60 citations · 66 across the 4 of their papers we have counts for
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Anticipating Reflected Stochastic Differential Equations
Zongxia Liang, Tusheng Zhang
In this paper, we establish the existence of the solutions of reflected stochastic differential equations with possible anticipating initial random variables. The key is…
Absolute continuity of symmetric Markov processes
Z. -Q. Chen, P. J. Fitzsimmons, M. Takeda +2
We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.…
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…
Convergence of symmetric diffusions on Wiener spaces
Andrea Posilicano, Tusheng Zhang
We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require th…