74 citations · 109 across the 5 of their papers we have counts for
8 papers · 1 filter
Variation and Rough Path Properties of Local Times of Lévy Processes
Chunrong Feng, Huaizhong Zhao
In this paper, we will prove that the local time of a Lévy process is of finite -variation in the space variable in the classical sense, a.s. for any , , if the Lé…
Stationary Solutions of SPDEs and Infinite Horizon BDSDEs with Non-Lipschitz Coefficients
Qi Zhang, Huaizhong Zhao
We prove a general theorem that the valued solution of an infinite horizon backward doubl…
Pathwise stationary solutions of stochastic Burgers equations with -noise and stochastic Burgers integral equations on infinite horizon
Yong Liu, Huaizhong Zhao
In this paper, we show the existence and uniqueness of the stationary solution and stationary point of the differentiable random dynamical system $U:R\times L^2[0,1…
Stationary Solutions of SPDEs and Infinite Horizon BDSDEs
Qi Zhang, Huaizhong Zhao
In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between $L_ρ^2({\mathbb{R}^{d}};{\mathbb{R…
Two-parameter -variation Paths and Integrations of Local Times
Chunrong Feng, Huaizhong Zhao
In this paper, we prove two main results. The first one is to give a new condition for the existence of two-parameter -variation path integrals. Our condition of locally boun…
A Generalized It's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
Chunrong Feng, Huaizhong Zhao
A generalized It formula for time dependent functions of two-dimensional continuous semi-martingales is proved. The formula uses the local time of each coordinate p…