35 citations · 59 across the 5 of their papers we have counts for
5 papers
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…
Clark--Ocone formula and variational representation for Poisson functionals
Xicheng Zhang
In this paper we first prove a Clark--Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure…
Water Vapor: An Extraordinary Terahertz Wave Source under Optical Excitation
Keith Johnson, Matthew Price-Gallagher, Orval Mamer +6
In modern terahertz (THz) sensing and imaging spectroscopy, water is considered a nemesis to be avoided due to strong absorption in the THz frequency range. Here we report the firs…
Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations
Xicheng Zhang
In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach…