Browse/Search Results: 1-4 of 4

Selected(0)Clear Items/Page: Sort:
	关于随机微分方程Girsanov变换的路径独立性 Journal article 中国科学:数学,2021, volume: 51, issue: 11, pages: 1861-1876 Authors: 王凤雨; 吴奖伦 Favorite \| View/Download：5/0 \| Submit date：2023/05/30 Girsanov transformation Nonlinear parabolic equation Path-independence Stochastic differential equation
	The effect of noise intensity on parabolic equations Journal article Discrete and Continuous Dynamical Systems - Series B,2020, volume: 25, issue: 5, pages: 1715-1728 Authors: Lv, Guangying; Gao, Hongjun; Wei, Jinlong; Wu, Jianglun Favorite \| View/Download：3/0 \| Submit date：2023/05/30 Energy estimate method Itô's formula Stochastic parabolic equation
	Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations Journal article Statistics and Probability Letters,2018, volume: 133, pages: 71-79 Authors: Wu, Bo; Wu, Jianglun Favorite \| View/Download：3/0 \| Submit date：2023/05/30 Degenerated stochastic differential equations (SDEs) Girsanov transformation Non-Lipschitz SDEs with jumps Semi-linear partial integro-differential equation of parabolic type
	Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps Journal article Statistics and Probability Letters,2016, volume: 119, pages: 326-333 Authors: Qiao, Huijie; Wu, Jianglun Favorite \| View/Download：2/0 \| Submit date：2023/05/30 Non-Lipschitz stochastic differential equations with jumps Semi-linear partial integro-differential equation of parabolic type The Girsanov transformation