDS, 2006, 卷号: 134, 期号: 4, 页码: 649-694
作者:
Guan, QY
;
Ma, ZM
  |  
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2018/07/30
reflected symmetric alpha-stable process
regional fractional Laplacian
integration by parts formula
semi-martingale decomposition
A nonlinear deformation of Wiener space
期刊论文
OAI收割
JOURNAL OF THEORETICAL PROBABILITY, 1998, 卷号: 11, 期号: 2, 页码: 331-350
作者:
Luo, SL
  |  
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2018/07/30
Wiener space
Poincare disc
Bergman measure
quasi invariance
ergodicity
integration by parts
orthogonal decomposition