301 results on '"WU, JIANG-LUN"'
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52. Ergodicity of 3D Stochastic Burgers Equation
53. Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises
54. Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations
55. Averaging Principle for Stochastic Tidal Dynamics Equations
56. Maximum principles for nonlocal parabolic Waldenfels operators
57. Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion
58. Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles
59. Hölder Estimates for Solutions of Stochastic Nonlocal Diffusion Equations
60. Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition
61. Maximum principles for nonlocal parabolic Waldenfels operators
62. On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations
63. On a stochastic nonlocal conservation law in a bounded domain
64. Platinum-Based Mcl‑1 Inhibitor Targeting Mitochondria Achieves Enhanced Antitumor Activity as a Single Agent or in Combination with ABT-199.
65. Global Well-Posedness of Stochastic Nematic Liquid Crystals with Random Initial and Boundary Conditions Driven by Multiplicative Noise
66. On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
67. Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: Averaging principle
68. Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
69. Nonstandard Construction of Stable Type Euclidean Random Field Measures
70. Analytic and Probabilistic Aspects of Lévy Processes and Fields in Quantum Theory
71. Path independence of the additive functionals for stochastic Volterra equations with singular kernels and Hölder continuous coefficients
72. Generalized Random Vector Fields and Euclidean Quantum Vector Fields
73. Global well-posedness of 2D stochastic Burgers equations with multiplicative noise
74. On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in [formula omitted]
75. Log-Harnack inequality for stochastic Burgers equations and applications
76. Martingale Property of Empirical Processes
77. Supports for degenerate stochastic differential equations with jumps and applications
78. An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
79. A comparison of two no-arbitrage conditions
80. Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations
81. Solving a non-linear stochastic pseudo-differential equation of Burgers type
82. Pricing CDO tranches in an intensity based model with the mean reversion approach
83. Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
84. The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation
85. On a generalized population dynamics equation with environmental noise
86. The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation.
87. On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
88. Compactness of Schrödinger semigroups with unbounded below potentials
89. Stochastic control of SDEs associated with Lévy generators and application to financial optimization
90. An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise.
91. Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps
92. Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
93. Nonstandard flat integral representation of the free Euclidean field and a large deviation bound for the exponential interaction
94. A hyperfinite flat integral for generalized random fields
95. On Stochastic Differential Equations and a Generalised Burgers Equation
96. Lévy White Noise, Elliptic SPDEs and Euclidean Random Fields
97. Invariant Measures and Symmetry Property of Lévy Type Operators
98. Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes
99. Maximum principles for nonlocal parabolic Waldenfels operators
100. Fractal Burgers’ Equation Driven by Lévy Noise
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