1 citations · 1 across the 4 of their papers we have counts for
4 papers
Absolute Continuity of the Laws of the Solutions to Parabolic SPDEs with Two Reflecting Walls
Wen Yue
In this paper, we focus on the existence of the density for the law of the solutions to parabolic stochastic partial differential equations with two reflecting walls. The main tool…
Smooth densities of the laws of perturbed diffusion processes
Lihu Xu, Wen Yue, Tusheng Zhang
Under some regularity conditions on , and , we prove that the following perturbed stochastic differential equation \begin{equation} X_t=x+\int_0^t b(X_s)ds+\int_0^t σ(X_s…
Elliptic stochastic partial differential equations with two reflecting walls
Wen Yue, Tusheng Zhang
In this article, we study elliptic stochastic partial differential equations with two reflect- ing walls h1 and h2, driven by multiplicative noise. The existence and uniqueness of…
Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes
Wen Yue, Tusheng Zhang
In this paper, we prove that the laws of perturbed diffusion processes and perturbed reflected diffusion processes are absolutely continuous with respect to the Lebesgue measure. T…