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Partial derivative with respect to the measure and its application to general controlled mean-field systems

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) ->......

Asymptotic behavior for Markovian iterated function systems

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......

Moderate deviations of density-dependent Markov chains

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......

Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit

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......

Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process

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......

Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in R-2

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......

The extremal process of super-Brownian motion

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} ......

Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

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......

Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach

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......

On the strong Markov property for stochastic differential equations driven by G-Brownian motion

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......

On sets of zero stationary harmonic measure

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......

Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs

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......

Quasi-stationary distributions for subcritical superprocesses

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......

Approximations of stochastic Navier-Stokes equations

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......

On the range of simple symmetric random walks on the line

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 = ......

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