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most citedThe Kernel Polynomial Method

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math.PR20091 cited

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…

math.PR2009

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…

math.PR2008

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…

math.PR20081 cited

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…

math.PR200434 cited

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…

math.PR2002

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…