[图书][B] Fokker–Planck–Kolmogorov Equations
This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …
elliptic and parabolic equations for measures, the main examples of which are Fokker …
[图书][B] Representations of algebraic groups
JC Jantzen - 2003 - books.google.com
Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …
published in 1987 by Academic Press. This book gives the reader an introduction to the …
[HTML][HTML] Distribution dependent SDEs with singular coefficients
X Huang, FY Wang - Stochastic Processes and their Applications, 2019 - Elsevier
Under integrability conditions on distribution dependent coefficients, existence and
uniqueness are proved for distribution dependent SDEs with non-degenerate noise. When …
uniqueness are proved for distribution dependent SDEs with non-degenerate noise. When …
Lipschitz regularity of graph Laplacians on random data clouds
In this paper we study Lipschitz regularity of elliptic PDEs on geometric graphs, constructed
from random data points. The data points are sampled from a distribution supported on a …
from random data points. The data points are sampled from a distribution supported on a …
[HTML][HTML] Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
F Xi, C Zhu - Journal of Differential Equations, 2019 - Elsevier
This paper considers multidimensional jump type stochastic differential equations with super
linear and non-Lipschitz coefficients. After establishing a sufficient condition for …
linear and non-Lipschitz coefficients. After establishing a sufficient condition for …
Coupling property and gradient estimates of Lévy processes via the symbol
RL Schilling, P Sztonyk, J Wang - 2012 - projecteuclid.org
We derive explicitly the coupling property for the transition semigroup of a Lévy process and
gradient estimates for the associated semigroup of transition operators. This is based on the …
gradient estimates for the associated semigroup of transition operators. This is based on the …
Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions
N Champagnat, KA Coulibaly-Pasquier… - … de Probabilités XLIX, 2018 - Springer
We consider general Markov processes with absorption and provide criteria ensuring the
exponential convergence in total variation of the distribution of the process conditioned not …
exponential convergence in total variation of the distribution of the process conditioned not …
Sticky couplings of multidimensional diffusions with different drifts
We present a novel approach of coupling two multi-dimensional and non-degenerate Itô
processes (X_t) and (Y_t) which follow dynamics with different drifts. Our coupling is sticky in …
processes (X_t) and (Y_t) which follow dynamics with different drifts. Our coupling is sticky in …
On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
F Xi, C Zhu - SIAM Journal on Control and Optimization, 2017 - SIAM
This work focuses on a class of regime-switching jump diffusion processes, in which the
switching component has countably infinite many states or regimes. The existence and …
switching component has countably infinite many states or regimes. The existence and …
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
FY Wang - Bernoulli, 2023 - projecteuclid.org
Under Lyapunov and monotone conditions, the exponential ergodicity in the induced
Wasserstein quasi-distance is proved for a class of non-dissipative McKean-Vlasov SDEs …
Wasserstein quasi-distance is proved for a class of non-dissipative McKean-Vlasov SDEs …