期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 134 ()
Let (E, epsilon) be an arbitrary measurable space. The paper first focuses on studying the partial derivative of a function f : P-2,(0)(R-d x E) ->......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 138 ()
Let (U, d) be a complete separable metric space and (F-n)(n >= 0) a sequence of random functions from U to U. Motivated by studying the stability p......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 140 ()
A density dependent Markov chain (DDMC) introduced in Kurtz (1978) is a special continuous time Markov process. Examples are considered in fields like......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 140 ()
We consider the modified Surface Quasi-Geostrophic (mSQG) equation on the 2D torus T-2, perturbed by multiplicative transport noise. The equation admi......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 135 ()
This paper is a further investigation of the problem studied in Xue and Zhao (2020), where the authors proved a law of large numbers for the empirical......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 135 ()
This paper focuses on a system of the 2-D MHD equations with fractional kinematic dissipation and partial magnetic diffusion under random perturbation......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 137 ()
In this paper, we establish limit theorems for the supremum of the support, denoted by M-t, of a supercritical super-Brownian motion {X-t, t >= 0} ......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 134 ()
We propose a full discretization to approximate the invariant measure numerically for parabolic stochastic partial differential equations (SPDEs) with......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 133 ()
We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the p......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 131 ()
The objective of this paper is to study the strong Markov property for the stochastic differential equations driven by G-Brownian motion (G-SDEs for s......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 131 ()
In this paper, we study properties of the stationary harmonic measure which are unique to the stationary case. We prove that any subset with an approp......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 131 ()
We first establish the existence of an unbounded solution to a backward stochastic differential equation (BSDE) with generator g allowing a general gr......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 132 ()
Suppose that X is a subcritical superprocess. Under some asymptotic conditions on the mean semigroup of X, we prove the Yaglom limit of X exists and i......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020; 130 (4)
In this paper we show that solutions of two-dimensional stochastic Navier-Stokes equations driven by Brownian motion can be approximated by stochastic......
期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020; 130 (4)
This paper is aimed at a detailed study of the behaviors of random walks which is defined by the dyadic expansions of points. More precisely, let x = ......