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19982026
most citedSpace-time fractional diffusion on bounded domains

120 citations · 979 across the 119 of their papers we have counts for

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Showing 2015 · math.PRShow all

7 papers · 2 filters

math.PR2015

Obliquely reflected Brownian motion in non-smooth planar domains

Krzysztof Burdzy, Zhen-Qing Chen, Donald Marshall +1

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundar…

math.PR2015★ 6 cited

Global Dirichlet Heat Kernel Estimates for Symmetric Lévy Processes in Half-space

Zhen-Qing Chen, Panki Kim

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) Lévy processes…

math.PR2015★ 3 cited

Dirichlet heat kernel estimates for fractional Laplacian under non-local perturbation

Zhen-Qing Chen, Ting Yang

For and , consider a family of non-local operators on , where $$ \mathcal{S}^{b}f(x):=\lim_{\varepsilon\to…

math.PR2015

Law of large numbers for branching symmetric Hunt processes with measure-valued branching rates

Zhen-Qing Chen, Yan-Xia Ren, Ting Yang

We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hu…

math.PR2015

Strong law of large numbers for supercritical superprocesses under second moment condition

Zhen-Qing Chen, Yan-Xia Ren, Renming Song +1

Suppose that is a supercritical superprocess on a locally compact separable metric space . Suppose that the spatial motion of is a Hunt process sati…

math.PR2015★ 12 cited

Stochastic flows for Lévy processes with Hölder drifts

Zhen-Qing Chen, Renming Song, Xicheng Zhang

In this paper we study the following stochastic differential equation (SDE) in : where …