68 citations · 441 across the 101 of their papers we have counts for
7 papers · 1 filter
Onsager-Machlup action functional for stochastic partial differential equations with Levy noise
Jianyu Hu, Jinqiao Duan
This work is devoted to deriving the Onsager-Machlup action functional for stochastic partial differential equations with (non-Gaussian) Levy process as well as Gaussian Brownian m…
Sharp two-sided Green function estimates for Dirichlet forms degenerate at the boundary
Panki Kim, Renming Song, Zoran Vondraček
In this paper we continue our investigation of the potential theory of Markov processes with jump kernels decaying at the boundary. To be more precise, we consider processes in ${\…
Time fractional stochastic differential equations driven by pure jump Lévy noise
Peixue Wu, Zhiwei Yang, Hong Wang +1
In this paper we introduce a variable order time fractional differential equation driven by pure jump Lévy noise, which models the motion of a particle exhibiting memory effect. We…
Spine decomposition for branching Markov processes and its applications
Yan-Xia Ren, Renming Song
In the literature, the spine decomposition of branching Markov processes was constructed under the assumption that each individual has at least one child. In this paper, we give a…
Spectral heat content for α-stable processes in C1,1 open sets
Hyunchul Park, Renming Song
In this paper we study the asymptotic behavior, as , of the spectral heat content for isotropic -stable processes, , in bounded $C^{1…
Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes, II
Yan-Xia Ren, Renming Song, Zhenyao Sun +1
This paper is a continuation of our recent paper (Elect. J. Probab. 24 (2019), no. 141) and is devoted to the asymptotic behavior of a class of supercritical super Ornstein-Uhlenbe…