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Showing 2009 · math.PRShow all
3 papers · 2 filters
math.PR2009★ 1 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.PR2009★ 24 cited
Tree based functional expansions for Feynman--Kac particle models
Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler
We design exact polynomial expansions of a class of Feynman--Kac particle distributions. These expansions are finite and are parametrized by coalescent trees and other related comb…