74 citations · 267 across the 68 of their papers we have counts for
9 papers · 1 filter
Linear Response Theory for Nonlinear Stochastic Differential Equations with -stable Lévy Noises
Qi Zhang, Jinqiao Duan
We consider a nonlinear stochastic differential equation driven by an -stable Lévy process (). We first obtain some regularity results for the probability density of its…
SPDEs with Polynomial Growth Coefficients and Malliavin Calculus Method
Qi Zhang, Huaizhong Zhao
In this paper we study the existence and uniqueness of the valued solution of backward doubly stochasti…
Semi-linear Degenerate Backward Stochastic Partial Differential Equations and Associated Forward Backward Stochastic Differential Equations
Kai Du, Qi Zhang
In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs in short) under general settings without technica…
-Solution () of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space
Kai Du, Shanjian Tang, Qi Zhang
In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev spa…
A General Construction to Stationary Weak Solutions of Parabolic SPDEs
Huinan Leng, Qi Zhang
In this paper we construct the stationary weak solutions of parabolic SPDEs by a general infinite horizon backward doubly stochastic differential equations (BDSDEs for short) with…
Stationary Stochastic Viscosity Solutions of SPDEs
Qi Zhang
In this paper we aim to find the stationary stochastic viscosity solutions of a parabolic type SPDEs through the infinite horizon backward doubly stochastic differential equations…