1.1k citations
- Universität GreifswaldDE10 papers
- Centre for Quantum Computation and Communication TechnologyAU8 papers
- Data61AU6 papers
- University of WollongongAU6 papers
- Australian National UniversityAU5 papers
- Swinburne University of TechnologyAU5 papers
- Australia Telescope National FacilityAU4 papers
- Commonwealth Scientific and Industrial Research OrganisationAU4 papers
- École Polytechnique Fédérale de LausanneCH4 papers
- Los Alamos National LaboratoryUS4 papers
- The University of MelbourneAU4 papers
- The University of QueenslandAU4 papers
6 papers · 1 filter
Stochastic Partial Differential Equations with Unbounded and Degenerate Coefficients
Xicheng Zhang
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coef…
Stochastic Flows of SDEs with Irregular Coefficients and Stochastic Transport Equations
Xicheng Zhang
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the…
A Stochastic Representation for Backward Incompressible Navier-Stokes Equations
Xicheng Zhang
By reversing the time variable we derive a stochastic representation for backward incompressible Navier-Stokes equations in terms of stochastic Lagrangian paths, which is similar t…
Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations
Jiagang Ren, Xicheng Zhang
We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result c…
Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDE's
B. Goldys, B. Maslowski
A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful low…
Symmetric Ornstein-Uhlenbeck Semigroups and their Generators
A. Chojnowska-Michalik, B. Goldys
We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure . For a reversible pr…