2.3k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shuguang Cui5 profiles29 · h 63
- Arnulf Jentzen22 · h 49
- Z. Luo18 · h 89
- Guangxu Zhu5 profiles17 · h 33
- Xiaoguang Han2 profiles15 · h 42
- Hang Li2 profiles13 · h 18
- Tsung-Hui Chang11 · h 45
- Qingjiang Shi3 profiles9 · h 36
- H. Poor2 profiles7 · h 141
- Rui Zhang3 profiles7 · h 137
- Shiyin Li7 · h 21
- Xiaoyang Li2 profiles7 · h 9
- Chinese University of Hong Kong, ShenzhenCN158 papers
- University of MünsterDE21 papers
- Chinese University of Hong KongHK16 papers
- University of Hong KongHK15 papers
- ETH ZurichCH14 papers
- Sun Yat-sen UniversityCN13 papers
- National University of SingaporeSG12 papers
- Peng Cheng LaboratoryCN10 papers
- Princeton UniversityUS10 papers
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- Beijing University of Posts and TelecommunicationsCN9 papers
- Chinese Academy of SciencesCN9 papers
3 papers · 2 filters
High order steady-state diffusion approximations
Anton Braverman, J. G. Dai, Xiao Fang
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chai…
On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
Christian Beck, Martin Hutzenthaler, Arnulf Jentzen
The classical Feynman-Kac identity builds a bridge between stochastic analysis and partial differential equations (PDEs) by providing stochastic representations for classical solut…
Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven SDEs with smooth drift coefficient functions with at most polynomially growing derivatives
Arnulf Jentzen, Benno Kuckuck, Thomas Müller-Gronbach +1
In the recent article [A. Jentzen, B. Kuckuck, T. Müller-Gronbach, and L. Yaroslavtseva, arXiv:1904.05963 (2019)] it has been proved that the solutions to every additive noise driv…