1 citations · 3 across the 12 of their papers we have counts for
12 papers
On hitting time distributions of Markov processes with sub-Gaussian heat kernel bounds
Liping Li, Shuwen Lou
In this paper, we study the hitting times of Borel right processes on a metric measure space whose heat kernels satisfy sub-Gaussian bounds. It is well known that if $X=(…
Explicit Transition Density Functions of Skew Brownian Motions with Two-Valued Drift
Shuwen Lou
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in abbreviation) with two-valued drift for all . As an important step of this…
Discrete Approximation to Brownian Motion with Darning
Shuwen Lou
Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, w…
Discrete Approximation to Brownian Motion with Varying Dimension in Unbounded Domains
Shuwen Lou
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we u…
Distorted Brownian motions on space with varying dimension
Liping Li, Shuwen Lou
Roughly speaking, a space with varying dimension consists of at least two components with different dimensions. In this paper we will concentrate on the one, which can be treated a…
Discrete Approximation to Brownian Motion with Varying Dimension in Bounded Domains
Shuwen Lou
In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square latti…
Explicit heat kernels of a model of distorted Brownian motion on spaces with varying dimension
Shuwen Lou
In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists o…
On-diagonal Heat Kernel Lower Bound for Strongly Local Symmetric Dirichlet Forms
Shuwen Lou
This paper studies strongly local symmetric Dirichlet forms on general measure spaces. The underlying space is equipped with the intrinsic metric induced by the Dirichlet form, wit…
Brownian Motion with Drift on Spaces with Varying Dimension
Shuwen Lou
Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in [5]. In this paper, we study Brownian motion with drift on spaces w…
Brownian Motion on Spaces with Varying Dimension
Zhen-Qing Chen, Shuwen Lou
In this paper we introduce and study Brownian motion on state spaces with varying dimension. Starting with a concrete case of such state spaces that models a big square with a flag…
Local times of stochastic differential equations driven by fractional Brownian motions
Shuwen Lou, Cheng Ouyang
In this paper, we study the existence and (Hölder) regularity of local times of stochastic differential equations driven by fractional Brownian motions. In particular, we show that…
Fractal Dimensions of Rough Differential Equations Driven by Fractional Brownian Motions
Shuwen Lou, Cheng Ouyang
In this work we study fractal properties of rough differential equations driven by a fractional Brownian motions with Hurst parameter . In particular, we show that t…