506 citations
- Centre National de la Recherche ScientifiqueFR44 papers
- Institut de Mathématiques de BourgogneFR20 papers
- Laboratoire Interdisciplinaire Carnot de BourgogneFR11 papers
- Université Libre de BruxellesBE11 papers
- Lyon 1 UniversitéFR5 papers
- Okanagan University CollegeCA5 papers
- Université Paris-SudFR5 papers
- Laboratoire de Réactivité et Chimie des SolidesFR4 papers
- Istituto Nazionale di Fisica NucleareIT3 papers
- Scuola Internazionale Superiore di Studi AvanzatiIT3 papers
- University of BresciaIT3 papers
- University of British ColumbiaCA3 papers
6 papers · 1 filter
Spectral representation of some non stationary alpha-stable processes
Nourddine Azzaoui
In this paper, we give a new covariation spectral representation of some non stationary symmetric -stable processes (SS). This representation is based on a weaker covariation…
Transportation Cost Inequality on Path Spaces with Uniform Distance
Shizan Fang, Feng-Yu Wang, Bo Wu
Starting from a sequence of independent Wright-Fisher diffusion processes on , we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \…
Malliavin calculus of Bismut type without probability
Remi Leandre
We translate in semigroup theory Bismut's way of the Malliavin calculus.
Global flows for stochastic differential equations without global Lipschitz conditions
Shizan Fang, Peter Imkeller, Tusheng Zhang
We consider stochastic differential equations driven by Wiener processes. The vector fields are supposed to satisfy only local Lipschitz conditions. The Lipschitz constants of the…
Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values
Shizan Fang, Tusheng Zhang
The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall inves…
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
Shizan Fang, Tusheng Zhang
We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell ty…