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19972022
most citedOn the metric operator for the imaginary cubic oscillator

121 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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5 papers · 1 filter

math.PR2019

Large Deviations for Stochastic Differential Equations Driven by Semimartingales

Qiao Huang, Wei Wei, Jinqiao Duan

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of dr…

math.PR2018

On Bernstein processes generated by hierarchies of linear parabolic systems in Rd

Pierre-A. Vuillermot, Jean-C. Zambrini

In this article we investigate the properties of Bernstein processes generated by infinite hierarchies of forward-backward systems of decoupled linear deterministic parabolic parti…

math.PR2017★ 7 cited

An entropic interpolation problem for incompressible viscid fluids

Marc Arnaudon, Ana Bela Cruzeiro, Christian Léonard +1

In view of studying incompressible inviscid fluids, Brenier introduced in the late 80's a relaxation of a geodesic problem addressed by Arnold in 1966. Instead of inviscid fluids,…

math.PR2012

Functional inequalities for Nonlocal Dirichlet Forms With Finite Range Jumps or Large Jumps

Xin Chen, Jian Wang

The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let and $μ…

math.PR2012

Asymptotic Properties of Coupled Forward-Backward Stochastic Differential Equations

Ana Bela Cruzeiro, André de Oliveira Gomes, Liangquan Zhang

In this paper, we consider coupled forward-backward stochastic differential equations (FBSDEs in short) with parameter . We study the asymptotic behavior of its sol…